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TILIX vs. TISPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TILIX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
11.89%
TILIX
TISPX

Returns By Period

In the year-to-date period, TILIX achieves a 30.46% return, which is significantly higher than TISPX's 25.49% return. Over the past 10 years, TILIX has outperformed TISPX with an annualized return of 16.46%, while TISPX has yielded a comparatively lower 13.12% annualized return.


TILIX

YTD

30.46%

1M

2.77%

6M

14.26%

1Y

36.27%

5Y (annualized)

19.57%

10Y (annualized)

16.46%

TISPX

YTD

25.49%

1M

0.99%

6M

11.89%

1Y

31.86%

5Y (annualized)

15.60%

10Y (annualized)

13.12%

Key characteristics


TILIXTISPX
Sharpe Ratio2.232.58
Sortino Ratio2.893.31
Omega Ratio1.401.49
Calmar Ratio2.873.89
Martin Ratio11.2617.68
Ulcer Index3.35%1.86%
Daily Std Dev16.93%12.75%
Max Drawdown-51.32%-55.16%
Current Drawdown-1.31%-1.36%

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TILIX vs. TISPX - Expense Ratio Comparison

Both TILIX and TISPX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


TILIX
TIAA-CREF Large-Cap Growth Index Fund
Expense ratio chart for TILIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for TISPX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.01.0

The correlation between TILIX and TISPX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

TILIX vs. TISPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF S&P 500 Index Fund (TISPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TILIX, currently valued at 2.23, compared to the broader market0.002.004.002.232.58
The chart of Sortino ratio for TILIX, currently valued at 2.89, compared to the broader market0.005.0010.002.893.31
The chart of Omega ratio for TILIX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.49
The chart of Calmar ratio for TILIX, currently valued at 2.87, compared to the broader market0.005.0010.0015.0020.0025.002.873.89
The chart of Martin ratio for TILIX, currently valued at 11.26, compared to the broader market0.0020.0040.0060.0080.00100.0011.2617.68
TILIX
TISPX

The current TILIX Sharpe Ratio is 2.23, which is comparable to the TISPX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of TILIX and TISPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.23
2.58
TILIX
TISPX

Dividends

TILIX vs. TISPX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 0.58%, less than TISPX's 1.18% yield.


TTM20232022202120202019201820172016201520142013
TILIX
TIAA-CREF Large-Cap Growth Index Fund
0.58%0.76%1.10%0.87%0.71%1.09%1.43%1.22%1.33%1.49%1.39%1.37%
TISPX
TIAA-CREF S&P 500 Index Fund
1.18%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%1.70%

Drawdowns

TILIX vs. TISPX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -51.32%, smaller than the maximum TISPX drawdown of -55.16%. Use the drawdown chart below to compare losses from any high point for TILIX and TISPX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-1.36%
TILIX
TISPX

Volatility

TILIX vs. TISPX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.58% compared to TIAA-CREF S&P 500 Index Fund (TISPX) at 4.07%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
4.07%
TILIX
TISPX