TILIX vs. VGT
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Vanguard Information Technology ETF (VGT).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILIX or VGT.
Key characteristics
| TILIX | VGT | |
|---|---|---|
| YTD Return | 32.12% | 29.17% |
| 1Y Return | 42.39% | 40.51% |
| 3Y Return (Ann) | 10.47% | 12.36% |
| 5Y Return (Ann) | 20.06% | 22.93% |
| 10Y Return (Ann) | 16.74% | 20.94% |
| Sharpe Ratio | 2.67 | 2.10 |
| Sortino Ratio | 3.41 | 2.68 |
| Omega Ratio | 1.48 | 1.37 |
| Calmar Ratio | 3.44 | 2.90 |
| Martin Ratio | 13.52 | 10.47 |
| Ulcer Index | 3.34% | 4.22% |
| Daily Std Dev | 16.87% | 21.00% |
| Max Drawdown | -51.32% | -54.63% |
| Current Drawdown | -0.01% | -0.58% |
Correlation
The correlation between TILIX and VGT is 0.92, 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.
Performance
TILIX vs. VGT - Performance Comparison
In the year-to-date period, TILIX achieves a 32.12% return, which is significantly higher than VGT's 29.17% return. Over the past 10 years, TILIX has underperformed VGT with an annualized return of 16.74%, while VGT has yielded a comparatively higher 20.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TILIX vs. VGT - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than VGT's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
TILIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Vanguard Information Technology ETF (VGT). 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.
Dividends
TILIX vs. VGT - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 0.57%, less than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 0.57% | 0.76% | 1.10% | 0.87% | 0.71% | 1.09% | 1.43% | 1.22% | 1.33% | 1.49% | 1.39% | 1.37% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
TILIX vs. VGT - Drawdown Comparison
The maximum TILIX drawdown since its inception was -51.32%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TILIX and VGT. For additional features, visit the drawdowns tool.
Volatility
TILIX vs. VGT - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 5.10%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.38%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.