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.
Performance
TILIX vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, TILIX achieves a 30.25% return, which is significantly higher than VGT's 27.28% return. Over the past 10 years, TILIX has underperformed VGT with an annualized return of 16.43%, while VGT has yielded a comparatively higher 20.69% annualized return.
TILIX
30.25%
2.26%
14.44%
36.45%
19.50%
16.43%
VGT
27.28%
0.97%
13.82%
34.56%
22.52%
20.69%
Key characteristics
| TILIX | VGT | |
|---|---|---|
| Sharpe Ratio | 2.13 | 1.59 |
| Sortino Ratio | 2.78 | 2.11 |
| Omega Ratio | 1.39 | 1.29 |
| Calmar Ratio | 2.74 | 2.20 |
| Martin Ratio | 10.76 | 7.89 |
| Ulcer Index | 3.35% | 4.24% |
| Daily Std Dev | 16.91% | 20.98% |
| Max Drawdown | -51.32% | -54.63% |
| Current Drawdown | -1.47% | -2.04% |
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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%.
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.
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 0.58%, less than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGT Vanguard Information Technology ETF | 0.61% | 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 5.59%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.62%. 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.