TILIX vs. VTMGX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
TILIX vs. VTMGX - Performance Comparison
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TILIX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, TILIX achieves a -13.04% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, TILIX has outperformed VTMGX with an annualized return of 16.09%, while VTMGX has yielded a comparatively lower 8.99% annualized return.
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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TILIX vs. VTMGX - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than VTMGX's 0.07% 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%.
Return for Risk
TILIX vs. VTMGX — Risk / Return Rank
TILIX
VTMGX
TILIX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| TILIX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.51 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.01 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.01 | -1.34 |
Martin ratioReturn relative to average drawdown | 2.32 | 7.98 | -5.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILIX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.51 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.52 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.55 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.28 | +0.28 |
Correlation
The correlation between TILIX and VTMGX is 0.72, 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.
Dividends
TILIX vs. VTMGX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 5.07%, more than VTMGX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
TILIX vs. VTMGX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -50.54%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for TILIX and VTMGX.
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Drawdown Indicators
| TILIX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -60.58% | +10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -11.67% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -29.71% | -2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -35.68% | +3.00% |
Current DrawdownCurrent decline from peak | -16.24% | -11.62% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -14.74% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 2.94% | +1.79% |
Volatility
TILIX vs. VTMGX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 5.34%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILIX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 7.09% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 10.91% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 16.47% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 15.60% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 16.42% | +4.59% |