TILVX vs. BRK-B
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and Berkshire Hathaway Inc. (BRK-B).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or BRK-B.
Key characteristics
| TILVX | BRK-B | |
|---|---|---|
| YTD Return | 19.97% | 29.93% |
| 1Y Return | 34.06% | 33.09% |
| 3Y Return (Ann) | 7.72% | 17.46% |
| 5Y Return (Ann) | 10.50% | 15.96% |
| 10Y Return (Ann) | 9.12% | 12.35% |
| Sharpe Ratio | 2.56 | 2.35 |
| Sortino Ratio | 3.55 | 3.28 |
| Omega Ratio | 1.51 | 1.42 |
| Calmar Ratio | 3.59 | 4.46 |
| Martin Ratio | 18.45 | 11.72 |
| Ulcer Index | 1.79% | 2.88% |
| Daily Std Dev | 12.91% | 14.37% |
| Max Drawdown | -60.05% | -53.86% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between TILVX and BRK-B is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TILVX vs. BRK-B - Performance Comparison
In the year-to-date period, TILVX achieves a 19.97% return, which is significantly lower than BRK-B's 29.93% return. Over the past 10 years, TILVX has underperformed BRK-B with an annualized return of 9.12%, while BRK-B has yielded a comparatively higher 12.35% 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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Risk-Adjusted Performance
TILVX vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and Berkshire Hathaway Inc. (BRK-B). 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
TILVX vs. BRK-B - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 1.92%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 1.92% | 2.31% | 2.32% | 1.85% | 2.26% | 2.79% | 2.85% | 2.41% | 2.13% | 2.61% | 1.85% | 2.01% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TILVX vs. BRK-B - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TILVX and BRK-B. For additional features, visit the drawdowns tool.
Volatility
TILVX vs. BRK-B - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 3.80%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.