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TILVX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TILVX vs. BRK-B

Last updated Apr 2, 2026

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.

Performance

TILVX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Value Index Fund (TILVX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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TILVX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TILVX
TIAA-CREF Large-Cap Value Index Fund		2.07%15.81%14.26%11.49%-7.57%25.05%2.90%26.48%-8.38%10.93%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, TILVX achieves a 2.07% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, TILVX has underperformed BRK-B with an annualized return of 10.22%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

TILVX

1D
2.11%
1M
-4.67%
YTD
2.07%
6M
5.80%
1Y
15.81%
3Y*
14.23%
5Y*
9.17%
10Y*
10.22%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIAA-CREF Large-Cap Value Index Fund

Berkshire Hathaway Inc.

Often compared with TILVX:
TILVX vs. TILIXTILVX vs. VTSAXTILVX vs. TIMVXTILVX vs. FNDXTILVX vs. SPYTILVX vs. VWNEXTILVX vs. VWUAX
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

TILVX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TILVX
TILVX Risk / Return Rank: 5252
Overall Rank
TILVX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TILVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TILVX Omega Ratio Rank: 5151
Omega Ratio Rank
TILVX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TILVX Martin Ratio Rank: 6262
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILVX vs. BRK-B - Risk-Adjusted Trends 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.

TILVXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.01

-0.56

+1.57

Sortino ratio

Return per unit of downside risk

1.46

-0.65

+2.11

Omega ratio

Gain probability vs. loss probability

1.22

0.91

+0.31

Calmar ratio

Return relative to maximum drawdown

1.30

-0.68

+1.98

Martin ratio

Return relative to average drawdown

6.11

-1.16

+7.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILVX vs. BRK-B - Sharpe Ratio Comparison

The current TILVX Sharpe Ratio is 1.01, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of TILVX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

TILVXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

-0.56

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.77

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.66

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.48

-0.03

Correlation

The correlation between TILVX and BRK-B is 0.62, 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.

Dividends

TILVX vs. BRK-B - Dividend Comparison

TILVX's dividend yield for the trailing twelve months is around 5.84%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
TILVX
TIAA-CREF Large-Cap Value Index Fund		5.84%5.96%3.04%4.90%4.57%3.77%2.26%7.05%4.68%2.01%3.14%4.24%
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.

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Drawdown Indicators

TILVXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-53.86%

-6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-14.95%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-26.58%

+7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.15%

-29.57%

-10.58%

Current Drawdown

Current decline from peak

-4.83%

-11.36%

+6.53%

Average Drawdown

Average peak-to-trough decline

-8.32%

-11.07%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

8.72%

-6.21%

Volatility

TILVX vs. BRK-B - Volatility Comparison

TIAA-CREF Large-Cap Value Index Fund (TILVX) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.38% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TILVXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.33%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

11.14%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

18.30%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

17.20%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

19.45%

-1.80%