TILVX vs. BRK-B

Last updated Jun 3, 2026

TILVX (TIAA-CREF Large-Cap Value Index Fund) is Large Cap Value Equities fund managed by TIAA Investments, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, TILVX returned 11.01%/yr vs 12.82%/yr for BRK-B. A 0.62 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, TILVX achieves a 13.40% return, which is significantly higher than BRK-B's -6.20% return. Over the past 10 years, TILVX has underperformed BRK-B with an annualized return of 11.01%, while BRK-B has yielded a comparatively higher 12.82% annualized return.

TILVX

• 1D: -0.22%
• 1M: 2.89%
• YTD: 13.40%
• 6M: 14.93%
• 1Y: 27.98%
• 3Y*: 18.22%
• 5Y*: 10.23%
• 10Y*: 11.01%

BRK-B

• 1D: 0.26%
• 1M: -0.32%
• YTD: -6.20%
• 6M: -6.94%
• 1Y: -6.23%
• 3Y*: 12.69%
• 5Y*: 10.06%
• 10Y*: 12.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILVX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILVX TIAA-CREF Large-Cap Value Index Fund	13.40%	15.81%	14.26%	11.49%	-7.57%	25.05%	2.90%	26.48%	-8.38%	10.93%
BRK-B Berkshire Hathaway Inc.	-6.20%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between TILVX and BRK-B is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002	0.62

Over the past year, the correlation between TILVX and BRK-B has dropped to 0.37 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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: 81
TILVX Sharpe Ratio Rank: 81
TILVX Sortino Ratio Rank: 78
TILVX Omega Ratio Rank: 71
TILVX Calmar Ratio Rank: 87
TILVX Martin Ratio Rank: 89

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 21
BRK-B Sortino Ratio Rank: 19
BRK-B Omega Ratio Rank: 19
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 8

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.

	TILVX	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	2.63	-0.44	+3.06
Sortino ratio Return per unit of downside risk	3.71	-0.51	+4.22
Omega ratio Gain probability vs. loss probability	1.47	0.94	+0.53
Calmar ratio Return relative to maximum drawdown	4.23	-0.68	+4.91
Martin ratio Return relative to average drawdown	17.78	-1.36	+19.14
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 2.63, which is higher than the BRK-B Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of TILVX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TILVX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	-0.44	+3.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.59	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.66	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.48	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.

Drawdown Indicators

	TILVX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-60.05%	-53.86%	-6.19%
Max Drawdown (1Y) Largest decline over 1 year	-6.80%	-9.42%	+2.62%
Max Drawdown (3Y) Largest decline over 3 years	-15.58%	-14.95%	-0.63%
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	-0.31%	-12.65%	+12.34%
Average Drawdown Average peak-to-trough decline	-8.27%	-11.07%	+2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	4.73%	-3.11%

Volatility

TILVX vs. BRK-B - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 2.98%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.79%. 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.

Volatility by Period

	TILVX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	3.79%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	8.18%	10.68%	-2.50%
Volatility (1Y) Calculated over the trailing 1-year period	10.84%	14.31%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.82%	17.11%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	19.43%	-1.77%

Dividends

TILVX vs. BRK-B - Dividend Comparison

TILVX's dividend yield for the trailing twelve months is around 5.25%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TILVX TIAA-CREF Large-Cap Value Index Fund	5.25%	5.96%	3.04%	4.90%	4.57%	3.77%	2.26%	7.05%	4.68%	2.01%	3.14%	4.24%

Frequently Asked Questions

Can I hold both TILVX and BRK-B in my portfolio?

TILVX and BRK-B have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILVX or BRK-B?

BRK-B has higher volatility (3.79%) compared to TILVX (2.98%). In terms of maximum drawdown, TILVX dropped -60.05% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

TILVX currently has the higher Sharpe Ratio (2.63 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.