TILVX vs. CVFCX
TILVX (TIAA-CREF Large-Cap Value Index Fund) and CVFCX (Pioneer Disciplined Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, TILVX returned 11.44%/yr vs 11.30%/yr for CVFCX. Their correlation of 0.95 means they have usually moved in the same direction. TILVX charges 0.05%/yr vs 0.91%/yr for CVFCX.
Performance
TILVX vs. CVFCX - Performance Comparison
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Returns By Period
In the year-to-date period, TILVX achieves a 20.62% return, which is significantly higher than CVFCX's 12.17% return. Both investments have delivered pretty close results over the past 10 years, with TILVX having a 11.44% annualized return and CVFCX not far behind at 11.30%.
TILVX
- 1D
- 0.45%
- 1M
- 1.93%
- 6M
- 14.45%
- YTD
- 20.62%
- 1Y
- 32.79%
- 3Y*
- 17.94%
- 5Y*
- 11.77%
- 10Y*
- 11.44%
- ALL TIME*
- 9.41%
CVFCX
- 1D
- 0.27%
- 1M
- 2.47%
- 6M
- 7.80%
- YTD
- 12.17%
- 1Y
- 24.37%
- 3Y*
- 13.35%
- 5Y*
- 9.49%
- 10Y*
- 11.30%
- ALL TIME*
- 8.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TILVX vs. CVFCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 20.62% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
CVFCX Pioneer Disciplined Value Fund | 12.17% | 17.37% | 12.11% | 8.19% | -9.69% | 27.72% | 5.64% | 29.54% | -13.17% | 21.67% |
Correlation
The correlation between TILVX and CVFCX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.95 |
The correlation between TILVX and CVFCX has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.
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Return for Risk
TILVX vs. CVFCX — Risk / Return Rank
TILVX
CVFCX
TILVX vs. CVFCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and Pioneer Disciplined Value Fund (CVFCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TILVX | CVFCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.34 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 2.83 | +1.79 |
| Martin ratioReturn relative to average drawdown | 19.74 | 8.98 | +10.77 |
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Drawdowns
TILVX vs. CVFCX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than CVFCX's maximum drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for TILVX and CVFCX.
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Drawdown Indicators
| TILVX | CVFCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -55.99% | -4.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -8.13% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -16.88% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -24.19% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -35.32% | -4.83% |
Current DrawdownCurrent decline from peak | -0.09% | -0.82% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -10.57% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.55% | -0.95% |
Volatility
TILVX vs. CVFCX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 2.88%, while Pioneer Disciplined Value Fund (CVFCX) has a volatility of 3.48%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than CVFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILVX | CVFCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.48% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 8.25% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 11.65% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 15.83% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 17.77% | -0.15% |
TILVX vs. CVFCX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than CVFCX's 0.91% expense ratio.
Dividends
TILVX vs. CVFCX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 4.94%, less than CVFCX's 5.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVFCX Pioneer Disciplined Value Fund | 5.22% | 5.85% | 4.65% | 2.14% | 12.02% | 23.77% | 1.25% | 1.20% | 18.94% | 15.22% | 0.95% | 25.02% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 4.94% | 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
TILVX and CVFCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVFCX has higher volatility (3.48%) compared to TILVX (2.88%). In terms of maximum drawdown, TILVX dropped -60.05% vs CVFCX's -55.99%.
TILVX currently has the higher Sharpe Ratio (2.75 vs 1.98), 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.
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