TILVX vs. FNDX
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
TILVX vs. FNDX - Performance Comparison
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TILVX vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
Returns By Period
In the year-to-date period, TILVX achieves a 2.07% return, which is significantly lower than FNDX's 2.98% return. Over the past 10 years, TILVX has underperformed FNDX with an annualized return of 10.22%, while FNDX has yielded a comparatively higher 13.29% 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%
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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TILVX vs. FNDX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than FNDX's 0.25% 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
TILVX vs. FNDX — Risk / Return Rank
TILVX
FNDX
TILVX vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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 | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.26 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.82 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.65 | -0.35 |
Martin ratioReturn relative to average drawdown | 6.11 | 7.91 | -1.80 |
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
| TILVX | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.26 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.79 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.76 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.74 | -0.29 |
Correlation
The correlation between TILVX and FNDX is 0.97, 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
TILVX vs. FNDX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 5.84%, more than FNDX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
Drawdowns
TILVX vs. FNDX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than FNDX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for TILVX and FNDX.
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Drawdown Indicators
| TILVX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -37.72% | -22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.25% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -19.06% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -37.72% | -2.43% |
Current DrawdownCurrent decline from peak | -4.83% | -4.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -3.59% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.56% | -0.05% |
Volatility
TILVX vs. FNDX - Volatility Comparison
TIAA-CREF Large-Cap Value Index Fund (TILVX) has a higher volatility of 4.38% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that TILVX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILVX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.84% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 8.06% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 16.18% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 15.26% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.51% | +0.14% |