TILVX vs. LSVVX
TILVX (TIAA-CREF Large-Cap Value Index Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, TILVX returned 11.44%/yr vs 11.26%/yr for LSVVX. Their 0.98 correlation means they have historically moved very closely together. TILVX charges 0.05%/yr vs 0.35%/yr for LSVVX.
Performance
TILVX vs. LSVVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TILVX having a 20.62% return and LSVVX slightly higher at 21.02%. Both investments have delivered pretty close results over the past 10 years, with TILVX having a 11.44% annualized return and LSVVX not far behind at 11.26%.
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%
LSVVX
- 1D
- 0.35%
- 1M
- 3.76%
- 6M
- 15.85%
- YTD
- 21.02%
- 1Y
- 39.58%
- 3Y*
- 15.88%
- 5Y*
- 11.32%
- 10Y*
- 11.26%
- ALL TIME*
- 7.19%
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. LSVVX - 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% |
LSVVX LSV Conservative Value Equity Fund | 21.02% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 25.29% | -11.10% | 16.18% |
Correlation
The correlation between TILVX and LSVVX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2007 | 0.98 |
The correlation between TILVX and LSVVX has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
TILVX vs. LSVVX — Risk / Return Rank
TILVX
LSVVX
TILVX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and LSV Conservative Value Equity Fund (LSVVX). 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 | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.62 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 6.10 | -1.48 |
| Martin ratioReturn relative to average drawdown | 19.74 | 24.16 | -4.42 |
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Drawdowns
TILVX vs. LSVVX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, roughly equal to the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for TILVX and LSVVX.
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Drawdown Indicators
| TILVX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -61.62% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -6.23% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -24.61% | +9.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -24.61% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -40.61% | +0.46% |
Current DrawdownCurrent decline from peak | -0.09% | -0.41% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -12.10% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.57% | +0.03% |
Volatility
TILVX vs. LSVVX - Volatility Comparison
TIAA-CREF Large-Cap Value Index Fund (TILVX) has a higher volatility of 2.88% compared to LSV Conservative Value Equity Fund (LSVVX) at 2.67%. This indicates that TILVX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILVX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.67% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 8.14% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 11.20% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 15.84% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 18.42% | -0.80% |
TILVX vs. LSVVX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than LSVVX's 0.35% expense ratio.
Dividends
TILVX vs. LSVVX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 4.94%, less than LSVVX's 11.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVVX LSV Conservative Value Equity Fund | 11.31% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
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
With a correlation of 0.93, TILVX and LSVVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TILVX has higher volatility (2.88%) compared to LSVVX (2.67%). In terms of maximum drawdown, TILVX dropped -60.05% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.40 vs 2.75), 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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