Correlation
The correlation between TILVX and SPY is 0.93, 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.
TILVX vs. SPY
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and SPDR S&P 500 ETF (SPY).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or SPY.
Performance
TILVX vs. SPY - Performance Comparison
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Key characteristics
TILVX:
0.65
SPY:
0.67
TILVX:
0.79
SPY:
1.03
TILVX:
1.11
SPY:
1.15
TILVX:
0.48
SPY:
0.69
TILVX:
1.59
SPY:
2.61
TILVX:
4.96%
SPY:
4.92%
TILVX:
15.21%
SPY:
20.44%
TILVX:
-61.42%
SPY:
-55.19%
TILVX:
-5.53%
SPY:
-3.44%
Returns By Period
In the year-to-date period, TILVX achieves a 2.38% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, TILVX has underperformed SPY with an annualized return of 6.27%, while SPY has yielded a comparatively higher 12.73% annualized return.
TILVX
2.38%
3.56%
-5.37%
9.86%
5.70%
11.19%
6.27%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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TILVX vs. SPY - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than SPY's 0.09% 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%.
Risk-Adjusted Performance
TILVX vs. SPY — Risk-Adjusted Performance Rank
TILVX
SPY
TILVX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
TILVX vs. SPY - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 2.97%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 2.97% | 3.04% | 4.90% | 4.57% | 3.76% | 2.26% | 7.05% | 4.68% | 4.41% | 3.15% | 6.86% | 4.47% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TILVX vs. SPY - Drawdown Comparison
The maximum TILVX drawdown since its inception was -61.42%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TILVX and SPY.
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Volatility
TILVX vs. SPY - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 4.36%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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