TILVX vs. SPYV
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or SPYV.
Key characteristics
| TILVX | SPYV | |
|---|---|---|
| YTD Return | 19.97% | 18.02% |
| 1Y Return | 34.06% | 32.16% |
| 3Y Return (Ann) | 7.72% | 11.68% |
| 5Y Return (Ann) | 10.50% | 12.47% |
| 10Y Return (Ann) | 9.12% | 10.67% |
| Sharpe Ratio | 2.56 | 3.05 |
| Sortino Ratio | 3.55 | 4.33 |
| Omega Ratio | 1.51 | 1.56 |
| Calmar Ratio | 3.59 | 5.28 |
| Martin Ratio | 18.45 | 18.55 |
| Ulcer Index | 1.79% | 1.68% |
| Daily Std Dev | 12.91% | 10.24% |
| Max Drawdown | -60.05% | -58.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TILVX and SPYV is 0.94, 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.
Performance
TILVX vs. SPYV - Performance Comparison
In the year-to-date period, TILVX achieves a 19.97% return, which is significantly higher than SPYV's 18.02% return. Over the past 10 years, TILVX has underperformed SPYV with an annualized return of 9.12%, while SPYV has yielded a comparatively higher 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TILVX vs. SPYV - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is higher than SPYV's 0.04% expense ratio. However, 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. SPYV - 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 Portfolio S&P 500 Value ETF (SPYV). 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.
Dividends
TILVX vs. SPYV - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 1.92%, less than SPYV's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 1.92% | 2.31% | 2.32% | 1.85% | 2.26% | 2.79% | 2.85% | 2.41% | 2.13% | 2.61% | 1.85% | 2.01% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.94% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
TILVX vs. SPYV - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, roughly equal to the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for TILVX and SPYV. For additional features, visit the drawdowns tool.
Volatility
TILVX vs. SPYV - Volatility Comparison
TIAA-CREF Large-Cap Value Index Fund (TILVX) has a higher volatility of 3.80% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.56%. This indicates that TILVX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.