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TILVX vs. TILIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TILVX and TILIX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TILVX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Value Index Fund (TILVX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
341.53%
748.93%
TILVX
TILIX

Key characteristics

Sharpe Ratio

TILVX:

0.39

TILIX:

0.48

Sortino Ratio

TILVX:

0.61

TILIX:

0.77

Omega Ratio

TILVX:

1.09

TILIX:

1.11

Calmar Ratio

TILVX:

0.35

TILIX:

0.46

Martin Ratio

TILVX:

1.23

TILIX:

1.56

Ulcer Index

TILVX:

4.70%

TILIX:

7.03%

Daily Std Dev

TILVX:

14.77%

TILIX:

22.94%

Max Drawdown

TILVX:

-61.42%

TILIX:

-51.60%

Current Drawdown

TILVX:

-8.78%

TILIX:

-11.37%

Returns By Period

In the year-to-date period, TILVX achieves a -1.13% return, which is significantly higher than TILIX's -7.26% return. Over the past 10 years, TILVX has underperformed TILIX with an annualized return of 5.92%, while TILIX has yielded a comparatively higher 12.10% annualized return.


TILVX

YTD

-1.13%

1M

-3.14%

6M

-2.98%

1Y

7.46%

5Y*

11.89%

10Y*

5.92%

TILIX

YTD

-7.26%

1M

2.14%

6M

-2.88%

1Y

13.37%

5Y*

13.15%

10Y*

12.10%

*Annualized

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TILVX vs. TILIX - Expense Ratio Comparison

Both TILVX and TILIX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for TILVX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TILVX: 0.05%
Expense ratio chart for TILIX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TILIX: 0.05%

Risk-Adjusted Performance

TILVX vs. TILIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILVX
The Risk-Adjusted Performance Rank of TILVX is 4545
Overall Rank
The Sharpe Ratio Rank of TILVX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of TILVX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TILVX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TILVX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of TILVX is 4444
Martin Ratio Rank

TILIX
The Risk-Adjusted Performance Rank of TILIX is 5252
Overall Rank
The Sharpe Ratio Rank of TILIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TILIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TILIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of TILIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TILIX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TILVX vs. TILIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


The chart of Sharpe ratio for TILVX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.00
TILVX: 0.39
TILIX: 0.48
The chart of Sortino ratio for TILVX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
TILVX: 0.61
TILIX: 0.77
The chart of Omega ratio for TILVX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
TILVX: 1.09
TILIX: 1.11
The chart of Calmar ratio for TILVX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.00
TILVX: 0.35
TILIX: 0.46
The chart of Martin ratio for TILVX, currently valued at 1.23, compared to the broader market0.0010.0020.0030.0040.00
TILVX: 1.23
TILIX: 1.56

The current TILVX Sharpe Ratio is 0.39, which is comparable to the TILIX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TILVX and TILIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.39
0.48
TILVX
TILIX

Dividends

TILVX vs. TILIX - Dividend Comparison

TILVX's dividend yield for the trailing twelve months is around 3.07%, more than TILIX's 0.65% yield.


TTM20242023202220212020201920182017201620152014
TILVX
TIAA-CREF Large-Cap Value Index Fund
3.07%3.04%4.90%4.57%3.77%2.26%7.05%4.68%4.42%3.14%6.86%4.47%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
0.65%0.60%0.76%1.10%0.87%0.71%1.09%1.43%1.22%1.33%1.49%1.39%

Drawdowns

TILVX vs. TILIX - Drawdown Comparison

The maximum TILVX drawdown since its inception was -61.42%, which is greater than TILIX's maximum drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for TILVX and TILIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.78%
-11.37%
TILVX
TILIX

Volatility

TILVX vs. TILIX - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 9.80%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 13.40%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.80%
13.40%
TILVX
TILIX