TILVX vs. VOO
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and Vanguard S&P 500 ETF (VOO).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or VOO.
Key characteristics
| TILVX | VOO | |
|---|---|---|
| YTD Return | 19.75% | 26.88% |
| 1Y Return | 32.53% | 37.59% |
| 3Y Return (Ann) | 7.66% | 10.23% |
| 5Y Return (Ann) | 10.54% | 15.93% |
| 10Y Return (Ann) | 9.13% | 13.41% |
| Sharpe Ratio | 2.52 | 3.06 |
| Sortino Ratio | 3.51 | 4.08 |
| Omega Ratio | 1.50 | 1.58 |
| Calmar Ratio | 3.91 | 4.43 |
| Martin Ratio | 18.14 | 20.25 |
| Ulcer Index | 1.79% | 1.85% |
| Daily Std Dev | 12.88% | 12.23% |
| Max Drawdown | -60.05% | -33.99% |
| Current Drawdown | -0.72% | -0.30% |
Correlation
The correlation between TILVX and VOO is 0.92, 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. VOO - Performance Comparison
In the year-to-date period, TILVX achieves a 19.75% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, TILVX has underperformed VOO with an annualized return of 9.13%, while VOO has yielded a comparatively higher 13.41% 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. VOO - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 1.93%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 1.93% | 2.31% | 2.32% | 1.85% | 2.26% | 2.79% | 2.85% | 2.41% | 2.13% | 2.61% | 1.85% | 2.01% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TILVX vs. VOO - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TILVX and VOO. For additional features, visit the drawdowns tool.
Volatility
TILVX vs. VOO - Volatility Comparison
TIAA-CREF Large-Cap Value Index Fund (TILVX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.73% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.