TILVX vs. VTSAX
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or VTSAX.
Key characteristics
| TILVX | VTSAX | |
|---|---|---|
| YTD Return | 19.75% | 26.15% |
| 1Y Return | 32.53% | 38.29% |
| 3Y Return (Ann) | 7.66% | 8.68% |
| 5Y Return (Ann) | 10.54% | 15.32% |
| 10Y Return (Ann) | 9.13% | 12.88% |
| Sharpe Ratio | 2.52 | 3.03 |
| Sortino Ratio | 3.51 | 4.03 |
| Omega Ratio | 1.50 | 1.56 |
| Calmar Ratio | 3.91 | 4.46 |
| Martin Ratio | 18.14 | 19.58 |
| Ulcer Index | 1.79% | 1.95% |
| Daily Std Dev | 12.88% | 12.63% |
| Max Drawdown | -60.05% | -55.34% |
| Current Drawdown | -0.72% | -0.39% |
Correlation
The correlation between TILVX and VTSAX 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. VTSAX - Performance Comparison
In the year-to-date period, TILVX achieves a 19.75% return, which is significantly lower than VTSAX's 26.15% return. Over the past 10 years, TILVX has underperformed VTSAX with an annualized return of 9.13%, while VTSAX has yielded a comparatively higher 12.88% 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. VTSAX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is higher than VTSAX'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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 1.93%, more than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TILVX vs. VTSAX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for TILVX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
TILVX vs. VTSAX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 3.73%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.02%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.