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TILVX vs. VVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILVX vs. VVIAX - Performance Comparison

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

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TILVX vs. VVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TILVX
TIAA-CREF Large-Cap Value Index Fund
2.07%15.81%14.26%11.49%-7.57%25.05%2.90%26.48%-8.38%10.93%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.30%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Returns By Period

In the year-to-date period, TILVX achieves a 2.07% return, which is significantly lower than VVIAX's 3.30% return. Over the past 10 years, TILVX has underperformed VVIAX with an annualized return of 10.22%, while VVIAX has yielded a comparatively higher 11.79% annualized return.


TILVX

1D
2.11%
1M
-4.67%
YTD
2.07%
6M
5.80%
1Y
15.81%
3Y*
14.23%
5Y*
9.17%
10Y*
10.22%

VVIAX

1D
1.65%
1M
-4.61%
YTD
3.30%
6M
6.13%
1Y
16.29%
3Y*
15.07%
5Y*
10.84%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILVX vs. VVIAX - Expense Ratio Comparison

Both TILVX and VVIAX 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%.


Return for Risk

TILVX vs. VVIAX — Risk / Return Rank

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

TILVX
TILVX Risk / Return Rank: 5252
Overall Rank
TILVX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TILVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TILVX Omega Ratio Rank: 5151
Omega Ratio Rank
TILVX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TILVX Martin Ratio Rank: 6262
Martin Ratio Rank

VVIAX
VVIAX Risk / Return Rank: 6262
Overall Rank
VVIAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILVX vs. VVIAX - Risk-Adjusted Trends Comparison

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


TILVXVVIAXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.08

-0.08

Sortino ratio

Return per unit of downside risk

1.46

1.56

-0.09

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.53

-0.23

Martin ratio

Return relative to average drawdown

6.11

6.89

-0.79

TILVX vs. VVIAX - Sharpe Ratio Comparison

The current TILVX Sharpe Ratio is 1.01, which is comparable to the VVIAX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TILVX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TILVXVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.08

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.78

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.71

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Correlation

The correlation between TILVX and VVIAX is 0.99, 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.


Dividends

TILVX vs. VVIAX - Dividend Comparison

TILVX's dividend yield for the trailing twelve months is around 5.84%, more than VVIAX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
TILVX
TIAA-CREF Large-Cap Value Index Fund
5.84%5.96%3.04%4.90%4.57%3.77%2.26%7.05%4.68%2.01%3.14%4.24%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.01%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Drawdowns

TILVX vs. VVIAX - Drawdown Comparison

The maximum TILVX drawdown since its inception was -60.05%, roughly equal to the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for TILVX and VVIAX.


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Drawdown Indicators


TILVXVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-59.32%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-11.28%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-17.14%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.15%

-36.80%

-3.35%

Current Drawdown

Current decline from peak

-4.83%

-4.82%

-0.01%

Average Drawdown

Average peak-to-trough decline

-8.32%

-9.67%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.50%

+0.01%

Volatility

TILVX vs. VVIAX - Volatility Comparison

TIAA-CREF Large-Cap Value Index Fund (TILVX) has a higher volatility of 4.38% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.80%. This indicates that TILVX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILVXVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

3.80%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

7.69%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

14.88%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

13.92%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

16.74%

+0.91%