TILVX vs. VWNEX
Compare and contrast key facts about TIAA-CREF Large-Cap Value Index Fund (TILVX) and Vanguard Windsor Fund Admiral Shares (VWNEX).
TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002. VWNEX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILVX or VWNEX.
Key characteristics
| TILVX | VWNEX | |
|---|---|---|
| YTD Return | 19.97% | 14.56% |
| 1Y Return | 34.06% | 20.75% |
| 3Y Return (Ann) | 7.72% | -1.37% |
| 5Y Return (Ann) | 10.50% | 3.53% |
| 10Y Return (Ann) | 9.12% | 2.79% |
| Sharpe Ratio | 2.56 | 1.60 |
| Sortino Ratio | 3.55 | 2.15 |
| Omega Ratio | 1.51 | 1.30 |
| Calmar Ratio | 3.59 | 0.97 |
| Martin Ratio | 18.45 | 6.13 |
| Ulcer Index | 1.79% | 3.28% |
| Daily Std Dev | 12.91% | 12.56% |
| Max Drawdown | -60.05% | -65.77% |
| Current Drawdown | 0.00% | -4.23% |
Correlation
The correlation between TILVX and VWNEX is 0.96, 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. VWNEX - Performance Comparison
In the year-to-date period, TILVX achieves a 19.97% return, which is significantly higher than VWNEX's 14.56% return. Over the past 10 years, TILVX has outperformed VWNEX with an annualized return of 9.12%, while VWNEX has yielded a comparatively lower 2.79% 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. VWNEX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than VWNEX's 0.20% expense ratio. Despite the difference, 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. VWNEX - 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 Windsor Fund Admiral Shares (VWNEX). 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. VWNEX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 1.92%, less than VWNEX's 2.06% 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% |
VWNEX Vanguard Windsor Fund Admiral Shares | 2.06% | 2.00% | 1.83% | 1.66% | 1.96% | 2.03% | 2.54% | 1.67% | 2.09% | 1.99% | 1.47% | 1.07% |
Drawdowns
TILVX vs. VWNEX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, smaller than the maximum VWNEX drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for TILVX and VWNEX. For additional features, visit the drawdowns tool.
Volatility
TILVX vs. VWNEX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 3.80%, while Vanguard Windsor Fund Admiral Shares (VWNEX) has a volatility of 4.13%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than VWNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.