TILVX vs. WESWX
TILVX (TIAA-CREF Large-Cap Value Index Fund) and WESWX (TETON Westwood Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, TILVX returned 11.44%/yr vs 8.80%/yr for WESWX. Their 0.96 correlation means they have historically moved very closely together. TILVX charges 0.05%/yr vs 1.64%/yr for WESWX.
Performance
TILVX vs. WESWX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TILVX achieves a 20.62% return, which is significantly higher than WESWX's 8.46% return. Over the past 10 years, TILVX has outperformed WESWX with an annualized return of 11.44%, while WESWX has yielded a comparatively lower 8.80% annualized return.
TILVX
- 1D
- 0.45%
- 1M
- 1.93%
- 6M
- 14.45%
- YTD
- 20.62%
- 1Y
- 32.79%
- 3Y*
- 17.94%
- 5Y*
- 11.77%
- 10Y*
- 11.44%
- ALL TIME*
- 9.41%
WESWX
- 1D
- 0.37%
- 1M
- 1.02%
- 6M
- 4.61%
- YTD
- 8.46%
- 1Y
- 11.50%
- 3Y*
- 8.38%
- 5Y*
- 5.90%
- 10Y*
- 8.80%
- ALL TIME*
- 9.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TILVX vs. WESWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 20.62% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
WESWX TETON Westwood Equity Fund | 8.46% | 5.14% | 9.72% | 7.48% | -7.14% | 22.02% | 2.33% | 26.97% | -6.41% | 20.40% |
Correlation
The correlation between TILVX and WESWX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.96 |
The correlation between TILVX and WESWX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TILVX vs. WESWX — Risk / Return Rank
TILVX
WESWX
TILVX vs. WESWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and TETON Westwood Equity Fund (WESWX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TILVX | WESWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.18 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 1.43 | +3.18 |
| Martin ratioReturn relative to average drawdown | 19.74 | 5.45 | +14.30 |
Loading charts...
Drawdowns
TILVX vs. WESWX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, which is greater than WESWX's maximum drawdown of -52.38%. Use the drawdown chart below to compare losses from any high point for TILVX and WESWX.
Loading charts...
Drawdown Indicators
| TILVX | WESWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -52.38% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -7.10% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -14.99% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -17.50% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -36.42% | -3.73% |
Current DrawdownCurrent decline from peak | -0.09% | -0.55% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -7.83% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.87% | -0.27% |
Volatility
TILVX vs. WESWX - Volatility Comparison
TIAA-CREF Large-Cap Value Index Fund (TILVX) has a higher volatility of 2.88% compared to TETON Westwood Equity Fund (WESWX) at 2.61%. This indicates that TILVX's price experiences larger fluctuations and is considered to be riskier than WESWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TILVX | WESWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.61% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 7.61% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 10.09% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 13.95% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 16.30% | +1.32% |
TILVX vs. WESWX - Expense Ratio Comparison
TILVX has a 0.05% expense ratio, which is lower than WESWX's 1.64% expense ratio.
Dividends
TILVX vs. WESWX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 4.94%, less than WESWX's 13.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 4.94% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
WESWX TETON Westwood Equity Fund | 13.63% | 14.79% | 8.77% | 5.06% | 7.60% | 17.92% | 4.55% | 9.75% | 18.19% | 11.70% | 7.11% | 8.36% |
Frequently Asked Questions
TILVX and WESWX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILVX has higher volatility (2.88%) compared to WESWX (2.61%). In terms of maximum drawdown, TILVX dropped -60.05% vs WESWX's -52.38%.
TILVX currently has the higher Sharpe Ratio (2.75 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TILVX and WESWX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer