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TILVX vs. WESWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TILVX vs. WESWX - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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.

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Return for Risk

TILVX vs. WESWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TILVX
TILVX Risk / Return Rank: 9595
Overall Rank
TILVX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TILVX Sortino Ratio Rank: 9494
Sortino Ratio Rank
TILVX Omega Ratio Rank: 9191
Omega Ratio Rank
TILVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TILVX Martin Ratio Rank: 9797
Martin Ratio Rank

WESWX
WESWX Risk / Return Rank: 2929
Overall Rank
WESWX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WESWX Sortino Ratio Rank: 2727
Sortino Ratio Rank
WESWX Omega Ratio Rank: 2626
Omega Ratio Rank
WESWX Calmar Ratio Rank: 3030
Calmar Ratio Rank
WESWX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


TILVXWESWXDifference
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

TILVX vs. WESWX - Sharpe Ratio Comparison

The current TILVX Sharpe Ratio is 2.75, which is higher than the WESWX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TILVX and WESWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


TILVXWESWXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.09%

-0.55%

+0.46%

Average Drawdown

Average peak-to-trough decline

-8.21%

-7.83%

-0.38%

Ulcer Index

Depth 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.


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Volatility by Period


TILVXWESWXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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.

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