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TIREX vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TIREXTILGX
YTD Return11.65%27.77%
1Y Return31.71%41.82%
3Y Return (Ann)-1.94%7.08%
5Y Return (Ann)5.33%17.80%
10Y Return (Ann)7.25%15.13%
Sharpe Ratio1.752.28
Sortino Ratio2.532.89
Omega Ratio1.311.43
Calmar Ratio0.922.94
Martin Ratio6.4311.79
Ulcer Index4.60%3.47%
Daily Std Dev16.88%17.93%
Max Drawdown-74.18%-52.16%
Current Drawdown-10.76%0.00%

Correlation

-0.50.00.51.00.6

The correlation between TIREX and TILGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

TIREX vs. TILGX - Performance Comparison

In the year-to-date period, TIREX achieves a 11.65% return, which is significantly lower than TILGX's 27.77% return. Over the past 10 years, TIREX has underperformed TILGX with an annualized return of 7.25%, while TILGX has yielded a comparatively higher 15.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.48%
15.32%
TIREX
TILGX

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TIREX vs. TILGX - Expense Ratio Comparison

TIREX has a 0.47% expense ratio, which is higher than TILGX's 0.40% expense ratio.


TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
Expense ratio chart for TIREX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

TIREX vs. TILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


TIREX
Sharpe ratio
The chart of Sharpe ratio for TIREX, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for TIREX, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for TIREX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for TIREX, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.0025.000.92
Martin ratio
The chart of Martin ratio for TIREX, currently valued at 6.43, compared to the broader market0.0020.0040.0060.0080.00100.006.43
TILGX
Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.89, compared to the broader market0.005.0010.002.89
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 2.94, compared to the broader market0.005.0010.0015.0020.0025.002.94
Martin ratio
The chart of Martin ratio for TILGX, currently valued at 11.79, compared to the broader market0.0020.0040.0060.0080.00100.0011.79

TIREX vs. TILGX - Sharpe Ratio Comparison

The current TIREX Sharpe Ratio is 1.75, which is comparable to the TILGX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of TIREX and TILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.75
2.28
TIREX
TILGX

Dividends

TIREX vs. TILGX - Dividend Comparison

TIREX's dividend yield for the trailing twelve months is around 2.84%, more than TILGX's 0.17% yield.


TTM20232022202120202019201820172016201520142013
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.84%2.72%2.19%1.41%1.80%1.68%2.60%1.55%2.63%2.00%1.69%2.02%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.17%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%

Drawdowns

TIREX vs. TILGX - Drawdown Comparison

The maximum TIREX drawdown since its inception was -74.18%, which is greater than TILGX's maximum drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TIREX and TILGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.76%
0
TIREX
TILGX

Volatility

TIREX vs. TILGX - Volatility Comparison

TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) have volatilities of 5.24% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
5.00%
TIREX
TILGX