TISEX vs. TLLIX
Compare and contrast key facts about TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX).
TISEX is managed by TIAA Investments. It was launched on Oct 1, 2002. TLLIX is managed by TIAA Investments. It was launched on Sep 29, 2009.
Performance
TISEX vs. TLLIX - Performance Comparison
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TISEX vs. TLLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | -1.99% | 16.31% | 16.29% | 18.72% | -15.49% | 25.00% | 12.81% | 23.94% | -12.33% | 14.07% |
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | -4.26% | 20.75% | 15.17% | 20.53% | -17.52% | 17.12% | 17.20% | 26.04% | -7.05% | 19.20% |
Returns By Period
In the year-to-date period, TISEX achieves a -1.99% return, which is significantly higher than TLLIX's -4.26% return. Both investments have delivered pretty close results over the past 10 years, with TISEX having a 11.05% annualized return and TLLIX not far behind at 10.65%.
TISEX
- 1D
- -1.69%
- 1M
- -7.23%
- YTD
- -1.99%
- 6M
- 2.00%
- 1Y
- 24.74%
- 3Y*
- 15.17%
- 5Y*
- 7.44%
- 10Y*
- 11.05%
TLLIX
- 1D
- -0.25%
- 1M
- -8.27%
- YTD
- -4.26%
- 6M
- -1.50%
- 1Y
- 16.12%
- 3Y*
- 14.53%
- 5Y*
- 8.19%
- 10Y*
- 10.65%
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TISEX vs. TLLIX - Expense Ratio Comparison
TISEX has a 0.41% expense ratio, which is higher than TLLIX's 0.10% expense ratio.
Return for Risk
TISEX vs. TLLIX — Risk / Return Rank
TISEX
TLLIX
TISEX vs. TLLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.
| TISEX | TLLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.08 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.58 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.27 | +0.21 |
Martin ratioReturn relative to average drawdown | 6.32 | 6.02 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TISEX | TLLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.08 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.57 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.69 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.68 | -0.24 |
Correlation
The correlation between TISEX and TLLIX is 0.87, 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
TISEX vs. TLLIX - Dividend Comparison
TISEX's dividend yield for the trailing twelve months is around 9.30%, more than TLLIX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | 9.30% | 9.11% | 12.26% | 2.08% | 6.47% | 21.14% | 0.63% | 5.41% | 20.46% | 10.29% | 3.48% | 7.75% |
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | 3.26% | 3.12% | 2.26% | 2.17% | 2.35% | 2.29% | 1.71% | 2.25% | 2.67% | 0.15% | 2.57% | 0.27% |
Drawdowns
TISEX vs. TLLIX - Drawdown Comparison
The maximum TISEX drawdown since its inception was -59.91%, which is greater than TLLIX's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for TISEX and TLLIX.
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Drawdown Indicators
| TISEX | TLLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.91% | -31.41% | -28.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -10.75% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -25.38% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -45.76% | -31.41% | -14.35% |
Current DrawdownCurrent decline from peak | -9.20% | -8.79% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -4.19% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.38% | +0.94% |
Volatility
TISEX vs. TLLIX - Volatility Comparison
TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a higher volatility of 6.65% compared to TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) at 4.68%. This indicates that TISEX's price experiences larger fluctuations and is considered to be riskier than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISEX | TLLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 4.68% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 8.51% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 15.13% | +7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 14.37% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 15.46% | +7.87% |