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TISPX vs. TTFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISPX and TTFIX 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

TISPX vs. TTFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Lifecycle 2045 Fund (TTFIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
406.64%
111.13%
TISPX
TTFIX

Key characteristics

Sharpe Ratio

TISPX:

0.79

TTFIX:

0.55

Sortino Ratio

TISPX:

1.12

TTFIX:

0.81

Omega Ratio

TISPX:

1.17

TTFIX:

1.11

Calmar Ratio

TISPX:

0.74

TTFIX:

0.46

Martin Ratio

TISPX:

2.85

TTFIX:

1.87

Ulcer Index

TISPX:

4.84%

TTFIX:

4.15%

Daily Std Dev

TISPX:

17.47%

TTFIX:

14.13%

Max Drawdown

TISPX:

-55.51%

TTFIX:

-53.59%

Current Drawdown

TISPX:

-7.80%

TTFIX:

-6.70%

Returns By Period

In the year-to-date period, TISPX achieves a -3.53% return, which is significantly lower than TTFIX's 0.14% return. Over the past 10 years, TISPX has outperformed TTFIX with an annualized return of 11.89%, while TTFIX has yielded a comparatively lower 4.38% annualized return.


TISPX

YTD

-3.53%

1M

11.43%

6M

-0.70%

1Y

11.35%

5Y*

16.22%

10Y*

11.89%

TTFIX

YTD

0.14%

1M

10.08%

6M

-1.41%

1Y

5.61%

5Y*

7.28%

10Y*

4.38%

*Annualized

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TISPX vs. TTFIX - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is lower than TTFIX's 0.23% 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

TISPX vs. TTFIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TISPX
The Risk-Adjusted Performance Rank of TISPX is 6464
Overall Rank
The Sharpe Ratio Rank of TISPX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 6363
Martin Ratio Rank

TTFIX
The Risk-Adjusted Performance Rank of TTFIX is 4747
Overall Rank
The Sharpe Ratio Rank of TTFIX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TTFIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TTFIX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of TTFIX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TTFIX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TISPX vs. TTFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Lifecycle 2045 Fund (TTFIX). 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.


The current TISPX Sharpe Ratio is 0.79, which is higher than the TTFIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TISPX and TTFIX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.79
0.55
TISPX
TTFIX

Dividends

TISPX vs. TTFIX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 1.30%, less than TTFIX's 2.11% yield.


TTM20242023202220212020201920182017201620152014
TISPX
TIAA-CREF S&P 500 Index Fund
1.30%1.26%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%
TTFIX
TIAA-CREF Lifecycle 2045 Fund
2.11%2.11%2.13%1.79%3.81%2.53%1.70%2.76%2.92%1.35%1.97%2.99%

Drawdowns

TISPX vs. TTFIX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.51%, roughly equal to the maximum TTFIX drawdown of -53.59%. Use the drawdown chart below to compare losses from any high point for TISPX and TTFIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.80%
-6.70%
TISPX
TTFIX

Volatility

TISPX vs. TTFIX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) has a higher volatility of 10.34% compared to TIAA-CREF Lifecycle 2045 Fund (TTFIX) at 8.03%. This indicates that TISPX's price experiences larger fluctuations and is considered to be riskier than TTFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.34%
8.03%
TISPX
TTFIX