PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TISPX vs. TTFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.44%
5.06%
TISPX
TTFIX

Returns By Period

In the year-to-date period, TISPX achieves a 25.00% return, which is significantly higher than TTFIX's 14.80% return. Over the past 10 years, TISPX has outperformed TTFIX with an annualized return of 13.08%, while TTFIX has yielded a comparatively lower 8.81% annualized return.


TISPX

YTD

25.00%

1M

0.59%

6M

11.73%

1Y

32.30%

5Y (annualized)

15.48%

10Y (annualized)

13.08%

TTFIX

YTD

14.80%

1M

-1.34%

6M

4.99%

1Y

21.34%

5Y (annualized)

9.91%

10Y (annualized)

8.81%

Key characteristics


TISPXTTFIX
Sharpe Ratio2.551.90
Sortino Ratio3.282.59
Omega Ratio1.491.37
Calmar Ratio3.852.75
Martin Ratio17.5112.73
Ulcer Index1.86%1.73%
Daily Std Dev12.77%11.61%
Max Drawdown-55.16%-53.24%
Current Drawdown-1.75%-1.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


TTFIX
TIAA-CREF Lifecycle 2045 Fund
Expense ratio chart for TTFIX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for TISPX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.01.0

The correlation between TISPX and TTFIX is 0.97, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TISPX, currently valued at 2.55, compared to the broader market0.002.004.002.551.90
The chart of Sortino ratio for TISPX, currently valued at 3.28, compared to the broader market0.005.0010.003.282.59
The chart of Omega ratio for TISPX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.37
The chart of Calmar ratio for TISPX, currently valued at 3.85, compared to the broader market0.005.0010.0015.0020.0025.003.852.75
The chart of Martin ratio for TISPX, currently valued at 17.51, compared to the broader market0.0020.0040.0060.0080.00100.0017.5112.73
TISPX
TTFIX

The current TISPX Sharpe Ratio is 2.55, which is higher than the TTFIX Sharpe Ratio of 1.90. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.55
1.90
TISPX
TTFIX

Dividends

TISPX vs. TTFIX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 1.18%, less than TTFIX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
TISPX
TIAA-CREF S&P 500 Index Fund
1.18%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%1.70%
TTFIX
TIAA-CREF Lifecycle 2045 Fund
1.86%2.13%1.79%3.81%2.53%1.70%2.76%2.92%1.35%1.97%2.99%3.47%

Drawdowns

TISPX vs. TTFIX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, roughly equal to the maximum TTFIX drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for TISPX and TTFIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.75%
-1.80%
TISPX
TTFIX

Volatility

TISPX vs. TTFIX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) has a higher volatility of 4.06% compared to TIAA-CREF Lifecycle 2045 Fund (TTFIX) at 2.75%. 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.06%
2.75%
TISPX
TTFIX