TISPX vs. TTFIX
Compare and contrast key facts about TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Lifecycle 2045 Fund (TTFIX).
TISPX is managed by TIAA Investments. It was launched on Oct 1, 2002. TTFIX is managed by TIAA Investments. It was launched on Nov 29, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISPX or TTFIX.
Key characteristics
| TISPX | TTFIX | |
|---|---|---|
| YTD Return | 26.86% | 16.04% |
| 1Y Return | 37.50% | 25.59% |
| 3Y Return (Ann) | 10.21% | 4.22% |
| 5Y Return (Ann) | 15.92% | 10.22% |
| 10Y Return (Ann) | 13.38% | 9.02% |
| Sharpe Ratio | 2.93 | 2.18 |
| Sortino Ratio | 3.74 | 2.97 |
| Omega Ratio | 1.57 | 1.43 |
| Calmar Ratio | 4.43 | 2.51 |
| Martin Ratio | 20.25 | 14.83 |
| Ulcer Index | 1.85% | 1.72% |
| Daily Std Dev | 12.77% | 11.68% |
| Max Drawdown | -55.16% | -53.24% |
| Current Drawdown | -0.29% | -0.73% |
Correlation
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.
Performance
TISPX vs. TTFIX - Performance Comparison
In the year-to-date period, TISPX achieves a 26.86% return, which is significantly higher than TTFIX's 16.04% return. Over the past 10 years, TISPX has outperformed TTFIX with an annualized return of 13.38%, while TTFIX has yielded a comparatively lower 9.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
TISPX vs. TTFIX - Dividend Comparison
TISPX's dividend yield for the trailing twelve months is around 1.16%, less than TTFIX's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | 1.16% | 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 | 1.84% | 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.
Volatility
TISPX vs. TTFIX - Volatility Comparison
TIAA-CREF S&P 500 Index Fund (TISPX) has a higher volatility of 3.86% compared to TIAA-CREF Lifecycle 2045 Fund (TTFIX) at 2.80%. 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.