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TLFIX vs. TISCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLFIX vs. TISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2015 Fund (TLFIX) and TIAA-CREF Social Choice Equity Fund (TISCX). The values are adjusted to include any dividend payments, if applicable.

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TLFIX vs. TISCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLFIX
TIAA-CREF Lifecycle Index 2015 Fund
-1.91%12.94%8.04%12.24%-13.81%7.83%12.58%16.71%-3.31%10.10%
TISCX
TIAA-CREF Social Choice Equity Fund
-5.91%16.51%18.23%22.53%-17.80%26.54%20.34%31.55%-5.74%19.01%

Returns By Period

In the year-to-date period, TLFIX achieves a -1.91% return, which is significantly higher than TISCX's -5.91% return. Over the past 10 years, TLFIX has underperformed TISCX with an annualized return of 6.17%, while TISCX has yielded a comparatively higher 12.53% annualized return.


TLFIX

1D
0.11%
1M
-4.49%
YTD
-1.91%
6M
-0.15%
1Y
9.36%
3Y*
8.66%
5Y*
4.32%
10Y*
6.17%

TISCX

1D
-0.30%
1M
-7.34%
YTD
-5.91%
6M
-4.09%
1Y
13.20%
3Y*
14.50%
5Y*
9.03%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLFIX vs. TISCX - Expense Ratio Comparison

TLFIX has a 0.10% expense ratio, which is lower than TISCX's 0.17% 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%.


Return for Risk

TLFIX vs. TISCX — Risk / Return Rank

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

TLFIX
TLFIX Risk / Return Rank: 7575
Overall Rank
TLFIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TLFIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
TLFIX Omega Ratio Rank: 7373
Omega Ratio Rank
TLFIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TLFIX Martin Ratio Rank: 7878
Martin Ratio Rank

TISCX
TISCX Risk / Return Rank: 4040
Overall Rank
TISCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TISCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
TISCX Omega Ratio Rank: 3838
Omega Ratio Rank
TISCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TISCX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLFIX vs. TISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2015 Fund (TLFIX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.


TLFIXTISCXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.78

+0.57

Sortino ratio

Return per unit of downside risk

1.92

1.22

+0.70

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

1.73

1.03

+0.69

Martin ratio

Return relative to average drawdown

7.46

4.59

+2.87

TLFIX vs. TISCX - Sharpe Ratio Comparison

The current TLFIX Sharpe Ratio is 1.35, which is higher than the TISCX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of TLFIX and TISCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLFIXTISCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.78

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.47

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.65

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.39

+0.38

Correlation

The correlation between TLFIX and TISCX is 0.91, 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

TLFIX vs. TISCX - Dividend Comparison

TLFIX's dividend yield for the trailing twelve months is around 8.16%, which matches TISCX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
TLFIX
TIAA-CREF Lifecycle Index 2015 Fund
8.16%8.00%7.99%4.01%3.39%5.16%2.71%2.44%3.23%0.17%2.42%0.26%
TISCX
TIAA-CREF Social Choice Equity Fund
8.24%7.75%16.74%5.64%4.99%9.46%1.38%4.84%9.85%2.38%6.84%3.51%

Drawdowns

TLFIX vs. TISCX - Drawdown Comparison

The maximum TLFIX drawdown since its inception was -19.10%, smaller than the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TLFIX and TISCX.


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Drawdown Indicators


TLFIXTISCXDifference

Max Drawdown

Largest peak-to-trough decline

-19.10%

-54.65%

+35.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-11.07%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-28.29%

+9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-19.10%

-34.89%

+15.79%

Current Drawdown

Current decline from peak

-4.65%

-9.71%

+5.06%

Average Drawdown

Average peak-to-trough decline

-2.87%

-10.15%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.50%

-1.30%

Volatility

TLFIX vs. TISCX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2015 Fund (TLFIX) is 2.53%, while TIAA-CREF Social Choice Equity Fund (TISCX) has a volatility of 4.32%. This indicates that TLFIX experiences smaller price fluctuations and is considered to be less risky than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLFIXTISCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

4.32%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

9.91%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.09%

17.92%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.86%

19.28%

-10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.45%

19.35%

-10.90%