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TLHIX vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLHIX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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TLHIX vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLHIX
TIAA-CREF Lifecycle Index 2030 Fund
-2.76%15.76%10.59%15.54%-15.72%11.65%14.76%21.35%-5.07%14.88%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Returns By Period

In the year-to-date period, TLHIX achieves a -2.76% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, TLHIX has outperformed BND with an annualized return of 8.14%, while BND has yielded a comparatively lower 1.67% annualized return.


TLHIX

1D
0.00%
1M
-5.92%
YTD
-2.76%
6M
-0.61%
1Y
11.82%
3Y*
10.84%
5Y*
5.73%
10Y*
8.14%

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLHIX vs. BND - Expense Ratio Comparison

TLHIX has a 0.10% expense ratio, which is higher than BND's 0.03% expense ratio. However, 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

TLHIX vs. BND — Risk / Return Rank

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

TLHIX
TLHIX Risk / Return Rank: 6969
Overall Rank
TLHIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TLHIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TLHIX Omega Ratio Rank: 6969
Omega Ratio Rank
TLHIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLHIX Martin Ratio Rank: 7171
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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.

TLHIX vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Vanguard Total Bond Market ETF (BND). 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.


TLHIXBNDDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.99

+0.22

Sortino ratio

Return per unit of downside risk

1.74

1.41

+0.34

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

1.49

1.81

-0.32

Martin ratio

Return relative to average drawdown

6.77

4.98

+1.80

TLHIX vs. BND - Sharpe Ratio Comparison

The current TLHIX Sharpe Ratio is 1.21, which is comparable to the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TLHIX and BND, 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


TLHIXBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.99

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.04

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.30

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.59

+0.14

Correlation

The correlation between TLHIX and BND is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TLHIX vs. BND - Dividend Comparison

TLHIX's dividend yield for the trailing twelve months is around 4.32%, more than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
TLHIX
TIAA-CREF Lifecycle Index 2030 Fund
4.32%4.20%3.62%2.44%2.82%3.21%2.06%2.25%2.68%0.14%2.49%0.25%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

TLHIX vs. BND - Drawdown Comparison

The maximum TLHIX drawdown since its inception was -23.86%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for TLHIX and BND.


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Drawdown Indicators


TLHIXBNDDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-18.58%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-2.44%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

-17.91%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.86%

-18.58%

-5.28%

Current Drawdown

Current decline from peak

-6.15%

-2.58%

-3.57%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.07%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.89%

+0.73%

Volatility

TLHIX vs. BND - Volatility Comparison

TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) has a higher volatility of 3.31% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that TLHIX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLHIXBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

1.63%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.69%

2.52%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.94%

4.30%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.19%

6.00%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.07%

5.52%

+5.55%