TLHIX vs. SCHG

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).

TLHIX is managed by TIAA Investments. It was launched on Sep 29, 2009. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.

Performance

TLHIX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

TLHIX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCHG Schwab U.S. Large-Cap Growth ETF	-10.59%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Returns By Period

In the year-to-date period, TLHIX achieves a -2.76% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, TLHIX has underperformed SCHG with an annualized return of 8.14%, while SCHG has yielded a comparatively higher 16.83% 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%

SCHG

• 1D: 3.67%
• 1M: -5.12%
• YTD: -10.59%
• 6M: -8.51%
• 1Y: 16.81%
• 3Y*: 21.91%
• 5Y*: 12.55%
• 10Y*: 16.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLHIX vs. SCHG - Expense Ratio Comparison

TLHIX has a 0.10% expense ratio, which is higher than SCHG's 0.04% 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%.

TLHIX

TIAA-CREF Lifecycle Index 2030 Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

TLHIX vs. SCHG — Risk / Return Rank

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

TLHIX

TLHIX Risk / Return Rank: 69
TLHIX Sharpe Ratio Rank: 69
TLHIX Sortino Ratio Rank: 71
TLHIX Omega Ratio Rank: 69
TLHIX Calmar Ratio Rank: 65
TLHIX Martin Ratio Rank: 71

SCHG

SCHG Risk / Return Rank: 46
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 50
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 45
SCHG Martin Ratio Rank: 41

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

	TLHIX	SCHG	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.75	+0.46
Sortino ratio Return per unit of downside risk	1.74	1.23	+0.51
Omega ratio Gain probability vs. loss probability	1.26	1.17	+0.08
Calmar ratio Return relative to maximum drawdown	1.49	1.03	+0.46
Martin ratio Return relative to average drawdown	6.77	3.54	+3.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLHIX vs. SCHG - Sharpe Ratio Comparison

The current TLHIX Sharpe Ratio is 1.21, which is higher than the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TLHIX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLHIX	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.75	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.57	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.79	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.79	-0.06

Correlation

The correlation between TLHIX and SCHG is 0.90, 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

TLHIX vs. SCHG - Dividend Comparison

TLHIX's dividend yield for the trailing twelve months is around 4.32%, more than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

TLHIX vs. SCHG - Drawdown Comparison

The maximum TLHIX drawdown since its inception was -23.86%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TLHIX and SCHG.

Drawdown Indicators

	TLHIX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-34.59%	+10.73%
Max Drawdown (1Y) Largest decline over 1 year	-7.32%	-16.41%	+9.09%
Max Drawdown (5Y) Largest decline over 5 years	-22.15%	-34.59%	+12.44%
Max Drawdown (10Y) Largest decline over 10 years	-23.86%	-34.59%	+10.73%
Current Drawdown Current decline from peak	-6.15%	-13.34%	+7.19%
Average Drawdown Average peak-to-trough decline	-3.52%	-5.22%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	4.78%	-3.16%

Volatility

TLHIX vs. SCHG - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) is 3.31%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that TLHIX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLHIX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	6.67%	-3.36%
Volatility (6M) Calculated over the trailing 6-month period	5.69%	12.51%	-6.82%
Volatility (1Y) Calculated over the trailing 1-year period	9.94%	22.43%	-12.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.19%	22.32%	-12.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.07%	21.51%	-10.44%