TLLIX vs. DUSLX

In the year-to-date period, TLLIX achieves a 2.10% return, which is significantly lower than DUSLX's 2.66% return. Over the past 10 years, TLLIX has underperformed DUSLX with an annualized return of 8.86%, while DUSLX has yielded a comparatively higher 11.72% annualized return.

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TLLIX has a 0.10% expense ratio, which is lower than DUSLX's 0.18% 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%.

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). 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.

The current TLLIX Sharpe Ratio is 1.20, which is comparable to the DUSLX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of TLLIX and DUSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TLLIX's dividend yield for the trailing twelve months is around 2.14%, more than DUSLX's 0.99% yield.

The maximum TLLIX drawdown since its inception was -31.41%, roughly equal to the maximum DUSLX drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for TLLIX and DUSLX. For additional features, visit the drawdowns tool.

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 2.96%, while DFA U.S. Large Cap Growth Portfolio (DUSLX) has a volatility of 3.21%. This indicates that TLLIX experiences smaller price fluctuations and is considered to be less risky than DUSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.