TLLIX vs. DUSLX
Compare and contrast key facts about TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX).
TLLIX is managed by TIAA Investments. It was launched on Sep 29, 2009. DUSLX is managed by Dimensional. It was launched on Dec 20, 2012.
Performance
TLLIX vs. DUSLX - Performance Comparison
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TLLIX vs. DUSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | -4.26% | 20.75% | 15.17% | 20.53% | -17.52% | 17.12% | 17.20% | 26.04% | -7.05% | 19.20% |
DUSLX DFA U.S. Large Cap Growth Portfolio | -7.03% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
Returns By Period
In the year-to-date period, TLLIX achieves a -4.26% return, which is significantly higher than DUSLX's -7.03% return. Over the past 10 years, TLLIX has underperformed DUSLX with an annualized return of 10.65%, while DUSLX has yielded a comparatively higher 13.69% annualized return.
TLLIX
- 1D
- -0.25%
- 1M
- -8.27%
- YTD
- -4.26%
- 6M
- -1.50%
- 1Y
- 16.12%
- 3Y*
- 14.53%
- 5Y*
- 8.19%
- 10Y*
- 10.65%
DUSLX
- 1D
- -0.69%
- 1M
- -9.19%
- YTD
- -7.03%
- 6M
- -7.87%
- 1Y
- 7.15%
- 3Y*
- 15.10%
- 5Y*
- 10.71%
- 10Y*
- 13.69%
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TLLIX vs. DUSLX - Expense Ratio Comparison
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%.
Return for Risk
TLLIX vs. DUSLX — Risk / Return Rank
TLLIX
DUSLX
TLLIX vs. DUSLX - Risk-Adjusted Trends Comparison
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.
| TLLIX | DUSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.47 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.80 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.51 | +0.77 |
Martin ratioReturn relative to average drawdown | 6.02 | 2.23 | +3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLLIX | DUSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.47 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.80 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.85 | -0.18 |
Correlation
The correlation between TLLIX and DUSLX is 0.93, 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
TLLIX vs. DUSLX - Dividend Comparison
TLLIX's dividend yield for the trailing twelve months is around 3.26%, more than DUSLX's 0.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | 3.26% | 3.12% | 2.26% | 2.17% | 2.35% | 2.29% | 1.71% | 2.25% | 2.67% | 0.15% | 2.57% | 0.27% |
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.97% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
Drawdowns
TLLIX vs. DUSLX - Drawdown Comparison
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.
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Drawdown Indicators
| TLLIX | DUSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -30.86% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -11.76% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.38% | -24.83% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.41% | -30.86% | -0.55% |
Current DrawdownCurrent decline from peak | -8.79% | -9.48% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -3.65% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.67% | -0.29% |
Volatility
TLLIX vs. DUSLX - Volatility Comparison
TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) has a higher volatility of 4.68% compared to DFA U.S. Large Cap Growth Portfolio (DUSLX) at 4.38%. This indicates that TLLIX's price experiences larger fluctuations and is considered to be riskier than DUSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLLIX | DUSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.38% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 8.65% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 17.31% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 16.50% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 17.16% | -1.70% |