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TLLIX vs. DUSLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TLLIX vs. DUSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.03%
14.13%
TLLIX
DUSLX

Returns By Period

In the year-to-date period, TLLIX achieves a 17.07% return, which is significantly lower than DUSLX's 27.47% return. Over the past 10 years, TLLIX has underperformed DUSLX with an annualized return of 9.36%, while DUSLX has yielded a comparatively higher 14.13% annualized return.


TLLIX

YTD

17.07%

1M

1.30%

6M

8.03%

1Y

23.58%

5Y (annualized)

10.66%

10Y (annualized)

9.36%

DUSLX

YTD

27.47%

1M

2.51%

6M

14.13%

1Y

33.20%

5Y (annualized)

16.52%

10Y (annualized)

14.13%

Key characteristics


TLLIXDUSLX
Sharpe Ratio2.002.67
Sortino Ratio2.723.71
Omega Ratio1.391.48
Calmar Ratio3.284.31
Martin Ratio13.6715.82
Ulcer Index1.73%2.11%
Daily Std Dev11.76%12.51%
Max Drawdown-31.41%-30.86%
Current Drawdown-0.97%-1.00%

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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%.


DUSLX
DFA U.S. Large Cap Growth Portfolio
Expense ratio chart for DUSLX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for TLLIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

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.

Risk-Adjusted Performance

TLLIX vs. DUSLX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TLLIX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.002.002.67
The chart of Sortino ratio for TLLIX, currently valued at 2.72, compared to the broader market0.005.0010.002.723.71
The chart of Omega ratio for TLLIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.48
The chart of Calmar ratio for TLLIX, currently valued at 3.28, compared to the broader market0.005.0010.0015.0020.0025.003.284.31
The chart of Martin ratio for TLLIX, currently valued at 13.67, compared to the broader market0.0020.0040.0060.0080.00100.0013.6715.82
TLLIX
DUSLX

The current TLLIX Sharpe Ratio is 2.00, which is comparable to the DUSLX Sharpe Ratio of 2.67. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.00
2.67
TLLIX
DUSLX

Dividends

TLLIX vs. DUSLX - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 1.76%, more than DUSLX's 1.01% yield.


TTM20232022202120202019201820172016201520142013
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
1.76%2.06%1.97%1.90%1.59%2.14%2.41%1.93%2.10%2.19%2.20%1.91%
DUSLX
DFA U.S. Large Cap Growth Portfolio
1.01%1.27%1.52%1.10%1.43%1.53%1.90%1.50%1.72%1.75%1.49%1.14%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.97%
-1.00%
TLLIX
DUSLX

Volatility

TLLIX vs. DUSLX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 2.93%, while DFA U.S. Large Cap Growth Portfolio (DUSLX) has a volatility of 3.87%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.93%
3.87%
TLLIX
DUSLX