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TLLIX vs. TLXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLLIX vs. TLXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and TIAA-CREF Lifecycle Index 2045 Fund (TLXIX). The values are adjusted to include any dividend payments, if applicable.

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TLLIX vs. TLXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
-4.07%20.13%14.63%20.06%-17.26%16.63%17.02%25.84%-6.96%18.87%

Returns By Period

The year-to-date returns for both investments are quite close, with TLLIX having a -4.26% return and TLXIX slightly higher at -4.07%. Both investments have delivered pretty close results over the past 10 years, with TLLIX having a 10.65% annualized return and TLXIX not far behind at 10.45%.


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%

TLXIX

1D
-0.23%
1M
-7.96%
YTD
-4.07%
6M
-1.37%
1Y
15.62%
3Y*
14.13%
5Y*
7.95%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLLIX vs. TLXIX - Expense Ratio Comparison

Both TLLIX and TLXIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TLLIX vs. TLXIX — Risk / Return Rank

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

TLLIX
TLLIX Risk / Return Rank: 6161
Overall Rank
TLLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLLIX Martin Ratio Rank: 6464
Martin Ratio Rank

TLXIX
TLXIX Risk / Return Rank: 6161
Overall Rank
TLXIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLXIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TLXIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLXIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLXIX Martin Ratio Rank: 6464
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.

TLLIX vs. TLXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and TIAA-CREF Lifecycle Index 2045 Fund (TLXIX). 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.


TLLIXTLXIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.09

-0.01

Sortino ratio

Return per unit of downside risk

1.58

1.60

-0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.27

1.29

-0.01

Martin ratio

Return relative to average drawdown

6.02

6.09

-0.07

TLLIX vs. TLXIX - Sharpe Ratio Comparison

The current TLLIX Sharpe Ratio is 1.08, which is comparable to the TLXIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TLLIX and TLXIX, 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


TLLIXTLXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.09

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.69

-0.01

Correlation

The correlation between TLLIX and TLXIX is 1.00, 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. TLXIX - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 3.26%, less than TLXIX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
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%
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
3.37%3.24%2.33%2.07%2.49%2.51%1.77%2.25%2.69%0.16%2.59%2.47%

Drawdowns

TLLIX vs. TLXIX - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, roughly equal to the maximum TLXIX drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for TLLIX and TLXIX.


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Drawdown Indicators


TLLIXTLXIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-31.08%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-10.34%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-24.97%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

-31.08%

-0.33%

Current Drawdown

Current decline from peak

-8.79%

-8.45%

-0.34%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.06%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.29%

+0.09%

Volatility

TLLIX vs. TLXIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) have volatilities of 4.68% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLLIXTLXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.51%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

8.16%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

14.49%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

13.86%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

15.09%

+0.37%