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

Performance

TLLIX vs. VINIX - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.06%
12.21%
TLLIX
VINIX

Returns By Period

In the year-to-date period, TLLIX achieves a 16.14% return, which is significantly lower than VINIX's 25.53% return. Over the past 10 years, TLLIX has underperformed VINIX with an annualized return of 9.31%, while VINIX has yielded a comparatively higher 13.15% annualized return.


TLLIX

YTD

16.14%

1M

-0.55%

6M

7.06%

1Y

22.96%

5Y (annualized)

10.50%

10Y (annualized)

9.31%

VINIX

YTD

25.53%

1M

1.18%

6M

12.21%

1Y

32.16%

5Y (annualized)

15.57%

10Y (annualized)

13.15%

Key characteristics


TLLIXVINIX
Sharpe Ratio1.922.61
Sortino Ratio2.623.49
Omega Ratio1.371.48
Calmar Ratio3.133.77
Martin Ratio13.1016.97
Ulcer Index1.72%1.88%
Daily Std Dev11.76%12.24%
Max Drawdown-31.41%-55.19%
Current Drawdown-1.76%-1.35%

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TLLIX vs. VINIX - Expense Ratio Comparison

TLLIX has a 0.10% expense ratio, which is higher than VINIX'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%.


TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
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%
Expense ratio chart for VINIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between TLLIX and VINIX is 0.97, 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. VINIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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 1.92, compared to the broader market-1.000.001.002.003.004.005.001.922.61
The chart of Sortino ratio for TLLIX, currently valued at 2.62, compared to the broader market0.005.0010.002.623.49
The chart of Omega ratio for TLLIX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.48
The chart of Calmar ratio for TLLIX, currently valued at 3.13, compared to the broader market0.005.0010.0015.0020.0025.003.133.77
The chart of Martin ratio for TLLIX, currently valued at 13.10, compared to the broader market0.0020.0040.0060.0080.00100.0013.1016.97
TLLIX
VINIX

The current TLLIX Sharpe Ratio is 1.92, which is comparable to the VINIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TLLIX and VINIX, 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
1.92
2.61
TLLIX
VINIX

Dividends

TLLIX vs. VINIX - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 1.77%, more than VINIX's 1.26% yield.


TTM20232022202120202019201820172016201520142013
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
1.77%2.06%1.97%1.90%1.59%2.14%2.41%1.93%2.10%2.19%2.20%1.91%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.26%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%

Drawdowns

TLLIX vs. VINIX - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TLLIX and VINIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.76%
-1.35%
TLLIX
VINIX

Volatility

TLLIX vs. VINIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 3.00%, while Vanguard Institutional Index Fund Institutional Shares (VINIX) has a volatility of 4.06%. This indicates that TLLIX experiences smaller price fluctuations and is considered to be less risky than VINIX 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
3.00%
4.06%
TLLIX
VINIX