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

Performance

TLLIX vs. VNQ - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
14.30%
TLLIX
VNQ

Returns By Period

In the year-to-date period, TLLIX achieves a 15.93% return, which is significantly higher than VNQ's 10.10% return. Over the past 10 years, TLLIX has outperformed VNQ with an annualized return of 9.30%, while VNQ has yielded a comparatively lower 5.98% annualized return.


TLLIX

YTD

15.93%

1M

-1.25%

6M

6.41%

1Y

23.15%

5Y (annualized)

10.45%

10Y (annualized)

9.30%

VNQ

YTD

10.10%

1M

-3.11%

6M

14.30%

1Y

24.47%

5Y (annualized)

4.16%

10Y (annualized)

5.98%

Key characteristics


TLLIXVNQ
Sharpe Ratio2.021.50
Sortino Ratio2.742.11
Omega Ratio1.391.27
Calmar Ratio3.300.90
Martin Ratio13.845.43
Ulcer Index1.72%4.49%
Daily Std Dev11.80%16.26%
Max Drawdown-31.41%-73.07%
Current Drawdown-1.94%-9.18%

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TLLIX vs. VNQ - Expense Ratio Comparison

TLLIX has a 0.10% expense ratio, which is lower than VNQ's 0.12% 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%.


VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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

-0.50.00.51.00.7

The correlation between TLLIX and VNQ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TLLIX vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard Real Estate ETF (VNQ). 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 2.02, compared to the broader market0.002.004.002.021.50
The chart of Sortino ratio for TLLIX, currently valued at 2.74, compared to the broader market0.005.0010.002.742.11
The chart of Omega ratio for TLLIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.27
The chart of Calmar ratio for TLLIX, currently valued at 3.30, compared to the broader market0.005.0010.0015.0020.0025.003.300.90
The chart of Martin ratio for TLLIX, currently valued at 13.84, compared to the broader market0.0020.0040.0060.0080.00100.0013.845.43
TLLIX
VNQ

The current TLLIX Sharpe Ratio is 2.02, which is higher than the VNQ Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of TLLIX and VNQ, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.02
1.50
TLLIX
VNQ

Dividends

TLLIX vs. VNQ - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 1.78%, less than VNQ's 3.86% yield.


TTM20232022202120202019201820172016201520142013
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
1.78%2.06%1.97%1.90%1.59%2.14%2.41%1.93%2.10%2.19%2.20%1.91%
VNQ
Vanguard Real Estate ETF
3.86%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

TLLIX vs. VNQ - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for TLLIX and VNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.94%
-9.18%
TLLIX
VNQ

Volatility

TLLIX vs. VNQ - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 3.03%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.11%. This indicates that TLLIX experiences smaller price fluctuations and is considered to be less risky than VNQ 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
3.03%
5.11%
TLLIX
VNQ