PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TLLIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TLLIXVOO
YTD Return17.22%26.88%
1Y Return27.94%37.59%
3Y Return (Ann)5.09%10.23%
5Y Return (Ann)10.80%15.93%
10Y Return (Ann)9.52%13.41%
Sharpe Ratio2.353.06
Sortino Ratio3.184.08
Omega Ratio1.461.58
Calmar Ratio2.914.43
Martin Ratio16.4420.25
Ulcer Index1.70%1.85%
Daily Std Dev11.89%12.23%
Max Drawdown-31.41%-33.99%
Current Drawdown-0.85%-0.30%

Correlation

-0.50.00.51.01.0

The correlation between TLLIX and VOO 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.

Performance

TLLIX vs. VOO - Performance Comparison

In the year-to-date period, TLLIX achieves a 17.22% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, TLLIX has underperformed VOO with an annualized return of 9.52%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.73%
14.84%
TLLIX
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TLLIX vs. VOO - Expense Ratio Comparison

TLLIX has a 0.10% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TLLIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for TLLIX, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for TLLIX, currently valued at 3.18, compared to the broader market0.005.0010.003.18
Omega ratio
The chart of Omega ratio for TLLIX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for TLLIX, currently valued at 2.91, compared to the broader market0.005.0010.0015.0020.0025.002.91
Martin ratio
The chart of Martin ratio for TLLIX, currently valued at 16.44, compared to the broader market0.0020.0040.0060.0080.00100.0016.44
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market0.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market0.005.0010.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.005.0010.0015.0020.0025.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.0020.25

TLLIX vs. VOO - Sharpe Ratio Comparison

The current TLLIX Sharpe Ratio is 2.35, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of TLLIX and VOO, 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
2.35
3.06
TLLIX
VOO

Dividends

TLLIX vs. VOO - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 1.76%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TLLIX vs. VOO - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TLLIX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.85%
-0.30%
TLLIX
VOO

Volatility

TLLIX vs. VOO - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 3.05%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that TLLIX experiences smaller price fluctuations and is considered to be less risky than VOO 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
3.05%
3.89%
TLLIX
VOO