PortfoliosLab logoPortfoliosLab logo
TLLIX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLLIX vs. VTI - Performance Comparison

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

Loading graphics...

TLLIX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
-1.74%20.75%15.17%20.53%-17.52%17.12%17.20%26.04%-7.05%19.20%
VTI
Vanguard Total Stock Market ETF
-3.29%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, TLLIX achieves a -1.74% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, TLLIX has underperformed VTI with an annualized return of 10.94%, while VTI has yielded a comparatively higher 13.69% annualized return.


TLLIX

1D
2.64%
1M
-5.38%
YTD
-1.74%
6M
0.66%
1Y
18.77%
3Y*
15.52%
5Y*
8.50%
10Y*
10.94%

VTI

1D
0.76%
1M
-4.38%
YTD
-3.29%
6M
-1.26%
1Y
18.60%
3Y*
18.14%
5Y*
10.63%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VTI - Expense Ratio Comparison

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


Return for Risk

TLLIX vs. VTI — Risk / Return Rank

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

TLLIX
TLLIX Risk / Return Rank: 7070
Overall Rank
TLLIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 7070
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TLLIX Martin Ratio Rank: 7575
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTI Omega Ratio Rank: 6060
Omega Ratio Rank
VTI Calmar Ratio Rank: 5858
Calmar Ratio Rank
VTI Martin Ratio Rank: 6969
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard Total Stock Market ETF (VTI). 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.


TLLIXVTIDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.98

+0.28

Sortino ratio

Return per unit of downside risk

1.84

1.52

+0.32

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.63

1.54

+0.08

Martin ratio

Return relative to average drawdown

7.51

7.30

+0.21

TLLIX vs. VTI - Sharpe Ratio Comparison

The current TLLIX Sharpe Ratio is 1.26, which is comparable to the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TLLIX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TLLIXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.98

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.61

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.75

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.21

Correlation

The correlation between TLLIX and VTI 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.


Dividends

TLLIX vs. VTI - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 3.18%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
3.18%3.12%2.26%2.17%2.35%2.29%1.71%2.25%2.67%0.15%2.57%0.27%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

TLLIX vs. VTI - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TLLIX and VTI.


Loading graphics...

Drawdown Indicators


TLLIXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-55.45%

+24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-12.30%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-25.36%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

-35.00%

+3.59%

Current Drawdown

Current decline from peak

-6.38%

-5.54%

-0.84%

Average Drawdown

Average peak-to-trough decline

-4.19%

-8.08%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.60%

-0.27%

Volatility

TLLIX vs. VTI - Volatility Comparison

TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 5.56% and 5.48%, 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.


Loading graphics...

Volatility by Period


TLLIXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

5.48%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

9.75%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

19.02%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

17.41%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

18.29%

-2.81%