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

Correlation

The correlation between TLLIX and VUG is 0.95, 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. VUG - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
334.64%
827.55%
TLLIX
VUG

Key characteristics

Sharpe Ratio

TLLIX:

0.65

VUG:

0.54

Sortino Ratio

TLLIX:

0.99

VUG:

0.91

Omega Ratio

TLLIX:

1.14

VUG:

1.13

Calmar Ratio

TLLIX:

0.66

VUG:

0.59

Martin Ratio

TLLIX:

2.82

VUG:

2.00

Ulcer Index

TLLIX:

3.49%

VUG:

6.73%

Daily Std Dev

TLLIX:

14.41%

VUG:

24.81%

Max Drawdown

TLLIX:

-31.41%

VUG:

-50.68%

Current Drawdown

TLLIX:

-3.47%

VUG:

-9.21%

Returns By Period

In the year-to-date period, TLLIX achieves a 1.65% return, which is significantly higher than VUG's -5.41% return. Over the past 10 years, TLLIX has underperformed VUG with an annualized return of 8.75%, while VUG has yielded a comparatively higher 14.68% annualized return.


TLLIX

YTD

1.65%

1M

13.43%

6M

-0.89%

1Y

9.36%

5Y*

12.09%

10Y*

8.75%

VUG

YTD

-5.41%

1M

5.42%

6M

-4.74%

1Y

13.28%

5Y*

16.70%

10Y*

14.68%

*Annualized

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TLLIX vs. VUG - Expense Ratio Comparison

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


Risk-Adjusted Performance

TLLIX vs. VUG — Risk-Adjusted Performance Rank

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

TLLIX
The Risk-Adjusted Performance Rank of TLLIX is 7070
Overall Rank
The Sharpe Ratio Rank of TLLIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TLLIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TLLIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TLLIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TLLIX is 7373
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6363
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLLIX vs. VUG - Risk-Adjusted Performance Comparison

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


The current TLLIX Sharpe Ratio is 0.65, which is comparable to the VUG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TLLIX and VUG, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.65
0.54
TLLIX
VUG

Dividends

TLLIX vs. VUG - Dividend Comparison

TLLIX's dividend yield for the trailing twelve months is around 2.22%, more than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
2.22%2.26%2.17%2.35%2.29%1.71%2.25%2.67%2.08%2.57%2.46%2.33%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

TLLIX vs. VUG - Drawdown Comparison

The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TLLIX and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.47%
-9.21%
TLLIX
VUG

Volatility

TLLIX vs. VUG - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 5.83%, while Vanguard Growth ETF (VUG) has a volatility of 8.37%. This indicates that TLLIX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.83%
8.37%
TLLIX
VUG