TLLIX vs. VUG
Compare and contrast key facts about TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and Vanguard Growth ETF (VUG).
TLLIX is managed by TIAA Investments. It was launched on Sep 29, 2009. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TLLIX or VUG.
Performance
TLLIX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, TLLIX achieves a 17.07% return, which is significantly lower than VUG's 30.45% return. Over the past 10 years, TLLIX has underperformed VUG with an annualized return of 9.36%, while VUG has yielded a comparatively higher 15.50% annualized return.
TLLIX
17.07%
1.30%
8.03%
23.58%
10.66%
9.36%
VUG
30.45%
4.12%
13.94%
35.92%
19.10%
15.50%
Key characteristics
| TLLIX | VUG | |
|---|---|---|
| Sharpe Ratio | 2.00 | 2.13 |
| Sortino Ratio | 2.72 | 2.79 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 3.28 | 2.77 |
| Martin Ratio | 13.67 | 10.92 |
| Ulcer Index | 1.73% | 3.29% |
| Daily Std Dev | 11.76% | 16.83% |
| Max Drawdown | -31.41% | -50.68% |
| Current Drawdown | -0.97% | -1.17% |
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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%.
Correlation
The correlation between TLLIX and VUG is 0.92, 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. 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.
Dividends
TLLIX vs. VUG - Dividend Comparison
TLLIX's dividend yield for the trailing twelve months is around 1.76%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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.
Volatility
TLLIX vs. VUG - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 2.93%, while Vanguard Growth ETF (VUG) has a volatility of 5.27%. 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.