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TLLVX vs. SWLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLLVX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

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TLLVX vs. SWLVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLLVX
TIAA-CREF Life Funds Large-Cap Value Fund
-0.72%17.31%14.75%14.29%-7.21%26.84%3.99%14.67%
SWLVX
Schwab U.S. Large-Cap Value Index Fund
-0.06%15.87%14.36%11.45%-7.61%25.15%2.64%13.66%

Returns By Period

In the year-to-date period, TLLVX achieves a -0.72% return, which is significantly lower than SWLVX's -0.06% return.


TLLVX

1D
-0.19%
1M
-6.80%
YTD
-0.72%
6M
3.27%
1Y
13.55%
3Y*
14.93%
5Y*
9.98%
10Y*

SWLVX

1D
-0.37%
1M
-6.82%
YTD
-0.06%
6M
3.73%
1Y
13.42%
3Y*
13.48%
5Y*
8.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLLVX vs. SWLVX - Expense Ratio Comparison

TLLVX has a 0.52% expense ratio, which is higher than SWLVX's 0.04% expense ratio.


Return for Risk

TLLVX vs. SWLVX — Risk / Return Rank

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

TLLVX
TLLVX Risk / Return Rank: 4949
Overall Rank
TLLVX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TLLVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TLLVX Omega Ratio Rank: 5353
Omega Ratio Rank
TLLVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TLLVX Martin Ratio Rank: 4848
Martin Ratio Rank

SWLVX
SWLVX Risk / Return Rank: 5050
Overall Rank
SWLVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SWLVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SWLVX Omega Ratio Rank: 5252
Omega Ratio Rank
SWLVX Calmar Ratio Rank: 4444
Calmar Ratio Rank
SWLVX Martin Ratio Rank: 5454
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.

TLLVX vs. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.


TLLVXSWLVXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.93

+0.11

Sortino ratio

Return per unit of downside risk

1.40

1.36

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.13

1.10

+0.03

Martin ratio

Return relative to average drawdown

4.85

5.22

-0.37

TLLVX vs. SWLVX - Sharpe Ratio Comparison

The current TLLVX Sharpe Ratio is 1.04, which is comparable to the SWLVX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TLLVX and SWLVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLLVXSWLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.93

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.61

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.48

+0.12

Correlation

The correlation between TLLVX and SWLVX 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

TLLVX vs. SWLVX - Dividend Comparison

TLLVX's dividend yield for the trailing twelve months is around 8.50%, more than SWLVX's 2.02% yield.


TTM20252024202320222021202020192018
TLLVX
TIAA-CREF Life Funds Large-Cap Value Fund
8.50%8.44%8.50%2.97%5.76%1.29%1.80%6.41%0.00%
SWLVX
Schwab U.S. Large-Cap Value Index Fund
2.02%2.02%2.75%2.56%2.29%4.86%2.00%4.35%1.87%

Drawdowns

TLLVX vs. SWLVX - Drawdown Comparison

The maximum TLLVX drawdown since its inception was -38.31%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for TLLVX and SWLVX.


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Drawdown Indicators


TLLVXSWLVXDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-38.34%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.82%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

-19.05%

-1.27%

Current Drawdown

Current decline from peak

-7.38%

-6.82%

-0.56%

Average Drawdown

Average peak-to-trough decline

-4.80%

-4.93%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.49%

+0.20%

Volatility

TLLVX vs. SWLVX - Volatility Comparison

TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.65% and 3.72%, 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.


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Volatility by Period


TLLVXSWLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.72%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

8.03%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

15.63%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

14.82%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

18.66%

+0.99%