PortfoliosLab logoPortfoliosLab logo
TLLVX vs. TILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLLVX vs. TILGX - 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 TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TLLVX vs. TILGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLLVX
TIAA-CREF Life Funds Large-Cap Value Fund
1.48%17.31%14.75%14.29%-7.21%26.84%3.99%14.67%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
-8.83%15.25%29.23%47.05%-32.76%16.84%44.23%13.43%

Returns By Period

In the year-to-date period, TLLVX achieves a 1.48% return, which is significantly higher than TILGX's -8.83% return.


TLLVX

1D
2.21%
1M
-4.57%
YTD
1.48%
6M
5.61%
1Y
16.24%
3Y*
15.78%
5Y*
10.24%
10Y*

TILGX

1D
3.55%
1M
-5.15%
YTD
-8.83%
6M
-8.00%
1Y
17.43%
3Y*
19.48%
5Y*
8.44%
10Y*
14.95%
*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.


TLLVX vs. TILGX - Expense Ratio Comparison

TLLVX has a 0.52% expense ratio, which is higher than TILGX's 0.40% expense ratio.


Return for Risk

TLLVX vs. TILGX — Risk / Return Rank

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

TLLVX
TLLVX Risk / Return Rank: 5050
Overall Rank
TLLVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TLLVX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TLLVX Omega Ratio Rank: 5151
Omega Ratio Rank
TLLVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TLLVX Martin Ratio Rank: 5454
Martin Ratio Rank

TILGX
TILGX Risk / Return Rank: 3636
Overall Rank
TILGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TILGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TILGX Omega Ratio Rank: 3838
Omega Ratio Rank
TILGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TILGX Martin Ratio Rank: 3030
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. TILGX - 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 TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


TLLVXTILGXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.83

+0.29

Sortino ratio

Return per unit of downside risk

1.52

1.34

+0.17

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.49

1.00

+0.49

Martin ratio

Return relative to average drawdown

6.36

3.43

+2.93

TLLVX vs. TILGX - Sharpe Ratio Comparison

The current TLLVX Sharpe Ratio is 1.13, which is higher than the TILGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TLLVX and TILGX, 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


TLLVXTILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.83

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.39

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.53

+0.09

Correlation

The correlation between TLLVX and TILGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TLLVX vs. TILGX - Dividend Comparison

TLLVX's dividend yield for the trailing twelve months is around 8.32%, less than TILGX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
TLLVX
TIAA-CREF Life Funds Large-Cap Value Fund
8.32%8.44%8.50%2.97%5.76%1.29%1.80%6.41%0.00%0.00%0.00%0.00%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
15.22%13.87%6.41%0.22%0.42%10.49%37.04%4.41%14.12%3.83%1.82%3.80%

Drawdowns

TLLVX vs. TILGX - Drawdown Comparison

The maximum TLLVX drawdown since its inception was -38.31%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TLLVX and TILGX.


Loading graphics...

Drawdown Indicators


TLLVXTILGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-52.16%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-15.19%

+3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

-37.86%

+17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.86%

Current Drawdown

Current decline from peak

-5.34%

-12.17%

+6.83%

Average Drawdown

Average peak-to-trough decline

-4.80%

-8.90%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

4.44%

-1.73%

Volatility

TLLVX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) is 4.44%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 6.44%. This indicates that TLLVX experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TLLVXTILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

6.44%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

12.66%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

22.33%

-7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

21.94%

-7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

21.59%

-1.93%