TLQIX vs. ISOLX

Last updated Jun 24, 2026

TLQIX (TIAA-CREF Lifecycle Index 2025 Fund) and ISOLX (Voya Target In-Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, TLQIX returned 8.39%/yr vs 5.71%/yr for ISOLX. Their correlation of 0.91 suggests significant overlap in exposure. TLQIX charges 0.10%/yr vs 0.20%/yr for ISOLX.

Performance

TLQIX vs. ISOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) and Voya Target In-Retirement Fund (ISOLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TLQIX achieves a 6.56% return, which is significantly higher than ISOLX's 4.85% return. Over the past 10 years, TLQIX has outperformed ISOLX with an annualized return of 8.39%, while ISOLX has yielded a comparatively lower 5.71% annualized return.

TLQIX

• 1D: -0.16%
• 1M: 1.11%
• YTD: 6.56%
• 6M: 6.28%
• 1Y: 15.94%
• 3Y*: 12.46%
• 5Y*: 6.11%
• 10Y*: 8.39%

ISOLX

• 1D: -0.17%
• 1M: 0.85%
• YTD: 4.85%
• 6M: 4.82%
• 1Y: 12.48%
• 3Y*: 9.88%
• 5Y*: 4.13%
• 10Y*: 5.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLQIX vs. ISOLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TLQIX TIAA-CREF Lifecycle Index 2025 Fund	6.56%	14.51%	9.46%	14.18%	-15.04%	10.12%	14.00%	19.84%	-4.45%	13.23%
ISOLX Voya Target In-Retirement Fund	4.85%	11.96%	7.03%	11.13%	-14.97%	6.53%	10.46%	14.40%	-2.96%	9.49%

Correlation

The correlation between TLQIX and ISOLX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 24, 2012	0.91

The correlation between TLQIX and ISOLX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

Return for Risk

TLQIX vs. ISOLX — Risk / Return Rank

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

TLQIX

TLQIX Risk / Return Rank: 71
TLQIX Sharpe Ratio Rank: 71
TLQIX Sortino Ratio Rank: 72
TLQIX Omega Ratio Rank: 72
TLQIX Calmar Ratio Rank: 67
TLQIX Martin Ratio Rank: 72

ISOLX

ISOLX Risk / Return Rank: 78
ISOLX Sharpe Ratio Rank: 78
ISOLX Sortino Ratio Rank: 83
ISOLX Omega Ratio Rank: 79
ISOLX Calmar Ratio Rank: 72
ISOLX Martin Ratio Rank: 80

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.

TLQIX vs. ISOLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) and Voya Target In-Retirement Fund (ISOLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TLQIX	ISOLX	Difference
Sharpe ratio: Return per unit of total volatility	2.26	2.39	-0.13
Sortino ratio: Return per unit of downside risk	3.22	3.63	-0.41
Omega ratio: Gain probability vs. loss probability	1.43	1.47	-0.03
Calmar ratio: Return relative to maximum drawdown	3.00	3.13	-0.13
Martin ratio: Return relative to average drawdown	12.93	13.91	-0.98

TLQIX vs. ISOLX - Sharpe Ratio Comparison

The current TLQIX Sharpe Ratio is 2.26, which is comparable to the ISOLX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of TLQIX and ISOLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TLQIX vs. ISOLX - Drawdown Comparison

The maximum TLQIX drawdown since its inception was -21.30%, which is greater than ISOLX's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for TLQIX and ISOLX.

Drawdown Indicators

	TLQIX	ISOLX	Difference
Max Drawdown Largest peak-to-trough decline	-21.30%	-19.02%	-2.28%
Max Drawdown (1Y) Largest decline over 1 year	-5.55%	-4.54%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	-11.51%	-6.37%	-5.14%
Max Drawdown (5Y) Largest decline over 5 years	-20.99%	-19.02%	-1.97%
Max Drawdown (10Y) Largest decline over 10 years	-21.30%	-19.02%	-2.28%
Current Drawdown Current decline from peak	-0.41%	-0.42%	+0.01%
Average Drawdown Average peak-to-trough decline	-3.29%	-2.81%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.28%	0.98%	+0.30%

Volatility

TLQIX vs. ISOLX - Volatility Comparison

TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) has a higher volatility of 2.92% compared to Voya Target In-Retirement Fund (ISOLX) at 2.26%. This indicates that TLQIX's price experiences larger fluctuations and is considered to be riskier than ISOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLQIX	ISOLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.26%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	6.18%	4.85%	+1.33%
Volatility (1Y) Calculated over the trailing 1-year period	7.37%	5.95%	+1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.80%	7.08%	+2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.11%	6.60%	+3.51%

TLQIX vs. ISOLX - Expense Ratio Comparison

TLQIX has a 0.10% expense ratio, which is lower than ISOLX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

TLQIX vs. ISOLX - Dividend Comparison

TLQIX's dividend yield for the trailing twelve months is around 5.75%, more than ISOLX's 3.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISOLX Voya Target In-Retirement Fund	3.71%	3.89%	2.37%	3.10%	3.50%	10.09%	3.54%	6.63%	3.53%	4.60%	2.06%	0.30%
TLQIX TIAA-CREF Lifecycle Index 2025 Fund	5.75%	6.12%	5.79%	2.58%	2.99%	3.94%	2.15%	2.44%	2.73%	0.13%	2.43%	0.23%

Frequently Asked Questions

Can I hold both TLQIX and ISOLX in my portfolio?

TLQIX and ISOLX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TLQIX or ISOLX?

TLQIX has higher volatility (2.92%) compared to ISOLX (2.26%). In terms of maximum drawdown, TLQIX dropped -21.30% vs ISOLX's -19.02%.

Which has better risk-adjusted returns?

ISOLX currently has the higher Sharpe Ratio (2.39 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.