TLQIX vs. TIGRX

Last updated Aug 4, 2026

TLQIX (TIAA-CREF Lifecycle Index 2025 Fund) and TIGRX (TIAA-CREF Growth & Income Fund) are both mutual funds - TLQIX is a Target Retirement Date fund managed by TIAA, while TIGRX is a Large Cap Blend Equities fund managed by TIAA. Over the past 10 years, TLQIX returned 7.85%/yr vs 14.25%/yr for TIGRX. Their correlation of 0.93 means they have usually moved in the same direction. TLQIX charges 0.10%/yr vs 0.40%/yr for TIGRX.

Performance

TLQIX vs. TIGRX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with TLQIX having a 5.82% return and TIGRX slightly lower at 5.72%. Over the past 10 years, TLQIX has underperformed TIGRX with an annualized return of 7.85%, while TIGRX has yielded a comparatively higher 14.25% annualized return.

TLQIX

• 1D: 0.12%
• 1M: -0.45%
• 6M: 3.79%
• YTD: 5.82%
• 1Y: 12.83%
• 3Y*: 11.27%
• 5Y*: 5.64%
• 10Y*: 7.85%
• ALL TIME*: 8.18%

TIGRX

• 1D: 0.82%
• 1M: -0.13%
• 6M: 4.00%
• YTD: 5.72%
• 1Y: 14.93%
• 3Y*: 17.86%
• 5Y*: 11.57%
• 10Y*: 14.25%
• ALL TIME*: 8.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TIGRX TIAA-CREF Growth & Income Fund	$0.00	$0.00	$0.00
TLQIX TIAA-CREF Lifecycle Index 2025 Fund	$0.00	$0.00	$0.00

TLQIX vs. TIGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TLQIX TIAA-CREF Lifecycle Index 2025 Fund	5.82%	14.51%	9.46%	14.18%	-15.04%	10.12%	14.00%	19.84%	-4.45%	13.23%
TIGRX TIAA-CREF Growth & Income Fund	5.72%	13.92%	29.01%	32.97%	-22.15%	25.55%	20.49%	30.29%	-7.33%	23.72%

Correlation

The correlation between TLQIX and TIGRX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.92
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009	0.93

The correlation between TLQIX and TIGRX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Return for Risk

TLQIX vs. TIGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TLQIX

TLQIX Risk / Return Rank: 67
TLQIX Sharpe Ratio Rank: 65
TLQIX Sortino Ratio Rank: 66
TLQIX Omega Ratio Rank: 66
TLQIX Calmar Ratio Rank: 64
TLQIX Martin Ratio Rank: 73

TIGRX

TIGRX Risk / Return Rank: 25
TIGRX Sharpe Ratio Rank: 24
TIGRX Sortino Ratio Rank: 24
TIGRX Omega Ratio Rank: 24
TIGRX Calmar Ratio Rank: 23
TIGRX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TLQIX vs. TIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) and TIAA-CREF Growth & Income Fund (TIGRX). 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	TIGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.67	0.92	+0.75
Sortino ratio: Return per unit of downside risk	2.38	1.36	+1.03
Omega ratio: Gain probability vs. loss probability	1.31	1.17	+0.14
Calmar ratio: Return relative to maximum drawdown	2.29	1.17	+1.11
Martin ratio: Return relative to average drawdown	9.50	4.54	+4.95

TLQIX vs. TIGRX - Sharpe Ratio Comparison

The current TLQIX Sharpe Ratio is 1.67, which is higher than the TIGRX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TLQIX and TIGRX, 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. TIGRX - Drawdown Comparison

The maximum TLQIX drawdown since its inception was -21.30%, smaller than the maximum TIGRX drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TLQIX and TIGRX.

Drawdown Indicators

	TLQIX	TIGRX	Difference
Max Drawdown Largest peak-to-trough decline	-21.30%	-49.52%	+28.22%
Max Drawdown (1Y) Largest decline over 1 year	-5.55%	-11.27%	+5.72%
Max Drawdown (3Y) Largest decline over 3 years	-11.51%	-20.79%	+9.28%
Max Drawdown (5Y) Largest decline over 5 years	-20.99%	-27.16%	+6.17%
Max Drawdown (10Y) Largest decline over 10 years	-21.30%	-35.56%	+14.26%
Current Drawdown Current decline from peak	-1.10%	-2.56%	+1.46%
Average Drawdown Average peak-to-trough decline	-3.28%	-11.13%	+7.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	2.90%	-1.57%

Volatility

TLQIX vs. TIGRX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) is 2.23%, while TIAA-CREF Growth & Income Fund (TIGRX) has a volatility of 3.74%. This indicates that TLQIX experiences smaller price fluctuations and is considered to be less risky than TIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLQIX	TIGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	3.74%	-1.51%
Volatility (6M) Calculated over the trailing 6-month period	6.43%	11.37%	-4.94%
Volatility (1Y) Calculated over the trailing 1-year period	7.60%	14.36%	-6.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.83%	22.67%	-12.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.07%	21.37%	-11.30%

TLQIX vs. TIGRX - Expense Ratio Comparison

TLQIX has a 0.10% expense ratio, which is lower than TIGRX's 0.40% expense ratio.

Dividends

TLQIX vs. TIGRX - Dividend Comparison

TLQIX's dividend yield for the trailing twelve months is around 5.79%, less than TIGRX's 13.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TIGRX TIAA-CREF Growth & Income Fund	13.13%	14.09%	11.70%	24.27%	9.52%	19.80%	7.44%	6.61%	9.98%	4.60%	3.06%	8.41%
TLQIX TIAA-CREF Lifecycle Index 2025 Fund	5.79%	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 TIGRX in my portfolio?

With a correlation of 0.90, TLQIX and TIGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TLQIX or TIGRX?

TIGRX has higher volatility (3.74%) compared to TLQIX (2.23%). In terms of maximum drawdown, TLQIX dropped -21.30% vs TIGRX's -49.52%.

Which has better risk-adjusted returns?

TLQIX currently has the higher Sharpe Ratio (1.67 vs 0.92), 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.