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TLQIX vs. TLWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLQIX vs. TLWIX - 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 Lifecycle Index 2020 Fund (TLWIX). The values are adjusted to include any dividend payments, if applicable.

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TLQIX vs. TLWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLQIX
TIAA-CREF Lifecycle Index 2025 Fund
-2.39%14.51%9.46%14.18%-15.04%10.12%14.00%19.84%-4.45%13.23%
TLWIX
TIAA-CREF Lifecycle Index 2020 Fund
-2.15%13.75%8.69%13.06%-14.37%8.73%13.06%17.96%-3.77%11.56%

Returns By Period

In the year-to-date period, TLQIX achieves a -2.39% return, which is significantly lower than TLWIX's -2.15% return. Over the past 10 years, TLQIX has outperformed TLWIX with an annualized return of 7.40%, while TLWIX has yielded a comparatively lower 6.70% annualized return.


TLQIX

1D
0.04%
1M
-5.31%
YTD
-2.39%
6M
-0.40%
1Y
10.69%
3Y*
9.89%
5Y*
5.12%
10Y*
7.40%

TLWIX

1D
0.10%
1M
-4.92%
YTD
-2.15%
6M
-0.28%
1Y
10.02%
3Y*
9.23%
5Y*
4.67%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLQIX vs. TLWIX - Expense Ratio Comparison

Both TLQIX and TLWIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TLQIX vs. TLWIX — Risk / Return Rank

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

TLQIX
TLQIX Risk / Return Rank: 7171
Overall Rank
TLQIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TLQIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
TLQIX Omega Ratio Rank: 7070
Omega Ratio Rank
TLQIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TLQIX Martin Ratio Rank: 7474
Martin Ratio Rank

TLWIX
TLWIX Risk / Return Rank: 7373
Overall Rank
TLWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TLWIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
TLWIX Omega Ratio Rank: 7171
Omega Ratio Rank
TLWIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TLWIX Martin Ratio Rank: 7676
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.

TLQIX vs. TLWIX - 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 Lifecycle Index 2020 Fund (TLWIX). 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.


TLQIXTLWIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.30

-0.03

Sortino ratio

Return per unit of downside risk

1.80

1.85

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.58

1.65

-0.07

Martin ratio

Return relative to average drawdown

7.02

7.26

-0.24

TLQIX vs. TLWIX - Sharpe Ratio Comparison

The current TLQIX Sharpe Ratio is 1.26, which is comparable to the TLWIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TLQIX and TLWIX, 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


TLQIXTLWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.30

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.51

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.74

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.75

-0.01

Correlation

The correlation between TLQIX and TLWIX is 0.99, 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

TLQIX vs. TLWIX - Dividend Comparison

TLQIX's dividend yield for the trailing twelve months is around 6.27%, less than TLWIX's 7.55% yield.


TTM20252024202320222021202020192018201720162015
TLQIX
TIAA-CREF Lifecycle Index 2025 Fund
6.27%6.12%5.79%2.58%2.99%3.94%2.15%2.44%2.73%0.13%2.43%0.23%
TLWIX
TIAA-CREF Lifecycle Index 2020 Fund
7.55%7.38%6.98%3.45%3.25%5.17%2.31%2.31%2.91%0.14%2.35%0.21%

Drawdowns

TLQIX vs. TLWIX - Drawdown Comparison

The maximum TLQIX drawdown since its inception was -21.30%, which is greater than TLWIX's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for TLQIX and TLWIX.


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Drawdown Indicators


TLQIXTLWIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-19.93%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-5.79%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.99%

-19.93%

-1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-21.30%

-19.93%

-1.37%

Current Drawdown

Current decline from peak

-5.51%

-5.06%

-0.45%

Average Drawdown

Average peak-to-trough decline

-3.32%

-3.07%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.32%

+0.11%

Volatility

TLQIX vs. TLWIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) has a higher volatility of 3.03% compared to TIAA-CREF Lifecycle Index 2020 Fund (TLWIX) at 2.75%. This indicates that TLQIX's price experiences larger fluctuations and is considered to be riskier than TLWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLQIXTLWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

2.75%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

4.61%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.68%

7.90%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.69%

9.16%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.06%

9.07%

+0.99%