PortfoliosLab logoPortfoliosLab logo
TLQIX vs. VTTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLQIX vs. VTTVX - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TLQIX having a 6.56% return and VTTVX slightly lower at 6.37%. Both investments have delivered pretty close results over the past 10 years, with TLQIX having a 8.39% annualized return and VTTVX not far behind at 8.20%.


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%

VTTVX

1D
-0.19%
1M
1.05%
YTD
6.37%
6M
6.10%
1Y
15.67%
3Y*
12.55%
5Y*
5.94%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLQIX vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTTVX
Vanguard Target Retirement 2025 Fund
6.37%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Correlation

The correlation between TLQIX and VTTVX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2009

0.99

The correlation between TLQIX and VTTVX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TLQIX vs. VTTVX — 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: 7272
Omega Ratio Rank
TLQIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TLQIX Martin Ratio Rank: 7272
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 7070
Overall Rank
VTTVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7272
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7070
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. VTTVX - Risk-Adjusted Trends Comparison

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


TLQIXVTTVXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.43

1.43

0.00

Calmar ratioReturn relative to maximum drawdown

3.00

2.93

+0.07

Martin ratioReturn relative to average drawdown

12.93

12.56

+0.37

TLQIX vs. VTTVX - Sharpe Ratio Comparison

The current TLQIX Sharpe Ratio is 2.26, which is comparable to the VTTVX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TLQIX and VTTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TLQIX vs. VTTVX - Drawdown Comparison

The maximum TLQIX drawdown since its inception was -21.30%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for TLQIX and VTTVX.


Loading charts...

Drawdown Indicators


TLQIXVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-46.03%

+24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.55%

-5.57%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-11.51%

-7.84%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.99%

-21.52%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-21.30%

-22.51%

+1.21%

Current Drawdown

Current decline from peak

-0.41%

-0.42%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.29%

-5.04%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.30%

-0.02%

Volatility

TLQIX vs. VTTVX - Volatility Comparison

TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) and Vanguard Target Retirement 2025 Fund (VTTVX) have volatilities of 2.92% and 2.88%, 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.


Loading charts...

Volatility by Period


TLQIXVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.88%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

6.06%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.37%

7.27%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.80%

9.15%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.11%

9.96%

+0.15%

TLQIX vs. VTTVX - Expense Ratio Comparison

TLQIX has a 0.10% expense ratio, which is higher than VTTVX's 0.08% expense ratio. However, 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. VTTVX - Dividend Comparison

TLQIX's dividend yield for the trailing twelve months is around 5.75%, less than VTTVX's 6.94% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VTTVX
Vanguard Target Retirement 2025 Fund
6.94%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Frequently Asked Questions


With a correlation of 0.99, TLQIX and VTTVX 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.

TLQIX has higher volatility (2.92%) compared to VTTVX (2.88%). In terms of maximum drawdown, TLQIX dropped -21.30% vs VTTVX's -46.03%.

TLQIX currently has the higher Sharpe Ratio (2.26 vs 2.25), 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.

Portfolio Optimizer

Find the right allocation for TLQIX and VTTVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer