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TLQIX vs. VTTVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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TLQIX vs. VTTVX - 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%
VTTVX
Vanguard Target Retirement 2025 Fund
-2.21%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Returns By Period

In the year-to-date period, TLQIX achieves a -2.39% return, which is significantly lower than VTTVX's -2.21% return. Both investments have delivered pretty close results over the past 10 years, with TLQIX having a 7.40% annualized return and VTTVX not far behind at 7.26%.


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%

VTTVX

1D
0.05%
1M
-5.38%
YTD
-2.21%
6M
-0.23%
1Y
11.38%
3Y*
10.10%
5Y*
5.04%
10Y*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 7070
Omega Ratio Rank
TLQIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TLQIX Martin Ratio Rank: 7474
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 7878
Overall Rank
VTTVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 7575
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 7979
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.


TLQIXVTTVXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.37

-0.10

Sortino ratio

Return per unit of downside risk

1.80

1.95

-0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.58

1.77

-0.19

Martin ratio

Return relative to average drawdown

7.02

7.76

-0.73

TLQIX vs. VTTVX - Sharpe Ratio Comparison

The current TLQIX Sharpe Ratio is 1.26, which is comparable to the VTTVX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of TLQIX and VTTVX, 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


TLQIXVTTVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.37

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.56

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.73

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.54

+0.21

Correlation

The correlation between TLQIX and VTTVX 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. VTTVX - Dividend Comparison

TLQIX's dividend yield for the trailing twelve months is around 6.27%, less than VTTVX'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%
VTTVX
Vanguard Target Retirement 2025 Fund
7.55%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

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.


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Drawdown Indicators


TLQIXVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-46.03%

+24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-6.08%

-0.29%

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

-5.51%

-5.52%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.32%

-5.09%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.39%

+0.04%

Volatility

TLQIX vs. VTTVX - Volatility Comparison

TIAA-CREF Lifecycle Index 2025 Fund (TLQIX) and Vanguard Target Retirement 2025 Fund (VTTVX) have volatilities of 3.03% and 2.99%, 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.


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Volatility by Period


TLQIXVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

2.99%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

5.01%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.68%

8.43%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.69%

9.04%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.06%

9.91%

+0.15%