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TLRIX vs. PALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLRIX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Retirement Income Fund (TLRIX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

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TLRIX vs. PALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLRIX
TIAA-CREF Lifecycle Retirement Income Fund
-2.93%11.79%7.65%10.80%-12.53%7.06%11.10%15.31%-3.87%1.29%
PALDX
PGIM 60/40 Allocation Fund
-3.62%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%

Returns By Period

In the year-to-date period, TLRIX achieves a -2.93% return, which is significantly higher than PALDX's -3.62% return.


TLRIX

1D
0.00%
1M
-5.07%
YTD
-2.93%
6M
-1.04%
1Y
7.59%
3Y*
7.63%
5Y*
3.72%
10Y*
5.57%

PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLRIX vs. PALDX - Expense Ratio Comparison

TLRIX has a 0.26% expense ratio, which is higher than PALDX's 0.03% 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

TLRIX vs. PALDX — Risk / Return Rank

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

TLRIX
TLRIX Risk / Return Rank: 6464
Overall Rank
TLRIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TLRIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TLRIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLRIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TLRIX Martin Ratio Rank: 6565
Martin Ratio Rank

PALDX
PALDX Risk / Return Rank: 6666
Overall Rank
PALDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PALDX Omega Ratio Rank: 6767
Omega Ratio Rank
PALDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALDX Martin Ratio Rank: 7272
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.

TLRIX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Retirement Income Fund (TLRIX) and PGIM 60/40 Allocation Fund (PALDX). 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.


TLRIXPALDXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.12

+0.08

Sortino ratio

Return per unit of downside risk

1.67

1.65

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.39

1.42

-0.03

Martin ratio

Return relative to average drawdown

6.17

6.83

-0.66

TLRIX vs. PALDX - Sharpe Ratio Comparison

The current TLRIX Sharpe Ratio is 1.20, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TLRIX and PALDX, 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


TLRIXPALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.12

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.67

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.07

Correlation

The correlation between TLRIX and PALDX is 0.91, 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

TLRIX vs. PALDX - Dividend Comparison

TLRIX's dividend yield for the trailing twelve months is around 4.72%, less than PALDX's 5.62% yield.


TTM20252024202320222021202020192018201720162015
TLRIX
TIAA-CREF Lifecycle Retirement Income Fund
4.72%5.23%3.53%3.32%6.10%7.66%5.77%3.85%6.04%2.13%3.75%2.98%
PALDX
PGIM 60/40 Allocation Fund
5.62%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%0.00%

Drawdowns

TLRIX vs. PALDX - Drawdown Comparison

The maximum TLRIX drawdown since its inception was -26.71%, roughly equal to the maximum PALDX drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for TLRIX and PALDX.


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Drawdown Indicators


TLRIXPALDXDifference

Max Drawdown

Largest peak-to-trough decline

-26.71%

-26.16%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-8.20%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-20.47%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-17.15%

Current Drawdown

Current decline from peak

-5.23%

-5.96%

+0.73%

Average Drawdown

Average peak-to-trough decline

-3.34%

-4.16%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.70%

-0.52%

Volatility

TLRIX vs. PALDX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Retirement Income Fund (TLRIX) is 2.54%, while PGIM 60/40 Allocation Fund (PALDX) has a volatility of 3.05%. This indicates that TLRIX experiences smaller price fluctuations and is considered to be less risky than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLRIXPALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

3.05%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

5.86%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

11.52%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

12.08%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

12.75%

-5.97%