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TLRIX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLRIX vs. QBDSX - Performance Comparison

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

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TLRIX vs. QBDSX - 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%10.39%
QBDSX
Quantified Managed Income Fund
-0.76%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Returns By Period

In the year-to-date period, TLRIX achieves a -2.93% return, which is significantly lower than QBDSX's -0.76% return. Over the past 10 years, TLRIX has outperformed QBDSX with an annualized return of 5.57%, while QBDSX has yielded a comparatively lower 0.83% annualized 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%

QBDSX

1D
0.38%
1M
-2.72%
YTD
-0.76%
6M
-1.55%
1Y
1.86%
3Y*
2.60%
5Y*
0.90%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLRIX vs. QBDSX - Expense Ratio Comparison

TLRIX has a 0.26% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

TLRIX vs. QBDSX — 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

QBDSX
QBDSX Risk / Return Rank: 2626
Overall Rank
QBDSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1818
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 3333
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. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Retirement Income Fund (TLRIX) and Quantified Managed Income Fund (QBDSX). 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.


TLRIXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.63

+0.56

Sortino ratio

Return per unit of downside risk

1.67

0.91

+0.76

Omega ratio

Gain probability vs. loss probability

1.24

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

1.39

0.93

+0.46

Martin ratio

Return relative to average drawdown

6.17

3.64

+2.53

TLRIX vs. QBDSX - Sharpe Ratio Comparison

The current TLRIX Sharpe Ratio is 1.20, which is higher than the QBDSX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TLRIX and QBDSX, 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


TLRIXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.63

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.21

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.16

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.15

+0.49

Correlation

The correlation between TLRIX and QBDSX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TLRIX vs. QBDSX - Dividend Comparison

TLRIX's dividend yield for the trailing twelve months is around 4.72%, more than QBDSX's 4.51% 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%
QBDSX
Quantified Managed Income Fund
4.51%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

TLRIX vs. QBDSX - Drawdown Comparison

The maximum TLRIX drawdown since its inception was -26.71%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for TLRIX and QBDSX.


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Drawdown Indicators


TLRIXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-26.71%

-18.38%

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.23%

-3.09%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-7.40%

-9.75%

Max Drawdown (10Y)

Largest decline over 10 years

-17.15%

-18.38%

+1.23%

Current Drawdown

Current decline from peak

-5.23%

-8.75%

+3.52%

Average Drawdown

Average peak-to-trough decline

-3.34%

-6.83%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

0.79%

+0.39%

Volatility

TLRIX vs. QBDSX - Volatility Comparison

TIAA-CREF Lifecycle Retirement Income Fund (TLRIX) has a higher volatility of 2.54% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that TLRIX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLRIXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

1.31%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

2.79%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

3.76%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

4.32%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

5.25%

+1.53%