TLSTX vs. ORDNX
TLSTX (TIAA-CREF Life Funds Stock Index Fund) and ORDNX (North Square Preferred and Income Securities Fund) are both mutual funds - TLSTX is a Large Cap Blend Equities fund managed by TIAA, while ORDNX is a Preferred Stock fund managed by North Square. Over the past 5 years, TLSTX returned 11.63%/yr vs 5.87%/yr for ORDNX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. TLSTX charges 0.09%/yr vs 1.27%/yr for ORDNX.
Performance
TLSTX vs. ORDNX - Performance Comparison
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Returns By Period
In the year-to-date period, TLSTX achieves a 9.68% return, which is significantly higher than ORDNX's 1.10% return.
TLSTX
- 1D
- 1.60%
- 1M
- -0.78%
- 6M
- 8.02%
- YTD
- 9.68%
- 1Y
- 20.86%
- 3Y*
- 18.46%
- 5Y*
- 11.63%
- 10Y*
- —
- ALL TIME*
- 15.50%
ORDNX
- 1D
- -0.06%
- 1M
- -0.86%
- 6M
- 0.40%
- YTD
- 1.10%
- 1Y
- 3.83%
- 3Y*
- 9.50%
- 5Y*
- 5.87%
- 10Y*
- 11.18%
- ALL TIME*
- 10.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TLSTX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TLSTX TIAA-CREF Life Funds Stock Index Fund | 9.68% | 17.08% | 23.66% | 25.90% | -19.24% | 25.61% | 20.74% | 15.48% |
ORDNX North Square Preferred and Income Securities Fund | 1.10% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 14.13% |
Correlation
The correlation between TLSTX and ORDNX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 13, 2019 | 0.61 |
The correlation between TLSTX and ORDNX shifts across timeframes, from 0.37 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TLSTX vs. ORDNX — Risk / Return Rank
TLSTX
ORDNX
TLSTX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Stock Index Fund (TLSTX) and North Square Preferred and Income Securities Fund (ORDNX). 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.
| TLSTX | ORDNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.45 | +0.64 |
| Martin ratioReturn relative to average drawdown | 9.05 | 5.86 | +3.19 |
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Drawdowns
TLSTX vs. ORDNX - Drawdown Comparison
The maximum TLSTX drawdown since its inception was -34.91%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for TLSTX and ORDNX.
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Drawdown Indicators
| TLSTX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.91% | -34.40% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -2.66% | -6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -5.50% | -13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -18.77% | -6.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.40% | — |
Current DrawdownCurrent decline from peak | -1.78% | -0.90% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -3.77% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 0.66% | +1.38% |
Volatility
TLSTX vs. ORDNX - Volatility Comparison
TIAA-CREF Life Funds Stock Index Fund (TLSTX) has a higher volatility of 3.37% compared to North Square Preferred and Income Securities Fund (ORDNX) at 0.49%. This indicates that TLSTX's price experiences larger fluctuations and is considered to be riskier than ORDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLSTX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.49% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 2.00% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 2.30% | +10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 6.39% | +10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 14.07% | +5.89% |
TLSTX vs. ORDNX - Expense Ratio Comparison
TLSTX has a 0.09% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Dividends
TLSTX vs. ORDNX - Dividend Comparison
TLSTX's dividend yield for the trailing twelve months is around 5.00%, less than ORDNX's 6.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORDNX North Square Preferred and Income Securities Fund | 6.78% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
TLSTX TIAA-CREF Life Funds Stock Index Fund | 5.00% | 5.48% | 2.73% | 2.22% | 3.82% | 1.38% | 1.84% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLSTX and ORDNX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLSTX has higher volatility (3.37%) compared to ORDNX (0.49%). In terms of maximum drawdown, TLSTX dropped -34.91% vs ORDNX's -34.40%.
ORDNX currently has the higher Sharpe Ratio (1.67 vs 1.42), 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.
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