PortfoliosLab logoPortfoliosLab logo
TLSTX vs. RCKSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLSTX vs. RCKSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Life Funds Stock Index Fund (TLSTX) and Rock Oak Core Growth Fund (RCKSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TLSTX achieves a 10.56% return, which is significantly lower than RCKSX's 17.86% return.


TLSTX

1D
-0.22%
1M
-1.00%
6M
10.56%
YTD
10.56%
1Y
21.88%
3Y*
20.17%
5Y*
11.94%
10Y*

RCKSX

1D
0.29%
1M
3.29%
6M
17.86%
YTD
17.86%
1Y
20.92%
3Y*
18.95%
5Y*
8.18%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLSTX vs. RCKSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLSTX
TIAA-CREF Life Funds Stock Index Fund
10.56%17.08%23.66%25.90%-19.24%25.61%20.74%15.48%
RCKSX
Rock Oak Core Growth Fund
17.86%12.99%15.12%15.57%-18.09%9.96%13.75%8.17%

Correlation

The correlation between TLSTX and RCKSX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.73

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 13, 2019

0.84

Over the past year, the correlation between TLSTX and RCKSX has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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

TLSTX vs. RCKSX — Risk / Return Rank

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

TLSTX
TLSTX Risk / Return Rank: 6363
Overall Rank
TLSTX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLSTX Sortino Ratio Rank: 5656
Sortino Ratio Rank
TLSTX Omega Ratio Rank: 5757
Omega Ratio Rank
TLSTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TLSTX Martin Ratio Rank: 7676
Martin Ratio Rank

RCKSX
RCKSX Risk / Return Rank: 7272
Overall Rank
RCKSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RCKSX Sortino Ratio Rank: 6565
Sortino Ratio Rank
RCKSX Omega Ratio Rank: 4949
Omega Ratio Rank
RCKSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RCKSX Martin Ratio Rank: 8989
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.

TLSTX vs. RCKSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Stock Index Fund (TLSTX) and Rock Oak Core Growth Fund (RCKSX). 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.


TLSTXRCKSXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.32

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

2.56

5.10

-2.55

Martin ratioReturn relative to average drawdown

11.25

14.10

-2.85

TLSTX vs. RCKSX - Sharpe Ratio Comparison

The current TLSTX Sharpe Ratio is 1.77, which is comparable to the RCKSX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TLSTX and RCKSX, 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

TLSTX vs. RCKSX - Drawdown Comparison

The maximum TLSTX drawdown since its inception was -34.91%, smaller than the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for TLSTX and RCKSX.


Loading charts...

Drawdown Indicators


TLSTXRCKSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-57.88%

+22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-4.14%

-4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-18.22%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-22.54%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-1.00%

0.00%

-1.00%

Average Drawdown

Average peak-to-trough decline

-5.46%

-9.47%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.50%

+0.51%

Volatility

TLSTX vs. RCKSX - Volatility Comparison

TIAA-CREF Life Funds Stock Index Fund (TLSTX) has a higher volatility of 4.98% compared to Rock Oak Core Growth Fund (RCKSX) at 2.75%. This indicates that TLSTX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TLSTXRCKSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

2.75%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

7.98%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

11.57%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

15.62%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

17.42%

+2.62%

TLSTX vs. RCKSX - Expense Ratio Comparison

TLSTX has a 0.09% expense ratio, which is lower than RCKSX's 1.25% expense ratio.


Dividends

TLSTX vs. RCKSX - Dividend Comparison

TLSTX's dividend yield for the trailing twelve months is around 4.96%, less than RCKSX's 5.31% yield.


PositionTTM20252024202320222021202020192018201720162015
RCKSX
Rock Oak Core Growth Fund
5.31%6.26%0.47%0.71%1.00%4.31%16.56%3.18%0.59%5.91%0.70%3.21%
TLSTX
TIAA-CREF Life Funds Stock Index Fund
4.96%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 RCKSX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLSTX has higher volatility (4.98%) compared to RCKSX (2.75%). In terms of maximum drawdown, TLSTX dropped -34.91% vs RCKSX's -57.88%.

RCKSX currently has the higher Sharpe Ratio (1.83 vs 1.77), 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 TLSTX and RCKSX

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