TLSTX vs. SVPFX
TLSTX (TIAA-CREF Life Funds Stock Index Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TLSTX returned 11.94%/yr vs 2.17%/yr for SVPFX. At a 0.14 correlation, their price movements are largely independent. TLSTX charges 0.09%/yr vs 0.38%/yr for SVPFX.
Performance
TLSTX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, TLSTX achieves a 10.56% return, which is significantly higher than SVPFX's 1.90% return.
TLSTX
- 1D
- -0.22%
- 1M
- -1.00%
- 6M
- 10.56%
- YTD
- 10.56%
- 1Y
- 21.88%
- 3Y*
- 20.17%
- 5Y*
- 11.94%
- 10Y*
- —
SVPFX
- 1D
- -0.10%
- 1M
- 0.41%
- 6M
- 1.90%
- YTD
- 1.90%
- 1Y
- 5.40%
- 3Y*
- 4.76%
- 5Y*
- 2.17%
- 10Y*
- —
TLSTX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TLSTX TIAA-CREF Life Funds Stock Index Fund | 10.56% | 17.08% | 23.66% | 25.90% | -19.24% | 15.18% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.90% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between TLSTX and SVPFX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.14 |
The correlation between TLSTX and SVPFX shifts across timeframes, from 0.13 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TLSTX vs. SVPFX — Risk / Return Rank
TLSTX
SVPFX
TLSTX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Stock Index Fund (TLSTX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.58 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 6.23 | -3.67 |
| Martin ratioReturn relative to average drawdown | 11.25 | 22.90 | -11.65 |
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Drawdowns
TLSTX vs. SVPFX - Drawdown Comparison
The maximum TLSTX drawdown since its inception was -34.91%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for TLSTX and SVPFX.
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Drawdown Indicators
| TLSTX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.91% | -6.37% | -28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -0.91% | -7.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -5.32% | -13.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -6.37% | -18.75% |
Current DrawdownCurrent decline from peak | -1.00% | -0.20% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -1.90% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.39% | +1.62% |
Volatility
TLSTX vs. SVPFX - Volatility Comparison
TIAA-CREF Life Funds Stock Index Fund (TLSTX) has a higher volatility of 4.98% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 1.02%. This indicates that TLSTX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLSTX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 1.02% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 1.73% | +8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 2.22% | +10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 5.61% | +11.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 5.49% | +14.55% |
TLSTX vs. SVPFX - Expense Ratio Comparison
TLSTX has a 0.09% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Dividends
TLSTX vs. SVPFX - Dividend Comparison
TLSTX's dividend yield for the trailing twelve months is around 4.96%, more than SVPFX's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.19% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% |
TLSTX TIAA-CREF Life Funds Stock Index Fund | 4.96% | 5.48% | 2.73% | 2.22% | 3.82% | 1.38% | 1.84% | 2.24% |
Frequently Asked Questions
TLSTX and SVPFX have a correlation of 0.32, 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 SVPFX (1.02%). In terms of maximum drawdown, TLSTX dropped -34.91% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.56 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.
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