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TLSTX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLSTX vs. TILIX - Performance Comparison

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

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TLSTX vs. TILIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TLSTX
TIAA-CREF Life Funds Stock Index Fund
-6.73%17.08%23.66%25.90%-19.24%25.61%20.74%15.48%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%18.22%

Returns By Period

In the year-to-date period, TLSTX achieves a -6.73% return, which is significantly higher than TILIX's -13.04% return.


TLSTX

1D
-0.45%
1M
-7.70%
YTD
-6.73%
6M
-4.49%
1Y
14.63%
3Y*
16.64%
5Y*
10.16%
10Y*

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLSTX vs. TILIX - Expense Ratio Comparison

TLSTX has a 0.09% expense ratio, which is higher than TILIX's 0.05% 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

TLSTX vs. TILIX — Risk / Return Rank

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

TLSTX
TLSTX Risk / Return Rank: 4343
Overall Rank
TLSTX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TLSTX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TLSTX Omega Ratio Rank: 4545
Omega Ratio Rank
TLSTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
TLSTX Martin Ratio Rank: 4848
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Stock Index Fund (TLSTX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


TLSTXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.65

+0.28

Sortino ratio

Return per unit of downside risk

1.32

1.10

+0.22

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.04

0.67

+0.37

Martin ratio

Return relative to average drawdown

4.85

2.32

+2.53

TLSTX vs. TILIX - Sharpe Ratio Comparison

The current TLSTX Sharpe Ratio is 0.94, which is higher than the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TLSTX and TILIX, 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


TLSTXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.65

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.56

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.56

+0.11

Correlation

The correlation between TLSTX and TILIX is 0.92, 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

TLSTX vs. TILIX - Dividend Comparison

TLSTX's dividend yield for the trailing twelve months is around 5.88%, more than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
TLSTX
TIAA-CREF Life Funds Stock Index Fund
5.88%5.48%2.73%2.22%3.82%1.38%1.84%2.24%0.00%0.00%0.00%0.00%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

TLSTX vs. TILIX - Drawdown Comparison

The maximum TLSTX drawdown since its inception was -34.91%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TLSTX and TILIX.


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Drawdown Indicators


TLSTXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-50.54%

+15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-16.24%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-32.68%

+7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

Current Drawdown

Current decline from peak

-8.86%

-16.24%

+7.38%

Average Drawdown

Average peak-to-trough decline

-5.62%

-7.77%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.73%

-2.08%

Volatility

TLSTX vs. TILIX - Volatility Comparison

The current volatility for TIAA-CREF Life Funds Stock Index Fund (TLSTX) is 4.37%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that TLSTX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLSTXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.34%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

11.80%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

22.35%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

21.44%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

21.01%

-0.80%