TLSTX vs. VPMAX
TLSTX (TIAA-CREF Life Funds Stock Index Fund) and VPMAX (Vanguard PRIMECAP Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 5 years, TLSTX returned 11.94%/yr vs 15.81%/yr for VPMAX. Their correlation of 0.93 suggests significant overlap in exposure. TLSTX charges 0.09%/yr vs 0.27%/yr for VPMAX.
Performance
TLSTX vs. VPMAX - Performance Comparison
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Returns By Period
In the year-to-date period, TLSTX achieves a 10.56% return, which is significantly lower than VPMAX's 26.99% return.
TLSTX
- 1D
- -0.22%
- 1M
- -1.00%
- 6M
- 10.56%
- YTD
- 10.56%
- 1Y
- 21.88%
- 3Y*
- 20.17%
- 5Y*
- 11.94%
- 10Y*
- —
VPMAX
- 1D
- -2.71%
- 1M
- 1.23%
- 6M
- 26.99%
- YTD
- 26.99%
- 1Y
- 52.26%
- 3Y*
- 26.99%
- 5Y*
- 15.81%
- 10Y*
- 18.02%
TLSTX vs. VPMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TLSTX TIAA-CREF Life Funds Stock Index Fund | 10.56% | 17.08% | 23.66% | 25.90% | -19.24% | 25.61% | 20.74% | 15.48% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 26.99% | 29.70% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 14.55% |
Correlation
The correlation between TLSTX and VPMAX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 13, 2019 | 0.93 |
The correlation between TLSTX and VPMAX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
TLSTX vs. VPMAX — Risk / Return Rank
TLSTX
VPMAX
TLSTX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Life Funds Stock Index Fund (TLSTX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.60 | -2.04 |
| Martin ratioReturn relative to average drawdown | 11.25 | 20.68 | -9.43 |
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Drawdowns
TLSTX vs. VPMAX - Drawdown Comparison
The maximum TLSTX drawdown since its inception was -34.91%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for TLSTX and VPMAX.
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Drawdown Indicators
| TLSTX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.91% | -48.32% | +13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.72% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -20.55% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -25.21% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -1.00% | -2.71% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -6.56% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.60% | -0.59% |
Volatility
TLSTX vs. VPMAX - Volatility Comparison
The current volatility for TIAA-CREF Life Funds Stock Index Fund (TLSTX) is 4.98%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 9.68%. This indicates that TLSTX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLSTX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 9.68% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 15.62% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 18.32% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 18.70% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 19.32% | +0.72% |
TLSTX vs. VPMAX - Expense Ratio Comparison
TLSTX has a 0.09% expense ratio, which is lower than VPMAX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TLSTX vs. VPMAX - Dividend Comparison
TLSTX's dividend yield for the trailing twelve months is around 4.96%, less than VPMAX's 12.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 12.96% | 16.46% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Frequently Asked Questions
TLSTX and VPMAX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VPMAX has higher volatility (9.68%) compared to TLSTX (4.98%). In terms of maximum drawdown, TLSTX dropped -34.91% vs VPMAX's -48.32%.
VPMAX currently has the higher Sharpe Ratio (2.94 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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