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TLTIX vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLTIX vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2010 Fund (TLTIX) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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TLTIX vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLTIX
TIAA-CREF Lifecycle Index 2010 Fund
-1.63%12.10%7.39%11.41%-13.25%6.94%11.97%15.58%-2.88%9.02%
TQQQ
ProShares UltraPro QQQ
-20.81%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Returns By Period

In the year-to-date period, TLTIX achieves a -1.63% return, which is significantly higher than TQQQ's -20.81% return. Over the past 10 years, TLTIX has underperformed TQQQ with an annualized return of 5.69%, while TQQQ has yielded a comparatively higher 34.82% annualized return.


TLTIX

1D
0.18%
1M
-4.04%
YTD
-1.63%
6M
0.06%
1Y
8.66%
3Y*
8.06%
5Y*
3.98%
10Y*
5.69%

TQQQ

1D
10.00%
1M
-15.69%
YTD
-20.81%
6M
-19.12%
1Y
46.49%
3Y*
45.09%
5Y*
12.72%
10Y*
34.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLTIX vs. TQQQ - Expense Ratio Comparison

TLTIX has a 0.10% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Return for Risk

TLTIX vs. TQQQ — Risk / Return Rank

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

TLTIX
TLTIX Risk / Return Rank: 7878
Overall Rank
TLTIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TLTIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
TLTIX Omega Ratio Rank: 7575
Omega Ratio Rank
TLTIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
TLTIX Martin Ratio Rank: 8080
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 5050
Overall Rank
TQQQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5757
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5656
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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.

TLTIX vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2010 Fund (TLTIX) and ProShares UltraPro QQQ (TQQQ). 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.


TLTIXTQQQDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.69

+0.71

Sortino ratio

Return per unit of downside risk

1.98

1.37

+0.61

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.85

1.25

+0.59

Martin ratio

Return relative to average drawdown

7.83

3.87

+3.97

TLTIX vs. TQQQ - Sharpe Ratio Comparison

The current TLTIX Sharpe Ratio is 1.40, which is higher than the TQQQ Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TLTIX and TQQQ, 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


TLTIXTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.69

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.19

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.53

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.64

+0.19

Correlation

The correlation between TLTIX and TQQQ is 0.81, 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

TLTIX vs. TQQQ - Dividend Comparison

TLTIX's dividend yield for the trailing twelve months is around 6.55%, more than TQQQ's 0.76% yield.


TTM20252024202320222021202020192018201720162015
TLTIX
TIAA-CREF Lifecycle Index 2010 Fund
6.55%6.44%6.57%3.44%3.48%4.81%2.36%2.34%3.11%0.18%2.29%0.23%
TQQQ
ProShares UltraPro QQQ
0.76%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

TLTIX vs. TQQQ - Drawdown Comparison

The maximum TLTIX drawdown since its inception was -18.15%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for TLTIX and TQQQ.


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Drawdown Indicators


TLTIXTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-81.66%

+63.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.59%

-36.97%

+32.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-81.66%

+63.51%

Max Drawdown (10Y)

Largest decline over 10 years

-18.15%

-81.66%

+63.51%

Current Drawdown

Current decline from peak

-4.15%

-30.66%

+26.51%

Average Drawdown

Average peak-to-trough decline

-2.62%

-18.66%

+16.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

12.00%

-10.92%

Volatility

TLTIX vs. TQQQ - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2010 Fund (TLTIX) is 2.39%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 19.43%. This indicates that TLTIX experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLTIXTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

19.43%

-17.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

38.32%

-34.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

67.26%

-60.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

66.55%

-58.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.52%

65.83%

-58.31%