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TLXIX vs. TLLIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLXIX and TLLIX is 0.97, 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.


Performance

TLXIX vs. TLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TLXIX:

0.85

TLLIX:

0.84

Sortino Ratio

TLXIX:

1.22

TLLIX:

1.20

Omega Ratio

TLXIX:

1.17

TLLIX:

1.17

Calmar Ratio

TLXIX:

0.84

TLLIX:

0.83

Martin Ratio

TLXIX:

3.58

TLLIX:

3.53

Ulcer Index

TLXIX:

3.34%

TLLIX:

3.49%

Daily Std Dev

TLXIX:

13.97%

TLLIX:

14.57%

Max Drawdown

TLXIX:

-31.08%

TLLIX:

-31.41%

Current Drawdown

TLXIX:

-0.77%

TLLIX:

-0.84%

Returns By Period

The year-to-date returns for both investments are quite close, with TLXIX having a 4.31% return and TLLIX slightly higher at 4.41%. Both investments have delivered pretty close results over the past 10 years, with TLXIX having a 8.68% annualized return and TLLIX not far ahead at 8.91%.


TLXIX

YTD

4.31%

1M

8.97%

6M

2.44%

1Y

11.77%

5Y*

12.87%

10Y*

8.68%

TLLIX

YTD

4.41%

1M

9.34%

6M

2.52%

1Y

12.11%

5Y*

13.29%

10Y*

8.91%

*Annualized

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TLXIX vs. TLLIX - Expense Ratio Comparison

Both TLXIX and TLLIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

TLXIX vs. TLLIX — Risk-Adjusted Performance Rank

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

TLXIX
The Risk-Adjusted Performance Rank of TLXIX is 7676
Overall Rank
The Sharpe Ratio Rank of TLXIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TLXIX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TLXIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TLXIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TLXIX is 7878
Martin Ratio Rank

TLLIX
The Risk-Adjusted Performance Rank of TLLIX is 7575
Overall Rank
The Sharpe Ratio Rank of TLLIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TLLIX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of TLLIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TLLIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TLLIX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLXIX vs. TLLIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.


The current TLXIX Sharpe Ratio is 0.85, which is comparable to the TLLIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TLXIX and TLLIX, 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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Dividends

TLXIX vs. TLLIX - Dividend Comparison

TLXIX's dividend yield for the trailing twelve months is around 2.13%, less than TLLIX's 2.16% yield.


TTM20242023202220212020201920182017201620152014
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
2.13%2.22%2.07%2.00%1.89%1.60%2.15%2.41%1.93%2.10%2.19%2.21%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
2.16%2.26%2.17%2.35%2.29%1.71%2.25%2.67%2.08%2.57%2.46%2.33%

Drawdowns

TLXIX vs. TLLIX - Drawdown Comparison

The maximum TLXIX drawdown since its inception was -31.08%, roughly equal to the maximum TLLIX drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for TLXIX and TLLIX. For additional features, visit the drawdowns tool.


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Volatility

TLXIX vs. TLLIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) have volatilities of 4.07% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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