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TLXIX vs. TTIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLXIX vs. TTIIX - 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 2055 Fund (TTIIX). The values are adjusted to include any dividend payments, if applicable.

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TLXIX vs. TTIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
-4.07%20.13%14.63%20.06%-17.26%16.63%17.02%25.84%-6.96%18.87%
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
-4.34%20.96%15.35%20.75%-17.59%17.38%17.22%26.38%-7.17%19.39%

Returns By Period

In the year-to-date period, TLXIX achieves a -4.07% return, which is significantly higher than TTIIX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with TLXIX having a 10.45% annualized return and TTIIX not far ahead at 10.76%.


TLXIX

1D
-0.23%
1M
-7.96%
YTD
-4.07%
6M
-1.37%
1Y
15.62%
3Y*
14.13%
5Y*
7.95%
10Y*
10.45%

TTIIX

1D
-0.24%
1M
-8.37%
YTD
-4.34%
6M
-1.56%
1Y
16.31%
3Y*
14.68%
5Y*
8.29%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLXIX vs. TTIIX - Expense Ratio Comparison

Both TLXIX and TTIIX 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%.


Return for Risk

TLXIX vs. TTIIX — Risk / Return Rank

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

TLXIX
TLXIX Risk / Return Rank: 6161
Overall Rank
TLXIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLXIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TLXIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLXIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLXIX Martin Ratio Rank: 6464
Martin Ratio Rank

TTIIX
TTIIX Risk / Return Rank: 6060
Overall Rank
TTIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TTIIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TTIIX Omega Ratio Rank: 6262
Omega Ratio Rank
TTIIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
TTIIX Martin Ratio Rank: 6363
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.

TLXIX vs. TTIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) and TIAA-CREF Lifecycle Index 2055 Fund (TTIIX). 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.


TLXIXTTIIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.07

+0.02

Sortino ratio

Return per unit of downside risk

1.60

1.57

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.29

1.27

+0.02

Martin ratio

Return relative to average drawdown

6.09

5.98

+0.11

TLXIX vs. TTIIX - Sharpe Ratio Comparison

The current TLXIX Sharpe Ratio is 1.09, which is comparable to the TTIIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TLXIX and TTIIX, 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


TLXIXTTIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.07

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.57

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.69

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.61

+0.08

Correlation

The correlation between TLXIX and TTIIX is 1.00, 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

TLXIX vs. TTIIX - Dividend Comparison

TLXIX's dividend yield for the trailing twelve months is around 3.37%, more than TTIIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
3.37%3.24%2.33%2.07%2.49%2.51%1.77%2.25%2.69%0.16%2.59%2.47%
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
2.90%2.77%2.20%2.15%2.29%2.03%1.67%2.22%2.63%0.11%2.37%0.29%

Drawdowns

TLXIX vs. TTIIX - Drawdown Comparison

The maximum TLXIX drawdown since its inception was -31.08%, roughly equal to the maximum TTIIX drawdown of -31.76%. Use the drawdown chart below to compare losses from any high point for TLXIX and TTIIX.


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Drawdown Indicators


TLXIXTTIIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-31.76%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-10.91%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-25.49%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.08%

-31.76%

+0.68%

Current Drawdown

Current decline from peak

-8.45%

-8.92%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.06%

-4.35%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.42%

-0.13%

Volatility

TLXIX vs. TTIIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) is 4.51%, while TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) has a volatility of 4.77%. This indicates that TLXIX experiences smaller price fluctuations and is considered to be less risky than TTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLXIXTTIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.77%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

8.66%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

15.37%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

14.55%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

15.67%

-0.58%