PortfoliosLab logo
TLXNX vs. VTTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLXNX and VTTSX is 0.95, 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

TLXNX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2060 Fund (TLXNX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

TLXNX:

5.69%

VTTSX:

15.24%

Max Drawdown

TLXNX:

-0.33%

VTTSX:

-31.38%

Current Drawdown

TLXNX:

0.00%

VTTSX:

-3.20%

Returns By Period


TLXNX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTTSX

YTD

1.64%

1M

6.35%

6M

-0.85%

1Y

8.98%

5Y*

11.53%

10Y*

7.87%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TLXNX vs. VTTSX - Expense Ratio Comparison

TLXNX has a 0.22% expense ratio, which is higher than VTTSX's 0.08% 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%.


Risk-Adjusted Performance

TLXNX vs. VTTSX — Risk-Adjusted Performance Rank

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

TLXNX
The Risk-Adjusted Performance Rank of TLXNX is 4646
Overall Rank
The Sharpe Ratio Rank of TLXNX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of TLXNX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TLXNX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TLXNX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of TLXNX is 4747
Martin Ratio Rank

VTTSX
The Risk-Adjusted Performance Rank of VTTSX is 7171
Overall Rank
The Sharpe Ratio Rank of VTTSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTTSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTTSX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTTSX 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.

TLXNX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2060 Fund (TLXNX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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.



Loading data...

Dividends

TLXNX vs. VTTSX - Dividend Comparison

TLXNX has not paid dividends to shareholders, while VTTSX's dividend yield for the trailing twelve months is around 2.10%.


TTM20242023202220212020201920182017201620152014
TLXNX
TIAA-CREF Lifecycle 2060 Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
2.10%2.14%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%

Drawdowns

TLXNX vs. VTTSX - Drawdown Comparison

The maximum TLXNX drawdown since its inception was -0.33%, smaller than the maximum VTTSX drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for TLXNX and VTTSX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

TLXNX vs. VTTSX - Volatility Comparison


Loading data...