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TLYIX vs. TLHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLYIX vs. TLHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and TIAA-CREF Lifecycle Index 2030 Fund (TLHIX). The values are adjusted to include any dividend payments, if applicable.

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TLYIX vs. TLHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLYIX
TIAA-CREF Lifecycle Index 2035 Fund
-3.11%17.02%11.83%17.24%-16.30%13.19%15.53%23.03%-5.76%16.49%
TLHIX
TIAA-CREF Lifecycle Index 2030 Fund
-2.76%15.76%10.59%15.54%-15.72%11.65%14.76%21.35%-5.07%14.88%

Returns By Period

In the year-to-date period, TLYIX achieves a -3.11% return, which is significantly lower than TLHIX's -2.76% return. Over the past 10 years, TLYIX has outperformed TLHIX with an annualized return of 8.95%, while TLHIX has yielded a comparatively lower 8.14% annualized return.


TLYIX

1D
-0.03%
1M
-6.49%
YTD
-3.11%
6M
-0.82%
1Y
12.91%
3Y*
11.90%
5Y*
6.45%
10Y*
8.95%

TLHIX

1D
0.00%
1M
-5.92%
YTD
-2.76%
6M
-0.61%
1Y
11.82%
3Y*
10.84%
5Y*
5.73%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLYIX vs. TLHIX - Expense Ratio Comparison

Both TLYIX and TLHIX 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

TLYIX vs. TLHIX — Risk / Return Rank

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

TLYIX
TLYIX Risk / Return Rank: 6666
Overall Rank
TLYIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TLYIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
TLYIX Omega Ratio Rank: 6767
Omega Ratio Rank
TLYIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TLYIX Martin Ratio Rank: 6969
Martin Ratio Rank

TLHIX
TLHIX Risk / Return Rank: 6969
Overall Rank
TLHIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TLHIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TLHIX Omega Ratio Rank: 6969
Omega Ratio Rank
TLHIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TLHIX Martin Ratio Rank: 7171
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.

TLYIX vs. TLHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and TIAA-CREF Lifecycle Index 2030 Fund (TLHIX). 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.


TLYIXTLHIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.21

-0.05

Sortino ratio

Return per unit of downside risk

1.68

1.74

-0.06

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.49

-0.08

Martin ratio

Return relative to average drawdown

6.52

6.77

-0.25

TLYIX vs. TLHIX - Sharpe Ratio Comparison

The current TLYIX Sharpe Ratio is 1.16, which is comparable to the TLHIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of TLYIX and TLHIX, 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


TLYIXTLHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.21

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.57

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.74

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.72

-0.02

Correlation

The correlation between TLYIX and TLHIX 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

TLYIX vs. TLHIX - Dividend Comparison

TLYIX's dividend yield for the trailing twelve months is around 3.81%, less than TLHIX's 4.32% yield.


TTM20252024202320222021202020192018201720162015
TLYIX
TIAA-CREF Lifecycle Index 2035 Fund
3.81%3.70%3.09%2.19%2.70%2.89%2.03%2.26%2.73%0.15%2.56%0.27%
TLHIX
TIAA-CREF Lifecycle Index 2030 Fund
4.32%4.20%3.62%2.44%2.82%3.21%2.06%2.25%2.68%0.14%2.49%0.25%

Drawdowns

TLYIX vs. TLHIX - Drawdown Comparison

The maximum TLYIX drawdown since its inception was -26.39%, which is greater than TLHIX's maximum drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for TLYIX and TLHIX.


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Drawdown Indicators


TLYIXTLHIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-23.86%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-7.32%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-22.15%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-26.39%

-23.86%

-2.53%

Current Drawdown

Current decline from peak

-6.82%

-6.15%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.52%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.62%

+0.19%

Volatility

TLYIX vs. TLHIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) has a higher volatility of 3.70% compared to TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) at 3.31%. This indicates that TLYIX's price experiences larger fluctuations and is considered to be riskier than TLHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLYIXTLHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

3.31%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

5.69%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

9.94%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

10.19%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

11.07%

+1.37%