TLYIX vs. VOO
Compare and contrast key facts about TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and Vanguard S&P 500 ETF (VOO).
TLYIX is managed by TIAA Investments. It was launched on Sep 29, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TLYIX or VOO.
Performance
TLYIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TLYIX achieves a 12.69% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, TLYIX has underperformed VOO with an annualized return of 7.88%, while VOO has yielded a comparatively higher 13.15% annualized return.
TLYIX
12.69%
-1.03%
5.71%
18.61%
8.38%
7.88%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| TLYIX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.69 |
| Sortino Ratio | 2.86 | 3.59 |
| Omega Ratio | 1.40 | 1.50 |
| Calmar Ratio | 2.53 | 3.89 |
| Martin Ratio | 13.59 | 17.64 |
| Ulcer Index | 1.42% | 1.86% |
| Daily Std Dev | 9.63% | 12.20% |
| Max Drawdown | -26.39% | -33.99% |
| Current Drawdown | -1.35% | -1.40% |
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TLYIX vs. VOO - Expense Ratio Comparison
TLYIX has a 0.10% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between TLYIX and VOO is 0.96, 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.
Risk-Adjusted Performance
TLYIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
TLYIX vs. VOO - Dividend Comparison
TLYIX's dividend yield for the trailing twelve months is around 1.95%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLYIX TIAA-CREF Lifecycle Index 2035 Fund | 1.95% | 2.19% | 2.11% | 1.88% | 1.68% | 2.15% | 2.41% | 1.91% | 2.07% | 2.16% | 2.17% | 1.87% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TLYIX vs. VOO - Drawdown Comparison
The maximum TLYIX drawdown since its inception was -26.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TLYIX and VOO. For additional features, visit the drawdowns tool.
Volatility
TLYIX vs. VOO - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) is 2.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that TLYIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.