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TLYIX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLYIX vs. VT - Performance Comparison

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

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TLYIX vs. VT - 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%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, TLYIX achieves a -3.11% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, TLYIX has underperformed VT with an annualized return of 8.95%, while VT has yielded a comparatively higher 11.53% 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%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLYIX vs. VT - Expense Ratio Comparison

TLYIX has a 0.10% expense ratio, which is higher than VT's 0.06% 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%.


Return for Risk

TLYIX vs. VT — 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

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and Vanguard Total World Stock ETF (VT). 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.


TLYIXVTDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.25

-0.09

Sortino ratio

Return per unit of downside risk

1.68

1.84

-0.16

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

1.41

1.83

-0.42

Martin ratio

Return relative to average drawdown

6.52

8.51

-1.99

TLYIX vs. VT - Sharpe Ratio Comparison

The current TLYIX Sharpe Ratio is 1.16, which is comparable to the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TLYIX and VT, 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


TLYIXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.25

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.58

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.67

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.40

+0.30

Correlation

The correlation between TLYIX and VT is 0.98, 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. VT - Dividend Comparison

TLYIX's dividend yield for the trailing twelve months is around 3.81%, more than VT's 1.82% 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%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

TLYIX vs. VT - Drawdown Comparison

The maximum TLYIX drawdown since its inception was -26.39%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TLYIX and VT.


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Drawdown Indicators


TLYIXVTDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-50.27%

+23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-11.84%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-26.38%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.39%

-34.24%

+7.85%

Current Drawdown

Current decline from peak

-6.82%

-6.89%

+0.07%

Average Drawdown

Average peak-to-trough decline

-3.83%

-7.08%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.55%

-0.74%

Volatility

TLYIX vs. VT - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) is 3.70%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that TLYIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLYIXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

6.33%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

9.95%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

17.24%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

15.98%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

17.20%

-4.76%