PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TLYIX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLYIX and VTTHX is 0.99, 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.


-0.50.00.51.01.0

Performance

TLYIX vs. VTTHX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025
5.68%
5.69%
TLYIX
VTTHX

Key characteristics

Sharpe Ratio

TLYIX:

1.53

VTTHX:

1.53

Sortino Ratio

TLYIX:

2.14

VTTHX:

2.13

Omega Ratio

TLYIX:

1.28

VTTHX:

1.28

Calmar Ratio

TLYIX:

2.70

VTTHX:

0.75

Martin Ratio

TLYIX:

8.00

VTTHX:

8.23

Ulcer Index

TLYIX:

1.68%

VTTHX:

1.62%

Daily Std Dev

TLYIX:

8.76%

VTTHX:

8.71%

Max Drawdown

TLYIX:

-26.39%

VTTHX:

-51.76%

Current Drawdown

TLYIX:

-0.99%

VTTHX:

-6.13%

Returns By Period

In the year-to-date period, TLYIX achieves a 2.99% return, which is significantly higher than VTTHX's 2.75% return. Over the past 10 years, TLYIX has outperformed VTTHX with an annualized return of 7.79%, while VTTHX has yielded a comparatively lower 5.56% annualized return.


TLYIX

YTD

2.99%

1M

2.99%

6M

5.68%

1Y

14.42%

5Y*

7.66%

10Y*

7.79%

VTTHX

YTD

2.75%

1M

2.75%

6M

5.68%

1Y

14.29%

5Y*

4.11%

10Y*

5.56%

*Annualized

Compare stocks, funds, or ETFs

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


TLYIX vs. VTTHX - Expense Ratio Comparison

TLYIX has a 0.10% expense ratio, which is higher than VTTHX'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%.


TLYIX
TIAA-CREF Lifecycle Index 2035 Fund
Expense ratio chart for TLYIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTTHX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

TLYIX vs. VTTHX — Risk-Adjusted Performance Rank

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

TLYIX
The Risk-Adjusted Performance Rank of TLYIX is 8080
Overall Rank
The Sharpe Ratio Rank of TLYIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TLYIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TLYIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TLYIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TLYIX is 8080
Martin Ratio Rank

VTTHX
The Risk-Adjusted Performance Rank of VTTHX is 7373
Overall Rank
The Sharpe Ratio Rank of VTTHX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTHX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VTTHX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VTTHX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VTTHX is 8181
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.

TLYIX vs. VTTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and Vanguard Target Retirement 2035 Fund (VTTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for TLYIX, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.001.531.53
The chart of Sortino ratio for TLYIX, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.002.142.13
The chart of Omega ratio for TLYIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.28
The chart of Calmar ratio for TLYIX, currently valued at 2.69, compared to the broader market0.005.0010.0015.0020.002.700.75
The chart of Martin ratio for TLYIX, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.008.008.23
TLYIX
VTTHX

The current TLYIX Sharpe Ratio is 1.53, which is comparable to the VTTHX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TLYIX and VTTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025
1.53
1.53
TLYIX
VTTHX

Dividends

TLYIX vs. VTTHX - Dividend Comparison

TLYIX's dividend yield for the trailing twelve months is around 2.39%, less than VTTHX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
TLYIX
TIAA-CREF Lifecycle Index 2035 Fund
2.39%2.46%2.19%2.11%1.88%1.68%2.15%2.41%1.91%2.07%2.16%2.17%
VTTHX
Vanguard Target Retirement 2035 Fund
2.52%2.59%2.48%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%

Drawdowns

TLYIX vs. VTTHX - Drawdown Comparison

The maximum TLYIX drawdown since its inception was -26.39%, smaller than the maximum VTTHX drawdown of -51.76%. Use the drawdown chart below to compare losses from any high point for TLYIX and VTTHX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-0.99%
-6.13%
TLYIX
VTTHX

Volatility

TLYIX vs. VTTHX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) is 2.64%, while Vanguard Target Retirement 2035 Fund (VTTHX) has a volatility of 2.82%. This indicates that TLYIX experiences smaller price fluctuations and is considered to be less risky than VTTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%SeptemberOctoberNovemberDecember2025
2.64%
2.82%
TLYIX
VTTHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab