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TLYIX vs. VTTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TLYIXVTTHX
YTD Return14.19%13.81%
1Y Return23.80%23.73%
3Y Return (Ann)3.77%3.49%
5Y Return (Ann)8.73%8.41%
10Y Return (Ann)8.12%7.77%
Sharpe Ratio2.552.68
Sortino Ratio3.633.84
Omega Ratio1.521.52
Calmar Ratio2.462.30
Martin Ratio17.7216.76
Ulcer Index1.40%1.47%
Daily Std Dev9.74%9.19%
Max Drawdown-26.39%-51.76%
Current Drawdown-0.04%-0.04%

Correlation

-0.50.00.51.01.0

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.

Performance

TLYIX vs. VTTHX - Performance Comparison

The year-to-date returns for both stocks are quite close, with TLYIX having a 14.19% return and VTTHX slightly lower at 13.81%. Both investments have delivered pretty close results over the past 10 years, with TLYIX having a 8.12% annualized return and VTTHX not far behind at 7.77%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.60%
8.57%
TLYIX
VTTHX

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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 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.


TLYIX
Sharpe ratio
The chart of Sharpe ratio for TLYIX, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for TLYIX, currently valued at 3.63, compared to the broader market0.005.0010.003.63
Omega ratio
The chart of Omega ratio for TLYIX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for TLYIX, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.002.46
Martin ratio
The chart of Martin ratio for TLYIX, currently valued at 17.72, compared to the broader market0.0020.0040.0060.0080.00100.0017.72
VTTHX
Sharpe ratio
The chart of Sharpe ratio for VTTHX, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for VTTHX, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for VTTHX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for VTTHX, currently valued at 2.30, compared to the broader market0.005.0010.0015.0020.002.30
Martin ratio
The chart of Martin ratio for VTTHX, currently valued at 16.76, compared to the broader market0.0020.0040.0060.0080.00100.0016.76

TLYIX vs. VTTHX - Sharpe Ratio Comparison

The current TLYIX Sharpe Ratio is 2.55, which is comparable to the VTTHX Sharpe Ratio of 2.68. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.55
2.68
TLYIX
VTTHX

Dividends

TLYIX vs. VTTHX - Dividend Comparison

TLYIX's dividend yield for the trailing twelve months is around 1.92%, less than VTTHX's 2.17% yield.


TTM20232022202120202019201820172016201520142013
TLYIX
TIAA-CREF Lifecycle Index 2035 Fund
1.92%2.19%2.11%1.88%1.68%2.15%2.41%1.91%2.07%2.16%2.17%1.87%
VTTHX
Vanguard Target Retirement 2035 Fund
2.17%2.47%2.08%2.34%1.62%2.33%2.47%1.98%2.01%2.20%2.06%1.91%

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
-0.04%
TLYIX
VTTHX

Volatility

TLYIX vs. VTTHX - Volatility Comparison

TIAA-CREF Lifecycle Index 2035 Fund (TLYIX) and Vanguard Target Retirement 2035 Fund (VTTHX) have volatilities of 2.27% and 2.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.27%
2.24%
TLYIX
VTTHX