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TLZIX vs. TFITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLZIX vs. TFITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) and TIAA-CREF Lifecycle Index 2065 Fund (TFITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TLZIX achieves a 9.97% return, which is significantly lower than TFITX's 12.03% return.


TLZIX

1D
1.04%
1M
1.66%
YTD
9.97%
6M
9.80%
1Y
23.81%
3Y*
16.44%
5Y*
9.35%
10Y*
11.16%

TFITX

1D
1.29%
1M
1.90%
YTD
12.03%
6M
11.83%
1Y
28.15%
3Y*
18.92%
5Y*
11.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLZIX vs. TFITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
9.97%18.86%13.52%18.98%-16.69%14.86%8.51%
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
12.03%21.24%15.76%21.16%-17.62%18.06%10.38%

Correlation

The correlation between TLZIX and TFITX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2020

1.00

The correlation between TLZIX and TFITX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

TLZIX vs. TFITX — Risk / Return Rank

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

TLZIX
TLZIX Risk / Return Rank: 6969
Overall Rank
TLZIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TLZIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TLZIX Omega Ratio Rank: 6767
Omega Ratio Rank
TLZIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TLZIX Martin Ratio Rank: 7474
Martin Ratio Rank

TFITX
TFITX Risk / Return Rank: 6868
Overall Rank
TFITX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TFITX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TFITX Omega Ratio Rank: 6464
Omega Ratio Rank
TFITX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TFITX Martin Ratio Rank: 7676
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.

TLZIX vs. TFITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) and TIAA-CREF Lifecycle Index 2065 Fund (TFITX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLZIXTFITXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.41

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.05

3.07

-0.02

Martin ratioReturn relative to average drawdown

13.18

13.38

-0.20

TLZIX vs. TFITX - Sharpe Ratio Comparison

The current TLZIX Sharpe Ratio is 2.23, which is comparable to the TFITX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TLZIX and TFITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLZIX vs. TFITX - Drawdown Comparison

The maximum TLZIX drawdown since its inception was -28.82%, which is greater than TFITX's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for TLZIX and TFITX.


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Drawdown Indicators


TLZIXTFITXDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-25.64%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-9.12%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-15.56%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-25.64%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-0.38%

-0.48%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.00%

-5.24%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.08%

-0.29%

Volatility

TLZIX vs. TFITX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) is 4.31%, while TIAA-CREF Lifecycle Index 2065 Fund (TFITX) has a volatility of 5.14%. This indicates that TLZIX experiences smaller price fluctuations and is considered to be less risky than TFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLZIXTFITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.14%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

10.46%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

12.61%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

15.11%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

14.90%

-0.93%

TLZIX vs. TFITX - Expense Ratio Comparison

TLZIX has a 0.10% expense ratio, which is lower than TFITX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TLZIX vs. TFITX - Dividend Comparison

TLZIX's dividend yield for the trailing twelve months is around 3.47%, more than TFITX's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
2.18%2.44%2.12%2.05%2.09%1.84%1.55%0.00%0.00%0.00%0.00%0.00%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
3.47%3.82%2.49%2.11%2.62%2.93%1.95%2.26%2.68%0.18%2.64%0.31%

Frequently Asked Questions


With a correlation of 1.00, TLZIX and TFITX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TFITX has higher volatility (5.14%) compared to TLZIX (4.31%). In terms of maximum drawdown, TLZIX dropped -28.82% vs TFITX's -25.64%.

TLZIX currently has the higher Sharpe Ratio (2.23 vs 2.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TLZIX and TFITX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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