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TLZIX vs. TLXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLZIX vs. TLXIX - 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 2045 Fund (TLXIX). The values are adjusted to include any dividend payments, if applicable.

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TLZIX vs. TLXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
-3.64%18.86%13.52%18.98%-16.69%14.86%16.26%24.52%-6.39%18.09%
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
-4.07%20.13%14.63%20.06%-17.26%16.63%17.02%25.84%-6.96%18.87%

Returns By Period

In the year-to-date period, TLZIX achieves a -3.64% return, which is significantly higher than TLXIX's -4.07% return. Over the past 10 years, TLZIX has underperformed TLXIX with an annualized return of 9.85%, while TLXIX has yielded a comparatively higher 10.45% annualized return.


TLZIX

1D
-0.15%
1M
-7.35%
YTD
-3.64%
6M
-1.14%
1Y
14.57%
3Y*
13.26%
5Y*
7.37%
10Y*
9.85%

TLXIX

1D
-0.23%
1M
-7.96%
YTD
-4.07%
6M
-1.37%
1Y
15.62%
3Y*
14.13%
5Y*
7.95%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLZIX vs. TLXIX - Expense Ratio Comparison

Both TLZIX and TLXIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TLZIX vs. TLXIX — Risk / Return Rank

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

TLZIX
TLZIX Risk / Return Rank: 6363
Overall Rank
TLZIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TLZIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TLZIX Omega Ratio Rank: 6464
Omega Ratio Rank
TLZIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TLZIX Martin Ratio Rank: 6666
Martin Ratio Rank

TLXIX
TLXIX Risk / Return Rank: 6161
Overall Rank
TLXIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLXIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
TLXIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLXIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLXIX Martin Ratio Rank: 6464
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. TLXIX - 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 2045 Fund (TLXIX). 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.


TLZIXTLXIXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.09

+0.03

Sortino ratio

Return per unit of downside risk

1.63

1.60

+0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.34

1.29

+0.05

Martin ratio

Return relative to average drawdown

6.27

6.09

+0.18

TLZIX vs. TLXIX - Sharpe Ratio Comparison

The current TLZIX Sharpe Ratio is 1.12, which is comparable to the TLXIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TLZIX and TLXIX, 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


TLZIXTLXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.09

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.70

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.69

0.00

Correlation

The correlation between TLZIX and TLXIX is 1.00, 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

TLZIX vs. TLXIX - Dividend Comparison

TLZIX's dividend yield for the trailing twelve months is around 3.96%, more than TLXIX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
3.96%3.82%2.49%2.11%2.62%2.93%1.95%2.26%2.68%0.18%2.64%0.31%
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
3.37%3.24%2.33%2.07%2.49%2.51%1.77%2.25%2.69%0.16%2.59%2.47%

Drawdowns

TLZIX vs. TLXIX - Drawdown Comparison

The maximum TLZIX drawdown since its inception was -28.82%, smaller than the maximum TLXIX drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for TLZIX and TLXIX.


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Drawdown Indicators


TLZIXTLXIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-31.08%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-10.34%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-24.97%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

-31.08%

+2.26%

Current Drawdown

Current decline from peak

-7.77%

-8.45%

+0.68%

Average Drawdown

Average peak-to-trough decline

-4.04%

-4.06%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.29%

-0.20%

Volatility

TLZIX vs. TLXIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) is 4.18%, while TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) has a volatility of 4.51%. This indicates that TLZIX experiences smaller price fluctuations and is considered to be less risky than TLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLZIXTLXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.51%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

8.16%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

14.49%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

13.86%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

15.09%

-1.20%