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VTSAX vs. TLZIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTSAX vs. TLZIX - Performance Comparison

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

300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
626.10%
319.62%
VTSAX
TLZIX

Returns By Period

In the year-to-date period, VTSAX achieves a 26.28% return, which is significantly higher than TLZIX's 15.22% return. Over the past 10 years, VTSAX has outperformed TLZIX with an annualized return of 12.73%, while TLZIX has yielded a comparatively lower 8.65% annualized return.


VTSAX

YTD

26.28%

1M

4.04%

6M

14.03%

1Y

33.65%

5Y (annualized)

15.20%

10Y (annualized)

12.73%

TLZIX

YTD

15.22%

1M

1.10%

6M

7.41%

1Y

21.49%

5Y (annualized)

9.56%

10Y (annualized)

8.65%

Key characteristics


VTSAXTLZIX
Sharpe Ratio2.682.02
Sortino Ratio3.572.80
Omega Ratio1.491.39
Calmar Ratio3.933.24
Martin Ratio17.1013.71
Ulcer Index1.97%1.57%
Daily Std Dev12.56%10.65%
Max Drawdown-55.34%-28.82%
Current Drawdown-0.28%-0.91%

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VTSAX vs. TLZIX - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is lower than TLZIX's 0.10% 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%.


TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
Expense ratio chart for TLZIX: 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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between VTSAX and TLZIX is 0.97, 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.

Risk-Adjusted Performance

VTSAX vs. TLZIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and TIAA-CREF Lifecycle Index 2040 Fund (TLZIX). 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 VTSAX, currently valued at 2.68, compared to the broader market-1.000.001.002.003.004.005.002.682.02
The chart of Sortino ratio for VTSAX, currently valued at 3.57, compared to the broader market0.005.0010.003.572.80
The chart of Omega ratio for VTSAX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.39
The chart of Calmar ratio for VTSAX, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.933.24
The chart of Martin ratio for VTSAX, currently valued at 17.10, compared to the broader market0.0020.0040.0060.0080.00100.0017.1013.71
VTSAX
TLZIX

The current VTSAX Sharpe Ratio is 2.68, which is higher than the TLZIX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VTSAX and TLZIX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.68
2.02
VTSAX
TLZIX

Dividends

VTSAX vs. TLZIX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.25%, less than TLZIX's 1.83% yield.


TTM20232022202120202019201820172016201520142013
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.25%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
1.83%2.11%2.06%1.88%1.64%2.14%2.40%1.92%2.09%2.19%2.21%1.92%

Drawdowns

VTSAX vs. TLZIX - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.34%, which is greater than TLZIX's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for VTSAX and TLZIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
-0.91%
VTSAX
TLZIX

Volatility

VTSAX vs. TLZIX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 4.18% compared to TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) at 2.62%. This indicates that VTSAX's price experiences larger fluctuations and is considered to be riskier than TLZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
2.62%
VTSAX
TLZIX