VTSAX vs. TLZIX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and TIAA-CREF Lifecycle Index 2040 Fund (TLZIX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000. TLZIX is managed by TIAA Investments. It was launched on Sep 29, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSAX or TLZIX.
Key characteristics
| VTSAX | TLZIX | |
|---|---|---|
| YTD Return | 26.26% | 16.12% |
| 1Y Return | 40.42% | 27.64% |
| 3Y Return (Ann) | 8.66% | 4.61% |
| 5Y Return (Ann) | 15.35% | 9.79% |
| 10Y Return (Ann) | 12.89% | 8.87% |
| Sharpe Ratio | 3.08 | 2.47 |
| Sortino Ratio | 4.11 | 3.41 |
| Omega Ratio | 1.57 | 1.49 |
| Calmar Ratio | 4.19 | 2.54 |
| Martin Ratio | 20.10 | 17.32 |
| Ulcer Index | 1.95% | 1.54% |
| Daily Std Dev | 12.73% | 10.82% |
| Max Drawdown | -55.34% | -28.82% |
| Current Drawdown | 0.00% | -0.13% |
Correlation
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.
Performance
VTSAX vs. TLZIX - Performance Comparison
In the year-to-date period, VTSAX achieves a 26.26% return, which is significantly higher than TLZIX's 16.12% return. Over the past 10 years, VTSAX has outperformed TLZIX with an annualized return of 12.89%, while TLZIX has yielded a comparatively lower 8.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
VTSAX vs. TLZIX - Dividend Comparison
VTSAX's dividend yield for the trailing twelve months is around 1.25%, less than TLZIX's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.82% | 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.
Volatility
VTSAX vs. TLZIX - Volatility Comparison
Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 4.07% compared to TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) at 2.69%. 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.