PortfoliosLab logoPortfoliosLab logo
TNXAX vs. TSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNXAX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TNXAX vs. TSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
-0.91%10.19%8.37%9.11%-8.74%10.02%13.24%18.22%-4.28%8.13%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
-5.91%20.04%15.46%22.72%-19.57%17.10%19.69%27.97%-11.27%21.20%

Returns By Period

In the year-to-date period, TNXAX achieves a -0.91% return, which is significantly higher than TSAIX's -5.91% return.


TNXAX

1D
0.19%
1M
-5.39%
YTD
-0.91%
6M
1.50%
1Y
8.53%
3Y*
7.97%
5Y*
4.98%
10Y*

TSAIX

1D
-0.38%
1M
-9.58%
YTD
-5.91%
6M
-3.06%
1Y
15.39%
3Y*
14.41%
5Y*
7.42%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TNXAX vs. TSAIX - Expense Ratio Comparison

TNXAX has a 1.14% expense ratio, which is higher than TSAIX's 0.04% expense ratio.


Return for Risk

TNXAX vs. TSAIX — Risk / Return Rank

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

TNXAX
TNXAX Risk / Return Rank: 7171
Overall Rank
TNXAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TNXAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TNXAX Omega Ratio Rank: 7575
Omega Ratio Rank
TNXAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TNXAX Martin Ratio Rank: 6464
Martin Ratio Rank

TSAIX
TSAIX Risk / Return Rank: 4646
Overall Rank
TSAIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TSAIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSAIX Omega Ratio Rank: 4848
Omega Ratio Rank
TSAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSAIX Martin Ratio Rank: 4949
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.

TNXAX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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.


TNXAXTSAIXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.92

+0.46

Sortino ratio

Return per unit of downside risk

1.80

1.37

+0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.51

1.08

+0.43

Martin ratio

Return relative to average drawdown

6.07

4.80

+1.27

TNXAX vs. TSAIX - Sharpe Ratio Comparison

The current TNXAX Sharpe Ratio is 1.37, which is higher than the TSAIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TNXAX and TSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TNXAXTSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.92

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.46

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.65

+0.07

Correlation

The correlation between TNXAX and TSAIX is 0.87, 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

TNXAX vs. TSAIX - Dividend Comparison

TNXAX's dividend yield for the trailing twelve months is around 7.52%, less than TSAIX's 7.84% yield.


TTM20252024202320222021202020192018201720162015
TNXAX
1290 Loomis Sayles Multi-Asset Income Fund Class A
7.52%7.45%9.48%5.31%4.42%9.95%7.91%5.34%4.75%6.06%0.00%0.00%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
7.84%7.38%2.94%1.81%9.27%11.82%5.59%5.71%5.71%1.13%4.12%7.19%

Drawdowns

TNXAX vs. TSAIX - Drawdown Comparison

The maximum TNXAX drawdown since its inception was -20.07%, smaller than the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for TNXAX and TSAIX.


Loading graphics...

Drawdown Indicators


TNXAXTSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-34.58%

+14.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-11.72%

+6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-28.28%

+10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

Current Drawdown

Current decline from peak

-5.39%

-10.28%

+4.89%

Average Drawdown

Average peak-to-trough decline

-2.96%

-4.96%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.77%

-1.38%

Volatility

TNXAX vs. TSAIX - Volatility Comparison

The current volatility for 1290 Loomis Sayles Multi-Asset Income Fund Class A (TNXAX) is 2.47%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 5.29%. This indicates that TNXAX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TNXAXTSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

5.29%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

9.81%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

17.09%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

16.15%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

17.59%

-8.54%