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TRILX vs. TLLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRILX vs. TLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index Retirement Income Fund (TRILX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). The values are adjusted to include any dividend payments, if applicable.

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TRILX vs. TLLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRILX
TIAA-CREF Lifecycle Index Retirement Income Fund
-2.41%12.94%7.85%11.89%-13.47%7.13%12.05%15.39%-2.66%9.13%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
-4.26%20.75%15.17%20.53%-17.52%17.12%17.20%26.04%-7.05%19.20%

Returns By Period

In the year-to-date period, TRILX achieves a -2.41% return, which is significantly higher than TLLIX's -4.26% return. Over the past 10 years, TRILX has underperformed TLLIX with an annualized return of 5.76%, while TLLIX has yielded a comparatively higher 10.65% annualized return.


TRILX

1D
0.12%
1M
-5.03%
YTD
-2.41%
6M
-0.68%
1Y
8.74%
3Y*
8.34%
5Y*
4.11%
10Y*
5.76%

TLLIX

1D
-0.25%
1M
-8.27%
YTD
-4.26%
6M
-1.50%
1Y
16.12%
3Y*
14.53%
5Y*
8.19%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRILX vs. TLLIX - Expense Ratio Comparison

Both TRILX and TLLIX 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

TRILX vs. TLLIX — Risk / Return Rank

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

TRILX
TRILX Risk / Return Rank: 6969
Overall Rank
TRILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TRILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TRILX Omega Ratio Rank: 6767
Omega Ratio Rank
TRILX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TRILX Martin Ratio Rank: 7272
Martin Ratio Rank

TLLIX
TLLIX Risk / Return Rank: 6161
Overall Rank
TLLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLLIX 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.

TRILX vs. TLLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index Retirement Income Fund (TRILX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.


TRILXTLLIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.08

+0.16

Sortino ratio

Return per unit of downside risk

1.76

1.58

+0.18

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.58

1.27

+0.31

Martin ratio

Return relative to average drawdown

6.84

6.02

+0.81

TRILX vs. TLLIX - Sharpe Ratio Comparison

The current TRILX Sharpe Ratio is 1.24, which is comparable to the TLLIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TRILX and TLLIX, 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


TRILXTLLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.08

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.57

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.69

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.68

+0.21

Correlation

The correlation between TRILX and TLLIX is 0.93, 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

TRILX vs. TLLIX - Dividend Comparison

TRILX's dividend yield for the trailing twelve months is around 3.07%, less than TLLIX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
TRILX
TIAA-CREF Lifecycle Index Retirement Income Fund
3.07%3.49%5.25%2.61%3.50%4.07%2.15%2.39%2.96%0.90%2.12%0.95%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
3.26%3.12%2.26%2.17%2.35%2.29%1.71%2.25%2.67%0.15%2.57%0.27%

Drawdowns

TRILX vs. TLLIX - Drawdown Comparison

The maximum TRILX drawdown since its inception was -18.55%, smaller than the maximum TLLIX drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for TRILX and TLLIX.


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Drawdown Indicators


TRILXTLLIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.55%

-31.41%

+12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-10.75%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-25.38%

+6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-18.55%

-31.41%

+12.86%

Current Drawdown

Current decline from peak

-5.19%

-8.79%

+3.60%

Average Drawdown

Average peak-to-trough decline

-2.32%

-4.19%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.38%

-1.15%

Volatility

TRILX vs. TLLIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index Retirement Income Fund (TRILX) is 2.70%, while TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) has a volatility of 4.68%. This indicates that TRILX experiences smaller price fluctuations and is considered to be less risky than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRILXTLLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.68%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

8.51%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

15.13%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

14.37%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

15.46%

-8.26%