TRLIX vs. AMD

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Large Cap Value Fund (TRLIX) and Advanced Micro Devices, Inc. (AMD).

TRLIX is managed by TIAA Investments. It was launched on Oct 1, 2002.

Performance

TRLIX vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large Cap Value Fund (TRLIX) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

TRLIX vs. AMD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRLIX TIAA-CREF Large Cap Value Fund	-0.63%	17.44%	14.79%	14.35%	-7.03%	27.10%	3.59%	28.83%	-14.29%	10.89%
AMD Advanced Micro Devices, Inc.	-5.01%	77.30%	-18.06%	127.59%	-54.99%	56.91%	99.98%	148.43%	79.57%	-9.35%

Returns By Period

In the year-to-date period, TRLIX achieves a -0.63% return, which is significantly higher than AMD's -5.01% return. Over the past 10 years, TRLIX has underperformed AMD with an annualized return of 10.41%, while AMD has yielded a comparatively higher 53.34% annualized return.

TRLIX

• 1D: -0.17%
• 1M: -6.77%
• YTD: -0.63%
• 6M: 3.36%
• 1Y: 13.61%
• 3Y*: 15.05%
• 5Y*: 10.13%
• 10Y*: 10.41%

AMD

• 1D: 3.77%
• 1M: 1.61%
• YTD: -5.01%
• 6M: 25.74%
• 1Y: 98.00%
• 3Y*: 27.56%
• 5Y*: 20.20%
• 10Y*: 53.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TRLIX vs. AMD — Risk / Return Rank

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

TRLIX

TRLIX Risk / Return Rank: 49
TRLIX Sharpe Ratio Rank: 49
TRLIX Sortino Ratio Rank: 49
TRLIX Omega Ratio Rank: 54
TRLIX Calmar Ratio Rank: 44
TRLIX Martin Ratio Rank: 50

AMD

AMD Risk / Return Rank: 85
AMD Sharpe Ratio Rank: 85
AMD Sortino Ratio Rank: 84
AMD Omega Ratio Rank: 83
AMD Calmar Ratio Rank: 89
AMD Martin Ratio Rank: 84

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.

TRLIX vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and Advanced Micro Devices, Inc. (AMD). 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.

	TRLIX	AMD	Difference
Sharpe ratio Return per unit of total volatility	0.95	1.52	-0.58
Sortino ratio Return per unit of downside risk	1.38	2.31	-0.93
Omega ratio Gain probability vs. loss probability	1.21	1.30	-0.09
Calmar ratio Return relative to maximum drawdown	1.11	3.50	-2.39
Martin ratio Return relative to average drawdown	4.93	7.16	-2.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRLIX vs. AMD - Sharpe Ratio Comparison

The current TRLIX Sharpe Ratio is 0.95, which is lower than the AMD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TRLIX and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TRLIX	AMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.52	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.38	+0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.91	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.13	+0.35

Correlation

The correlation between TRLIX and AMD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TRLIX vs. AMD - Dividend Comparison

TRLIX's dividend yield for the trailing twelve months is around 8.88%, while AMD has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRLIX TIAA-CREF Large Cap Value Fund	8.88%	8.82%	4.01%	8.58%	6.13%	9.19%	1.89%	2.08%	12.82%	5.19%	4.29%	1.11%
AMD Advanced Micro Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TRLIX vs. AMD - Drawdown Comparison

The maximum TRLIX drawdown since its inception was -61.94%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for TRLIX and AMD.

Drawdown Indicators

	TRLIX	AMD	Difference
Max Drawdown Largest peak-to-trough decline	-61.94%	-96.59%	+34.65%
Max Drawdown (1Y) Largest decline over 1 year	-11.58%	-27.76%	+16.18%
Max Drawdown (5Y) Largest decline over 5 years	-20.13%	-65.45%	+45.32%
Max Drawdown (10Y) Largest decline over 10 years	-38.54%	-65.45%	+26.91%
Current Drawdown Current decline from peak	-7.35%	-23.04%	+15.69%
Average Drawdown Average peak-to-trough decline	-8.89%	-56.90%	+48.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	13.56%	-10.95%

Volatility

TRLIX vs. AMD - Volatility Comparison

The current volatility for TIAA-CREF Large Cap Value Fund (TRLIX) is 3.62%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 16.50%. This indicates that TRLIX experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRLIX	AMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	16.50%	-12.88%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	49.06%	-41.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.76%	64.69%	-48.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	53.46%	-38.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	58.64%	-40.60%