TRLIX vs. FSKAX
Compare and contrast key facts about TIAA-CREF Large Cap Value Fund (TRLIX) and Fidelity Total Market Index Fund (FSKAX).
TRLIX is managed by TIAA Investments. It was launched on Oct 1, 2002. FSKAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRLIX or FSKAX.
Key characteristics
| TRLIX | FSKAX | |
|---|---|---|
| YTD Return | 15.47% | 17.98% |
| 1Y Return | 22.70% | 27.68% |
| 3Y Return (Ann) | 9.58% | 8.35% |
| 5Y Return (Ann) | 11.86% | 14.44% |
| 10Y Return (Ann) | 8.66% | 12.30% |
| Sharpe Ratio | 1.44 | 2.11 |
| Daily Std Dev | 15.88% | 13.12% |
| Max Drawdown | -61.94% | -35.01% |
| Current Drawdown | -0.86% | -0.44% |
Correlation
The correlation between TRLIX and FSKAX is 0.92, 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
TRLIX vs. FSKAX - Performance Comparison
In the year-to-date period, TRLIX achieves a 15.47% return, which is significantly lower than FSKAX's 17.98% return. Over the past 10 years, TRLIX has underperformed FSKAX with an annualized return of 8.66%, while FSKAX has yielded a comparatively higher 12.30% 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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TRLIX vs. FSKAX - Expense Ratio Comparison
TRLIX has a 0.41% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Risk-Adjusted Performance
TRLIX vs. FSKAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and Fidelity Total Market Index Fund (FSKAX). 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
TRLIX vs. FSKAX - Dividend Comparison
TRLIX's dividend yield for the trailing twelve months is around 7.43%, more than FSKAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 7.43% | 8.58% | 6.13% | 9.19% | 1.89% | 2.08% | 12.82% | 6.65% | 4.29% | 7.62% | 6.55% | 8.36% |
FSKAX Fidelity Total Market Index Fund | 1.22% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.33% | 2.43% | 2.49% | 1.63% | 1.54% |
Drawdowns
TRLIX vs. FSKAX - Drawdown Comparison
The maximum TRLIX drawdown since its inception was -61.94%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for TRLIX and FSKAX. For additional features, visit the drawdowns tool.
Volatility
TRLIX vs. FSKAX - Volatility Comparison
The current volatility for TIAA-CREF Large Cap Value Fund (TRLIX) is 3.08%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.21%. This indicates that TRLIX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.