TRLIX vs. MGV
Compare and contrast key facts about TIAA-CREF Large Cap Value Fund (TRLIX) and Vanguard Mega Cap Value ETF (MGV).
TRLIX is managed by TIAA Investments. It was launched on Oct 1, 2002. MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Performance
TRLIX vs. MGV - Performance Comparison
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TRLIX vs. MGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 1.51% | 17.44% | 14.79% | 14.35% | -7.03% | 27.10% | 3.59% | 28.83% | -14.29% | 10.89% |
MGV Vanguard Mega Cap Value ETF | 3.51% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Returns By Period
In the year-to-date period, TRLIX achieves a 1.51% return, which is significantly lower than MGV's 3.51% return. Over the past 10 years, TRLIX has underperformed MGV with an annualized return of 10.65%, while MGV has yielded a comparatively higher 12.08% annualized return.
TRLIX
- 1D
- 2.15%
- 1M
- -4.57%
- YTD
- 1.51%
- 6M
- 5.67%
- 1Y
- 16.26%
- 3Y*
- 15.87%
- 5Y*
- 10.37%
- 10Y*
- 10.65%
MGV
- 1D
- 0.25%
- 1M
- -4.32%
- YTD
- 3.51%
- 6M
- 6.42%
- 1Y
- 15.59%
- 3Y*
- 15.57%
- 5Y*
- 11.38%
- 10Y*
- 12.08%
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TRLIX vs. MGV - Expense Ratio Comparison
TRLIX has a 0.41% expense ratio, which is higher than MGV's 0.07% expense ratio.
Return for Risk
TRLIX vs. MGV — Risk / Return Rank
TRLIX
MGV
TRLIX vs. MGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and Vanguard Mega Cap Value ETF (MGV). 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 | MGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.07 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.53 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.93 | 6.06 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRLIX | MGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.07 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.84 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.74 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.02 |
Correlation
The correlation between TRLIX and MGV is 0.96, 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
TRLIX vs. MGV - Dividend Comparison
TRLIX's dividend yield for the trailing twelve months is around 8.69%, more than MGV's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 8.69% | 8.82% | 4.01% | 8.58% | 6.13% | 9.19% | 1.89% | 2.08% | 12.82% | 5.19% | 4.29% | 1.11% |
MGV Vanguard Mega Cap Value ETF | 2.06% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Drawdowns
TRLIX vs. MGV - Drawdown Comparison
The maximum TRLIX drawdown since its inception was -61.94%, which is greater than MGV's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for TRLIX and MGV.
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Drawdown Indicators
| TRLIX | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -55.87% | -6.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -10.91% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -16.54% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -35.41% | -3.13% |
Current DrawdownCurrent decline from peak | -5.36% | -4.66% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -7.76% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.52% | +0.11% |
Volatility
TRLIX vs. MGV - Volatility Comparison
TIAA-CREF Large Cap Value Fund (TRLIX) has a higher volatility of 4.38% compared to Vanguard Mega Cap Value ETF (MGV) at 3.55%. This indicates that TRLIX's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLIX | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.55% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 7.47% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 14.59% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 13.56% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.33% | +1.73% |