TRLIX vs. TISCX
TRLIX (TIAA-CREF Large Cap Value Fund) and TISCX (TIAA-CREF Social Choice Equity Fund) are both mutual funds - TRLIX is a Large Cap Value Equities fund managed by TIAA, while TISCX is a Large Cap Blend Equities fund managed by TIAA. Over the past 10 years, TRLIX returned 11.50%/yr vs 13.80%/yr for TISCX. Their correlation of 0.93 means they have usually moved in the same direction. TRLIX charges 0.41%/yr vs 0.17%/yr for TISCX.
Performance
TRLIX vs. TISCX - Performance Comparison
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Returns By Period
In the year-to-date period, TRLIX achieves a 17.41% return, which is significantly higher than TISCX's 11.18% return. Over the past 10 years, TRLIX has underperformed TISCX with an annualized return of 11.50%, while TISCX has yielded a comparatively higher 13.80% annualized return.
TRLIX
- 1D
- 1.16%
- 1M
- 1.49%
- 6M
- 12.27%
- YTD
- 17.41%
- 1Y
- 30.27%
- 3Y*
- 17.97%
- 5Y*
- 12.42%
- 10Y*
- 11.50%
- ALL TIME*
- 10.12%
TISCX
- 1D
- 1.02%
- 1M
- -1.25%
- 6M
- 9.45%
- YTD
- 11.18%
- 1Y
- 18.66%
- 3Y*
- 17.38%
- 5Y*
- 10.65%
- 10Y*
- 13.80%
- ALL TIME*
- 8.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRLIX vs. TISCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 17.41% | 17.44% | 14.79% | 14.35% | -7.03% | 27.10% | 3.59% | 28.83% | -14.29% | 10.89% |
TISCX TIAA-CREF Social Choice Equity Fund | 11.18% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Correlation
The correlation between TRLIX and TISCX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.93 |
The correlation between TRLIX and TISCX shifts across timeframes, from 0.76 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRLIX vs. TISCX — Risk / Return Rank
TRLIX
TISCX
TRLIX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRLIX | TISCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 1.86 | +1.85 |
| Martin ratioReturn relative to average drawdown | 15.36 | 7.45 | +7.91 |
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Drawdowns
TRLIX vs. TISCX - Drawdown Comparison
The maximum TRLIX drawdown since its inception was -61.94%, which is greater than TISCX's maximum drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TRLIX and TISCX.
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Drawdown Indicators
| TRLIX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -54.65% | -7.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -8.76% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -28.29% | +13.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -28.29% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -34.89% | -3.65% |
Current DrawdownCurrent decline from peak | -0.36% | -2.50% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -10.04% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.19% | -0.38% |
Volatility
TRLIX vs. TISCX - Volatility Comparison
TIAA-CREF Large Cap Value Fund (TRLIX) and TIAA-CREF Social Choice Equity Fund (TISCX) have volatilities of 3.10% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLIX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.21% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 10.63% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 13.57% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 19.41% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 19.37% | -1.42% |
TRLIX vs. TISCX - Expense Ratio Comparison
TRLIX has a 0.41% expense ratio, which is higher than TISCX's 0.17% expense ratio.
Dividends
TRLIX vs. TISCX - Dividend Comparison
TRLIX's dividend yield for the trailing twelve months is around 7.51%, more than TISCX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISCX TIAA-CREF Social Choice Equity Fund | 6.97% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
TRLIX TIAA-CREF Large Cap Value Fund | 7.51% | 8.82% | 4.01% | 8.58% | 6.13% | 9.19% | 1.89% | 2.08% | 12.82% | 5.19% | 4.29% | 1.11% |
Frequently Asked Questions
TRLIX and TISCX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TISCX has higher volatility (3.21%) compared to TRLIX (3.10%). In terms of maximum drawdown, TRLIX dropped -61.94% vs TISCX's -54.65%.
TRLIX currently has the higher Sharpe Ratio (2.38 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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