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TRLIX vs. TRPWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRLIX vs. TRPWX - Performance Comparison

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

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TRLIX vs. TRPWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TRPWX
TIAA-CREF Mid-Cap Growth Fund
-9.49%4.26%8.50%21.45%-33.08%2.88%45.32%33.47%-8.63%25.57%

Returns By Period

In the year-to-date period, TRLIX achieves a -0.63% return, which is significantly higher than TRPWX's -9.49% return. Over the past 10 years, TRLIX has outperformed TRPWX with an annualized return of 10.41%, while TRPWX has yielded a comparatively lower 7.21% 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%

TRPWX

1D
-1.60%
1M
-8.64%
YTD
-9.49%
6M
-13.94%
1Y
5.85%
3Y*
4.25%
5Y*
-3.19%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRLIX vs. TRPWX - Expense Ratio Comparison

TRLIX has a 0.41% expense ratio, which is lower than TRPWX's 0.46% expense ratio.


Return for Risk

TRLIX vs. TRPWX — Risk / Return Rank

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

TRLIX
TRLIX Risk / Return Rank: 4949
Overall Rank
TRLIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TRLIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TRLIX Omega Ratio Rank: 5454
Omega Ratio Rank
TRLIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TRLIX Martin Ratio Rank: 5050
Martin Ratio Rank

TRPWX
TRPWX Risk / Return Rank: 1010
Overall Rank
TRPWX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TRPWX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TRPWX Omega Ratio Rank: 1111
Omega Ratio Rank
TRPWX Calmar Ratio Rank: 88
Calmar Ratio Rank
TRPWX Martin Ratio Rank: 88
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.

TRLIX vs. TRPWX - 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 Mid-Cap Growth Fund (TRPWX). 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.


TRLIXTRPWXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.24

+0.71

Sortino ratio

Return per unit of downside risk

1.38

0.51

+0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.07

+0.15

Calmar ratio

Return relative to maximum drawdown

1.11

0.09

+1.02

Martin ratio

Return relative to average drawdown

4.93

0.28

+4.64

TRLIX vs. TRPWX - Sharpe Ratio Comparison

The current TRLIX Sharpe Ratio is 0.95, which is higher than the TRPWX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of TRLIX and TRPWX, 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


TRLIXTRPWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.24

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.14

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.31

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.42

+0.05

Correlation

The correlation between TRLIX and TRPWX is 0.83, 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. TRPWX - Dividend Comparison

TRLIX's dividend yield for the trailing twelve months is around 8.88%, less than TRPWX's 12.12% yield.


TTM20252024202320222021202020192018201720162015
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%
TRPWX
TIAA-CREF Mid-Cap Growth Fund
12.12%10.97%0.00%0.18%0.60%15.18%11.52%11.22%17.00%9.47%0.51%8.63%

Drawdowns

TRLIX vs. TRPWX - Drawdown Comparison

The maximum TRLIX drawdown since its inception was -61.94%, which is greater than TRPWX's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for TRLIX and TRPWX.


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Drawdown Indicators


TRLIXTRPWXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-58.68%

-3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-15.51%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-44.12%

+23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-44.12%

+5.58%

Current Drawdown

Current decline from peak

-7.35%

-24.89%

+17.54%

Average Drawdown

Average peak-to-trough decline

-8.89%

-11.37%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

5.19%

-2.58%

Volatility

TRLIX vs. TRPWX - Volatility Comparison

The current volatility for TIAA-CREF Large Cap Value Fund (TRLIX) is 3.62%, while TIAA-CREF Mid-Cap Growth Fund (TRPWX) has a volatility of 5.84%. This indicates that TRLIX experiences smaller price fluctuations and is considered to be less risky than TRPWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRLIXTRPWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.84%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

13.26%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

23.32%

-7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

23.48%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

23.21%

-5.17%