TRLIX vs. VT
Compare and contrast key facts about TIAA-CREF Large Cap Value Fund (TRLIX) and Vanguard Total World Stock ETF (VT).
TRLIX is managed by TIAA Investments. It was launched on Oct 1, 2002. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
TRLIX vs. VT - Performance Comparison
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TRLIX vs. VT - 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% |
VT Vanguard Total World Stock ETF | -0.74% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, TRLIX achieves a -0.63% return, which is significantly higher than VT's -0.74% return. Over the past 10 years, TRLIX has underperformed VT with an annualized return of 10.41%, while VT has yielded a comparatively higher 11.64% 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%
VT
- 1D
- 0.99%
- 1M
- -4.72%
- YTD
- -0.74%
- 6M
- 1.90%
- 1Y
- 22.33%
- 3Y*
- 17.24%
- 5Y*
- 9.43%
- 10Y*
- 11.64%
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TRLIX vs. VT - Expense Ratio Comparison
TRLIX has a 0.41% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
TRLIX vs. VT — Risk / Return Rank
TRLIX
VT
TRLIX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.30 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.90 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.92 | -0.81 |
Martin ratioReturn relative to average drawdown | 4.93 | 8.83 | -3.90 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.30 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.68 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.40 | +0.07 |
Correlation
The correlation between TRLIX and VT is 0.90, 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. VT - Dividend Comparison
TRLIX's dividend yield for the trailing twelve months is around 8.88%, more than VT's 1.80% yield.
| 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% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
TRLIX vs. VT - Drawdown Comparison
The maximum TRLIX drawdown since its inception was -61.94%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TRLIX and VT.
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Drawdown Indicators
| TRLIX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -50.27% | -11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.84% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -26.38% | +6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -34.24% | -4.30% |
Current DrawdownCurrent decline from peak | -7.35% | -5.97% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -7.08% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.57% | +0.04% |
Volatility
TRLIX vs. VT - Volatility Comparison
The current volatility for TIAA-CREF Large Cap Value Fund (TRLIX) is 3.62%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.18%. This indicates that TRLIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLIX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 6.18% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 10.00% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 17.26% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.98% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 17.20% | +0.84% |