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TRPWX vs. TILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRPWX vs. TILGX - Performance Comparison

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

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TRPWX vs. TILGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRPWX
TIAA-CREF Mid-Cap Growth Fund
-6.10%4.26%8.50%21.45%-33.08%2.88%45.32%33.47%-8.63%25.57%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
-8.83%15.25%29.23%47.05%-32.76%16.84%44.23%30.76%-0.38%33.89%

Returns By Period

In the year-to-date period, TRPWX achieves a -6.10% return, which is significantly higher than TILGX's -8.83% return. Over the past 10 years, TRPWX has underperformed TILGX with an annualized return of 7.61%, while TILGX has yielded a comparatively higher 14.95% annualized return.


TRPWX

1D
3.75%
1M
-5.59%
YTD
-6.10%
6M
-10.48%
1Y
8.69%
3Y*
5.54%
5Y*
-2.83%
10Y*
7.61%

TILGX

1D
3.55%
1M
-5.15%
YTD
-8.83%
6M
-8.00%
1Y
17.43%
3Y*
19.48%
5Y*
8.44%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRPWX vs. TILGX - Expense Ratio Comparison

TRPWX has a 0.46% expense ratio, which is higher than TILGX's 0.40% expense ratio.


Return for Risk

TRPWX vs. TILGX — Risk / Return Rank

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

TRPWX
TRPWX Risk / Return Rank: 1313
Overall Rank
TRPWX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRPWX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRPWX Omega Ratio Rank: 1313
Omega Ratio Rank
TRPWX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRPWX Martin Ratio Rank: 1212
Martin Ratio Rank

TILGX
TILGX Risk / Return Rank: 3636
Overall Rank
TILGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TILGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TILGX Omega Ratio Rank: 3838
Omega Ratio Rank
TILGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TILGX Martin Ratio Rank: 3030
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.

TRPWX vs. TILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Growth Fund (TRPWX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


TRPWXTILGXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.83

-0.41

Sortino ratio

Return per unit of downside risk

0.77

1.34

-0.57

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.45

1.00

-0.56

Martin ratio

Return relative to average drawdown

1.32

3.43

-2.11

TRPWX vs. TILGX - Sharpe Ratio Comparison

The current TRPWX Sharpe Ratio is 0.42, which is lower than the TILGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TRPWX and TILGX, 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


TRPWXTILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.83

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.39

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.70

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.53

-0.10

Correlation

The correlation between TRPWX and TILGX is 0.91, 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

TRPWX vs. TILGX - Dividend Comparison

TRPWX's dividend yield for the trailing twelve months is around 11.68%, less than TILGX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
TRPWX
TIAA-CREF Mid-Cap Growth Fund
11.68%10.97%0.00%0.18%0.60%15.18%11.52%11.22%17.00%9.47%0.51%8.63%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
15.22%13.87%6.41%0.22%0.42%10.49%37.04%4.41%14.12%3.83%1.82%3.80%

Drawdowns

TRPWX vs. TILGX - Drawdown Comparison

The maximum TRPWX drawdown since its inception was -58.68%, which is greater than TILGX's maximum drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TRPWX and TILGX.


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Drawdown Indicators


TRPWXTILGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-52.16%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.51%

-15.19%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-44.12%

-37.86%

-6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-44.12%

-37.86%

-6.26%

Current Drawdown

Current decline from peak

-22.08%

-12.17%

-9.91%

Average Drawdown

Average peak-to-trough decline

-11.37%

-8.90%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

4.44%

+0.80%

Volatility

TRPWX vs. TILGX - Volatility Comparison

TIAA-CREF Mid-Cap Growth Fund (TRPWX) has a higher volatility of 7.11% compared to TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) at 6.44%. This indicates that TRPWX's price experiences larger fluctuations and is considered to be riskier than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRPWXTILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

6.44%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

12.66%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

22.33%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

21.94%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

21.59%

+1.65%