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TRPWX vs. TRLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRPWX vs. TRLIX - 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 Value Fund (TRLIX). The values are adjusted to include any dividend payments, if applicable.

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TRPWX vs. TRLIX - 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%
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%

Returns By Period

In the year-to-date period, TRPWX achieves a -6.10% return, which is significantly lower than TRLIX's 1.51% return. Over the past 10 years, TRPWX has underperformed TRLIX with an annualized return of 7.61%, while TRLIX has yielded a comparatively higher 10.65% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRPWX vs. TRLIX - Expense Ratio Comparison

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


Return for Risk

TRPWX vs. TRLIX — 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

TRLIX
TRLIX Risk / Return Rank: 5353
Overall Rank
TRLIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TRLIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TRLIX Omega Ratio Rank: 5454
Omega Ratio Rank
TRLIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
TRLIX Martin Ratio Rank: 5959
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. TRLIX - 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 Value Fund (TRLIX). 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.


TRPWXTRLIXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.02

-0.60

Sortino ratio

Return per unit of downside risk

0.77

1.48

-0.71

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.45

1.35

-0.90

Martin ratio

Return relative to average drawdown

1.32

5.93

-4.61

TRPWX vs. TRLIX - Sharpe Ratio Comparison

The current TRPWX Sharpe Ratio is 0.42, which is lower than the TRLIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TRPWX and TRLIX, 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


TRPWXTRLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.02

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.70

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.59

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.48

-0.05

Correlation

The correlation between TRPWX and TRLIX 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

TRPWX vs. TRLIX - Dividend Comparison

TRPWX's dividend yield for the trailing twelve months is around 11.68%, more than TRLIX's 8.69% 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%
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%

Drawdowns

TRPWX vs. TRLIX - Drawdown Comparison

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


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Drawdown Indicators


TRPWXTRLIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-61.94%

+3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.51%

-11.58%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-44.12%

-20.13%

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.12%

-38.54%

-5.58%

Current Drawdown

Current decline from peak

-22.08%

-5.36%

-16.72%

Average Drawdown

Average peak-to-trough decline

-11.37%

-8.89%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

2.63%

+2.61%

Volatility

TRPWX vs. TRLIX - Volatility Comparison

TIAA-CREF Mid-Cap Growth Fund (TRPWX) has a higher volatility of 7.11% compared to TIAA-CREF Large Cap Value Fund (TRLIX) at 4.38%. This indicates that TRPWX's price experiences larger fluctuations and is considered to be riskier than TRLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRPWXTRLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

4.38%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

8.28%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

15.87%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

14.94%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

18.06%

+5.18%