TRVLX vs. TILVX
Compare and contrast key facts about T. Rowe Price Value Fund (TRVLX) and TIAA-CREF Large-Cap Value Index Fund (TILVX).
TRVLX is managed by T. Rowe Price. TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TRVLX vs. TILVX - Performance Comparison
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TRVLX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 4.31% | 16.37% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 2.07% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
Returns By Period
In the year-to-date period, TRVLX achieves a 4.31% return, which is significantly higher than TILVX's 2.07% return. Over the past 10 years, TRVLX has outperformed TILVX with an annualized return of 11.33%, while TILVX has yielded a comparatively lower 10.22% annualized return.
TRVLX
- 1D
- 1.77%
- 1M
- -5.28%
- YTD
- 4.31%
- 6M
- 10.57%
- 1Y
- 15.40%
- 3Y*
- 16.28%
- 5Y*
- 9.68%
- 10Y*
- 11.33%
TILVX
- 1D
- 2.11%
- 1M
- -4.67%
- YTD
- 2.07%
- 6M
- 5.80%
- 1Y
- 15.81%
- 3Y*
- 14.23%
- 5Y*
- 9.17%
- 10Y*
- 10.22%
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TRVLX vs. TILVX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Return for Risk
TRVLX vs. TILVX — Risk / Return Rank
TRVLX
TILVX
TRVLX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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.
| TRVLX | TILVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.01 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.46 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.30 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.19 | 6.11 | +0.09 |
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
| TRVLX | TILVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.01 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.62 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.58 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.45 | +0.15 |
Correlation
The correlation between TRVLX and TILVX is 0.96, 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
TRVLX vs. TILVX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 7.83%, more than TILVX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 7.83% | 8.17% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.84% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Drawdowns
TRVLX vs. TILVX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, roughly equal to the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for TRVLX and TILVX.
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Drawdown Indicators
| TRVLX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -60.05% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.79% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -19.00% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -40.15% | +1.50% |
Current DrawdownCurrent decline from peak | -5.40% | -4.83% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -8.32% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.51% | +0.10% |
Volatility
TRVLX vs. TILVX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 4.13%, while TIAA-CREF Large-Cap Value Index Fund (TILVX) has a volatility of 4.38%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVLX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.38% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.32% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 15.76% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 14.82% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 17.65% | -0.26% |