TSAIX vs. GWPAX
TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) and GWPAX (American Funds Growth Portfolio Class A) are both Diversified Portfolio funds. Over the past 10 years, TSAIX returned 12.53%/yr vs 13.80%/yr for GWPAX. With a 0.97 correlation, they move nearly in lockstep. TSAIX charges 0.04%/yr vs 0.73%/yr for GWPAX.
Performance
TSAIX vs. GWPAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSAIX achieves a 10.46% return, which is significantly lower than GWPAX's 11.09% return. Over the past 10 years, TSAIX has underperformed GWPAX with an annualized return of 12.53%, while GWPAX has yielded a comparatively higher 13.80% annualized return.
TSAIX
- 1D
- -0.04%
- 1M
- 2.25%
- YTD
- 10.46%
- 6M
- 9.77%
- 1Y
- 25.69%
- 3Y*
- 18.90%
- 5Y*
- 9.54%
- 10Y*
- 12.53%
GWPAX
- 1D
- -0.22%
- 1M
- 2.55%
- YTD
- 11.09%
- 6M
- 10.32%
- 1Y
- 26.08%
- 3Y*
- 21.64%
- 5Y*
- 10.09%
- 10Y*
- 13.80%
TSAIX vs. GWPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 10.46% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
GWPAX American Funds Growth Portfolio Class A | 11.09% | 20.47% | 20.17% | 28.76% | -26.97% | 18.59% | 25.34% | 27.19% | -6.59% | 25.12% |
Correlation
The correlation between TSAIX and GWPAX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.97 |
The correlation between TSAIX and GWPAX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
TSAIX vs. GWPAX — Risk / Return Rank
TSAIX
GWPAX
TSAIX vs. GWPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) and American Funds Growth Portfolio Class A (GWPAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSAIX | GWPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.32 | +0.30 |
| Martin ratioReturn relative to average drawdown | 11.24 | 10.05 | +1.19 |
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Drawdowns
TSAIX vs. GWPAX - Drawdown Comparison
The maximum TSAIX drawdown since its inception was -34.58%, roughly equal to the maximum GWPAX drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for TSAIX and GWPAX.
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Drawdown Indicators
| TSAIX | GWPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.58% | -34.15% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.28% | -11.78% | +1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -19.42% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.28% | -34.15% | +5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -34.15% | -0.43% |
Current DrawdownCurrent decline from peak | -0.16% | -0.22% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.70% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.71% | -0.33% |
Volatility
TSAIX vs. GWPAX - Volatility Comparison
The current volatility for TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) is 5.28%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 6.00%. This indicates that TSAIX experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSAIX | GWPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 6.00% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 12.35% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 15.21% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 18.39% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 18.09% | -0.39% |
TSAIX vs. GWPAX - Expense Ratio Comparison
TSAIX has a 0.04% expense ratio, which is lower than GWPAX's 0.73% expense ratio.
Dividends
TSAIX vs. GWPAX - Dividend Comparison
TSAIX's dividend yield for the trailing twelve months is around 6.68%, more than GWPAX's 5.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWPAX American Funds Growth Portfolio Class A | 5.18% | 5.75% | 5.83% | 1.61% | 9.94% | 3.42% | 3.42% | 5.77% | 6.19% | 3.39% | 4.36% | 4.84% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.68% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
Frequently Asked Questions
With a correlation of 0.96, TSAIX and GWPAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GWPAX has higher volatility (6.00%) compared to TSAIX (5.28%). In terms of maximum drawdown, TSAIX dropped -34.58% vs GWPAX's -34.15%.
TSAIX currently has the higher Sharpe Ratio (1.97 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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