TSBIX vs. TRLGX
Compare and contrast key facts about TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
TSBIX is managed by TIAA Investments. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSBIX or TRLGX.
Key characteristics
| TSBIX | TRLGX | |
|---|---|---|
| YTD Return | 3.32% | 31.91% |
| 1Y Return | 10.02% | 40.65% |
| 3Y Return (Ann) | -2.24% | 4.39% |
| 5Y Return (Ann) | -0.39% | 15.02% |
| 10Y Return (Ann) | 1.35% | 11.50% |
| Sharpe Ratio | 1.57 | 2.50 |
| Sortino Ratio | 2.33 | 3.30 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 0.54 | 1.72 |
| Martin Ratio | 6.10 | 15.19 |
| Ulcer Index | 1.50% | 2.60% |
| Daily Std Dev | 5.82% | 15.82% |
| Max Drawdown | -20.07% | -56.16% |
| Current Drawdown | -8.57% | 0.00% |
Correlation
The correlation between TSBIX and TRLGX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
TSBIX vs. TRLGX - Performance Comparison
In the year-to-date period, TSBIX achieves a 3.32% return, which is significantly lower than TRLGX's 31.91% return. Over the past 10 years, TSBIX has underperformed TRLGX with an annualized return of 1.35%, while TRLGX has yielded a comparatively higher 11.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TSBIX vs. TRLGX - Expense Ratio Comparison
TSBIX has a 0.35% expense ratio, which is lower than TRLGX's 0.55% expense ratio.
Risk-Adjusted Performance
TSBIX vs. TRLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.
Dividends
TSBIX vs. TRLGX - Dividend Comparison
TSBIX's dividend yield for the trailing twelve months is around 4.26%, while TRLGX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSBIX TIAA-CREF Core Impact Bond Fund Institutional Class | 4.26% | 3.77% | 2.83% | 1.68% | 2.14% | 2.80% | 2.88% | 2.45% | 2.55% | 2.39% | 1.99% | 1.59% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
Drawdowns
TSBIX vs. TRLGX - Drawdown Comparison
The maximum TSBIX drawdown since its inception was -20.07%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for TSBIX and TRLGX. For additional features, visit the drawdowns tool.
Volatility
TSBIX vs. TRLGX - Volatility Comparison
The current volatility for TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) is 1.63%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 4.73%. This indicates that TSBIX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.