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TSGGX vs. PMAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSGGX vs. PMAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifestyle Growth Fund (TSGGX) and Pioneer Multi-Asset Income Fund A (PMAIX). The values are adjusted to include any dividend payments, if applicable.

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TSGGX vs. PMAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSGGX
TIAA-CREF Lifestyle Growth Fund
-4.77%17.42%12.98%19.45%-18.19%13.49%17.44%23.66%-9.29%18.11%
PMAIX
Pioneer Multi-Asset Income Fund A
0.80%23.03%6.09%7.32%-0.79%12.00%5.35%10.88%-6.10%17.97%

Returns By Period

In the year-to-date period, TSGGX achieves a -4.77% return, which is significantly lower than PMAIX's 0.80% return. Both investments have delivered pretty close results over the past 10 years, with TSGGX having a 8.87% annualized return and PMAIX not far behind at 8.45%.


TSGGX

1D
-0.22%
1M
-8.08%
YTD
-4.77%
6M
-2.25%
1Y
13.13%
3Y*
12.46%
5Y*
6.17%
10Y*
8.87%

PMAIX

1D
0.15%
1M
-3.62%
YTD
0.80%
6M
4.12%
1Y
16.77%
3Y*
11.84%
5Y*
7.92%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSGGX vs. PMAIX - Expense Ratio Comparison

TSGGX has a 0.08% expense ratio, which is lower than PMAIX's 0.85% expense ratio.


Return for Risk

TSGGX vs. PMAIX — Risk / Return Rank

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

TSGGX
TSGGX Risk / Return Rank: 5050
Overall Rank
TSGGX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TSGGX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TSGGX Omega Ratio Rank: 5151
Omega Ratio Rank
TSGGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TSGGX Martin Ratio Rank: 5252
Martin Ratio Rank

PMAIX
PMAIX Risk / Return Rank: 9393
Overall Rank
PMAIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PMAIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PMAIX Omega Ratio Rank: 9595
Omega Ratio Rank
PMAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PMAIX Martin Ratio Rank: 9292
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.

TSGGX vs. PMAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Growth Fund (TSGGX) and Pioneer Multi-Asset Income Fund A (PMAIX). 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.


TSGGXPMAIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

2.39

-1.41

Sortino ratio

Return per unit of downside risk

1.43

3.02

-1.59

Omega ratio

Gain probability vs. loss probability

1.21

1.51

-0.30

Calmar ratio

Return relative to maximum drawdown

1.17

2.32

-1.15

Martin ratio

Return relative to average drawdown

5.11

10.88

-5.78

TSGGX vs. PMAIX - Sharpe Ratio Comparison

The current TSGGX Sharpe Ratio is 0.98, which is lower than the PMAIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of TSGGX and PMAIX, 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


TSGGXPMAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.39

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.11

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.12

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.12

-0.42

Correlation

The correlation between TSGGX and PMAIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSGGX vs. PMAIX - Dividend Comparison

TSGGX's dividend yield for the trailing twelve months is around 7.49%, more than PMAIX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
TSGGX
TIAA-CREF Lifestyle Growth Fund
7.49%7.14%2.83%2.34%8.15%11.10%6.38%4.81%5.33%0.63%3.82%5.13%
PMAIX
Pioneer Multi-Asset Income Fund A
5.82%6.29%5.30%5.14%4.53%5.50%5.39%5.78%5.83%6.69%5.53%5.92%

Drawdowns

TSGGX vs. PMAIX - Drawdown Comparison

The maximum TSGGX drawdown since its inception was -29.75%, which is greater than PMAIX's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for TSGGX and PMAIX.


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Drawdown Indicators


TSGGXPMAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-24.12%

-5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-7.06%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-13.97%

-11.89%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

-24.12%

-5.63%

Current Drawdown

Current decline from peak

-8.60%

-3.62%

-4.98%

Average Drawdown

Average peak-to-trough decline

-4.20%

-2.68%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.51%

+0.77%

Volatility

TSGGX vs. PMAIX - Volatility Comparison

TIAA-CREF Lifestyle Growth Fund (TSGGX) has a higher volatility of 4.45% compared to Pioneer Multi-Asset Income Fund A (PMAIX) at 2.19%. This indicates that TSGGX's price experiences larger fluctuations and is considered to be riskier than PMAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSGGXPMAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

2.19%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

4.15%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

7.19%

+6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

7.20%

+5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

7.58%

+6.56%