PortfoliosLab logoPortfoliosLab logo
TSGGX vs. TILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSGGX vs. TILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifestyle Growth Fund (TSGGX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSGGX vs. TILGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSGGX
TIAA-CREF Lifestyle Growth Fund
-2.44%17.42%12.98%19.45%-18.19%13.49%17.44%23.66%-9.29%18.11%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
-8.83%15.25%29.23%47.05%-32.76%16.84%44.23%30.76%-0.38%33.89%

Returns By Period

In the year-to-date period, TSGGX achieves a -2.44% return, which is significantly higher than TILGX's -8.83% return. Over the past 10 years, TSGGX has underperformed TILGX with an annualized return of 9.13%, while TILGX has yielded a comparatively higher 14.95% annualized return.


TSGGX

1D
2.45%
1M
-5.35%
YTD
-2.44%
6M
-0.21%
1Y
15.56%
3Y*
13.37%
5Y*
6.45%
10Y*
9.13%

TILGX

1D
3.55%
1M
-5.15%
YTD
-8.83%
6M
-8.00%
1Y
17.43%
3Y*
19.48%
5Y*
8.44%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSGGX vs. TILGX - Expense Ratio Comparison

TSGGX has a 0.08% expense ratio, which is lower than TILGX's 0.40% expense ratio.


Return for Risk

TSGGX vs. TILGX — Risk / Return Rank

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

TSGGX
TSGGX Risk / Return Rank: 5858
Overall Rank
TSGGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TSGGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TSGGX Omega Ratio Rank: 5757
Omega Ratio Rank
TSGGX Calmar Ratio Rank: 5656
Calmar Ratio Rank
TSGGX Martin Ratio Rank: 6060
Martin Ratio Rank

TILGX
TILGX Risk / Return Rank: 3636
Overall Rank
TILGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TILGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TILGX Omega Ratio Rank: 3838
Omega Ratio Rank
TILGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TILGX Martin Ratio Rank: 3030
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. TILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Growth Fund (TSGGX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


TSGGXTILGXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.83

+0.33

Sortino ratio

Return per unit of downside risk

1.68

1.34

+0.34

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.52

1.00

+0.52

Martin ratio

Return relative to average drawdown

6.47

3.43

+3.04

TSGGX vs. TILGX - Sharpe Ratio Comparison

The current TSGGX Sharpe Ratio is 1.16, which is higher than the TILGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TSGGX and TILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TSGGXTILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.83

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.39

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.70

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.53

+0.18

Correlation

The correlation between TSGGX and TILGX is 0.90, 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

TSGGX vs. TILGX - Dividend Comparison

TSGGX's dividend yield for the trailing twelve months is around 7.31%, less than TILGX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
TSGGX
TIAA-CREF Lifestyle Growth Fund
7.31%7.14%2.83%2.34%8.15%11.10%6.38%4.81%5.33%0.63%3.82%5.13%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
15.22%13.87%6.41%0.22%0.42%10.49%37.04%4.41%14.12%3.83%1.82%3.80%

Drawdowns

TSGGX vs. TILGX - Drawdown Comparison

The maximum TSGGX drawdown since its inception was -29.75%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TSGGX and TILGX.


Loading graphics...

Drawdown Indicators


TSGGXTILGXDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-52.16%

+22.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-15.19%

+5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-37.86%

+12.00%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

-37.86%

+8.11%

Current Drawdown

Current decline from peak

-6.36%

-12.17%

+5.81%

Average Drawdown

Average peak-to-trough decline

-4.20%

-8.90%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

4.44%

-2.18%

Volatility

TSGGX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Lifestyle Growth Fund (TSGGX) is 5.26%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 6.44%. This indicates that TSGGX experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TSGGXTILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

6.44%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

12.66%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

22.33%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

21.94%

-8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

21.59%

-7.43%