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TSITX vs. TAIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSITX vs. TAIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifestyle Income Fund (TSITX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). The values are adjusted to include any dividend payments, if applicable.

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TSITX vs. TAIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSITX
TIAA-CREF Lifestyle Income Fund
-2.12%9.19%6.23%9.24%-10.72%3.04%8.79%10.93%-2.04%6.36%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
-2.55%13.27%10.09%11.74%-10.18%13.47%7.46%16.26%-2.17%14.25%

Returns By Period

In the year-to-date period, TSITX achieves a -2.12% return, which is significantly higher than TAIAX's -2.55% return. Over the past 10 years, TSITX has underperformed TAIAX with an annualized return of 3.96%, while TAIAX has yielded a comparatively higher 7.12% annualized return.


TSITX

1D
0.18%
1M
-3.90%
YTD
-2.12%
6M
-0.60%
1Y
5.55%
3Y*
6.31%
5Y*
2.69%
10Y*
3.96%

TAIAX

1D
-0.12%
1M
-5.95%
YTD
-2.55%
6M
-0.09%
1Y
9.69%
3Y*
9.76%
5Y*
5.95%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSITX vs. TAIAX - Expense Ratio Comparison

TSITX has a 0.10% expense ratio, which is lower than TAIAX's 0.34% expense ratio.


Return for Risk

TSITX vs. TAIAX — Risk / Return Rank

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

TSITX
TSITX Risk / Return Rank: 7070
Overall Rank
TSITX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TSITX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TSITX Omega Ratio Rank: 7373
Omega Ratio Rank
TSITX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TSITX Martin Ratio Rank: 7272
Martin Ratio Rank

TAIAX
TAIAX Risk / Return Rank: 6969
Overall Rank
TAIAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TAIAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
TAIAX Omega Ratio Rank: 7171
Omega Ratio Rank
TAIAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
TAIAX Martin Ratio Rank: 6666
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.

TSITX vs. TAIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Income Fund (TSITX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). 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.


TSITXTAIAXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.28

+0.08

Sortino ratio

Return per unit of downside risk

1.83

1.78

+0.05

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.43

-0.08

Martin ratio

Return relative to average drawdown

6.86

6.24

+0.63

TSITX vs. TAIAX - Sharpe Ratio Comparison

The current TSITX Sharpe Ratio is 1.35, which is comparable to the TAIAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of TSITX and TAIAX, 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


TSITXTAIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.28

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.79

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.88

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.99

+0.02

Correlation

The correlation between TSITX and TAIAX is 0.80, 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

TSITX vs. TAIAX - Dividend Comparison

TSITX's dividend yield for the trailing twelve months is around 2.88%, less than TAIAX's 5.31% yield.


TTM20252024202320222021202020192018201720162015
TSITX
TIAA-CREF Lifestyle Income Fund
2.88%3.66%3.83%3.29%3.82%4.97%3.75%3.56%3.68%1.93%3.02%2.24%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
5.31%5.18%5.16%4.29%4.37%3.40%2.65%4.01%4.54%4.04%2.77%3.38%

Drawdowns

TSITX vs. TAIAX - Drawdown Comparison

The maximum TSITX drawdown since its inception was -14.75%, smaller than the maximum TAIAX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for TSITX and TAIAX.


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Drawdown Indicators


TSITXTAIAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.75%

-21.42%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-6.62%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.75%

-16.76%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

-21.42%

+6.67%

Current Drawdown

Current decline from peak

-3.90%

-6.16%

+2.26%

Average Drawdown

Average peak-to-trough decline

-1.87%

-2.22%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.52%

-0.72%

Volatility

TSITX vs. TAIAX - Volatility Comparison

The current volatility for TIAA-CREF Lifestyle Income Fund (TSITX) is 1.97%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 2.80%. This indicates that TSITX experiences smaller price fluctuations and is considered to be less risky than TAIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSITXTAIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.80%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

4.83%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

7.91%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

7.54%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

8.14%

-3.74%