PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TSITX vs. TAIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TSITXTAIAX
YTD Return6.94%12.13%
1Y Return13.04%21.39%
3Y Return (Ann)1.33%4.77%
5Y Return (Ann)3.35%7.02%
10Y Return (Ann)3.62%6.68%
Sharpe Ratio3.043.69
Sortino Ratio4.715.50
Omega Ratio1.601.74
Calmar Ratio1.562.82
Martin Ratio19.1227.20
Ulcer Index0.65%0.77%
Daily Std Dev4.10%5.70%
Max Drawdown-14.44%-21.42%
Current Drawdown-0.72%-0.42%

Correlation

-0.50.00.51.00.8

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.

Performance

TSITX vs. TAIAX - Performance Comparison

In the year-to-date period, TSITX achieves a 6.94% return, which is significantly lower than TAIAX's 12.13% return. Over the past 10 years, TSITX has underperformed TAIAX with an annualized return of 3.62%, while TAIAX has yielded a comparatively higher 6.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
6.98%
TSITX
TAIAX

Compare stocks, funds, or ETFs

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


TSITX vs. TAIAX - Expense Ratio Comparison

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


TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
Expense ratio chart for TAIAX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for TSITX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

TSITX vs. TAIAX - Risk-Adjusted Performance 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.


TSITX
Sharpe ratio
The chart of Sharpe ratio for TSITX, currently valued at 3.04, compared to the broader market0.002.004.003.04
Sortino ratio
The chart of Sortino ratio for TSITX, currently valued at 4.71, compared to the broader market0.005.0010.004.71
Omega ratio
The chart of Omega ratio for TSITX, currently valued at 1.60, compared to the broader market1.002.003.004.001.60
Calmar ratio
The chart of Calmar ratio for TSITX, currently valued at 1.56, compared to the broader market0.005.0010.0015.0020.0025.001.56
Martin ratio
The chart of Martin ratio for TSITX, currently valued at 19.12, compared to the broader market0.0020.0040.0060.0080.00100.0019.12
TAIAX
Sharpe ratio
The chart of Sharpe ratio for TAIAX, currently valued at 3.69, compared to the broader market0.002.004.003.69
Sortino ratio
The chart of Sortino ratio for TAIAX, currently valued at 5.50, compared to the broader market0.005.0010.005.50
Omega ratio
The chart of Omega ratio for TAIAX, currently valued at 1.74, compared to the broader market1.002.003.004.001.74
Calmar ratio
The chart of Calmar ratio for TAIAX, currently valued at 2.82, compared to the broader market0.005.0010.0015.0020.0025.002.82
Martin ratio
The chart of Martin ratio for TAIAX, currently valued at 27.20, compared to the broader market0.0020.0040.0060.0080.00100.0027.20

TSITX vs. TAIAX - Sharpe Ratio Comparison

The current TSITX Sharpe Ratio is 3.04, which is comparable to the TAIAX Sharpe Ratio of 3.69. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.04
3.69
TSITX
TAIAX

Dividends

TSITX vs. TAIAX - Dividend Comparison

TSITX's dividend yield for the trailing twelve months is around 3.61%, more than TAIAX's 2.20% yield.


TTM20232022202120202019201820172016201520142013
TSITX
TIAA-CREF Lifestyle Income Fund
3.61%3.29%2.53%2.21%2.34%2.47%2.71%2.43%2.35%2.35%2.26%2.29%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
2.20%2.45%2.34%1.86%2.11%2.33%2.66%2.40%2.64%2.69%3.64%2.71%

Drawdowns

TSITX vs. TAIAX - Drawdown Comparison

The maximum TSITX drawdown since its inception was -14.44%, 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. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.72%
-0.42%
TSITX
TAIAX

Volatility

TSITX vs. TAIAX - Volatility Comparison

The current volatility for TIAA-CREF Lifestyle Income Fund (TSITX) is 0.97%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 1.58%. 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.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
0.97%
1.58%
TSITX
TAIAX