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TTFIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TTFIXVOO
YTD Return16.74%27.15%
1Y Return27.72%39.90%
3Y Return (Ann)4.45%10.28%
5Y Return (Ann)10.35%16.00%
10Y Return (Ann)9.09%13.43%
Sharpe Ratio2.303.15
Sortino Ratio3.134.19
Omega Ratio1.451.59
Calmar Ratio2.424.60
Martin Ratio15.7021.00
Ulcer Index1.72%1.85%
Daily Std Dev11.72%12.34%
Max Drawdown-53.24%-33.99%
Current Drawdown-0.13%0.00%

Correlation

-0.50.00.51.01.0

The correlation between TTFIX and VOO is 0.96, 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

TTFIX vs. VOO - Performance Comparison

In the year-to-date period, TTFIX achieves a 16.74% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, TTFIX has underperformed VOO with an annualized return of 9.09%, while VOO has yielded a comparatively higher 13.43% 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%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
15.64%
TTFIX
VOO

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TTFIX vs. VOO - Expense Ratio Comparison

TTFIX has a 0.23% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


TTFIX
TIAA-CREF Lifecycle 2045 Fund
Expense ratio chart for TTFIX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TTFIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2045 Fund (TTFIX) and Vanguard S&P 500 ETF (VOO). 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.


TTFIX
Sharpe ratio
The chart of Sharpe ratio for TTFIX, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for TTFIX, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for TTFIX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for TTFIX, currently valued at 2.42, compared to the broader market0.005.0010.0015.0020.0025.002.42
Martin ratio
The chart of Martin ratio for TTFIX, currently valued at 15.70, compared to the broader market0.0020.0040.0060.0080.00100.0015.70
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market0.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.19, compared to the broader market0.005.0010.004.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.60, compared to the broader market0.005.0010.0015.0020.0025.004.60
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.00, compared to the broader market0.0020.0040.0060.0080.00100.0021.00

TTFIX vs. VOO - Sharpe Ratio Comparison

The current TTFIX Sharpe Ratio is 2.30, which is comparable to the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of TTFIX and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.30
3.15
TTFIX
VOO

Dividends

TTFIX vs. VOO - Dividend Comparison

TTFIX's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
TTFIX
TIAA-CREF Lifecycle 2045 Fund
1.83%2.13%1.79%3.81%2.53%1.70%2.76%2.92%1.35%1.97%2.99%3.47%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TTFIX vs. VOO - Drawdown Comparison

The maximum TTFIX drawdown since its inception was -53.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TTFIX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.13%
0
TTFIX
VOO

Volatility

TTFIX vs. VOO - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2045 Fund (TTFIX) is 2.83%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that TTFIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.83%
3.95%
TTFIX
VOO