TTIIX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and S&P 500 Index (^GSPC).

TTIIX is managed by TIAA Investments. It was launched on Apr 28, 2011.

Performance

TTIIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TTIIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTIIX TIAA-CREF Lifecycle Index 2055 Fund	-4.34%	20.96%	15.35%	20.75%	-17.59%	17.38%	17.22%	26.38%	-7.17%	19.39%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TTIIX achieves a -4.34% return, which is significantly higher than ^GSPC's -4.63% return. Over the past 10 years, TTIIX has underperformed ^GSPC with an annualized return of 10.76%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

TTIIX

• 1D: -0.24%
• 1M: -8.37%
• YTD: -4.34%
• 6M: -1.56%
• 1Y: 16.31%
• 3Y*: 14.68%
• 5Y*: 8.29%
• 10Y*: 10.76%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TTIIX vs. ^GSPC — Risk / Return Rank

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

TTIIX

TTIIX Risk / Return Rank: 60
TTIIX Sharpe Ratio Rank: 60
TTIIX Sortino Ratio Rank: 62
TTIIX Omega Ratio Rank: 62
TTIIX Calmar Ratio Rank: 53
TTIIX Martin Ratio Rank: 63

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

TTIIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and S&P 500 Index (^GSPC). 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.

	TTIIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.90	+0.18
Sortino ratio Return per unit of downside risk	1.57	1.39	+0.19
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.27	1.40	-0.13
Martin ratio Return relative to average drawdown	5.98	6.61	-0.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTIIX vs. ^GSPC - Sharpe Ratio Comparison

The current TTIIX Sharpe Ratio is 1.07, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TTIIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTIIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	0.90	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.61	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.68	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.46	+0.15

Correlation

The correlation between TTIIX and ^GSPC is 0.97, 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.

Drawdowns

TTIIX vs. ^GSPC - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TTIIX and ^GSPC.

Drawdown Indicators

	TTIIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-31.76%	-56.78%	+25.02%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-12.14%	+1.23%
Max Drawdown (5Y) Largest decline over 5 years	-25.49%	-25.43%	-0.06%
Max Drawdown (10Y) Largest decline over 10 years	-31.76%	-33.92%	+2.16%
Current Drawdown Current decline from peak	-8.92%	-6.45%	-2.47%
Average Drawdown Average peak-to-trough decline	-4.35%	-10.75%	+6.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.57%	-0.15%

Volatility

TTIIX vs. ^GSPC - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 4.77%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTIIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	5.34%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	9.54%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	18.33%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	16.91%	-2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	18.05%	-2.38%