TTIIX vs. ^GSPC

Last updated Apr 2, 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	-1.77%	20.96%	15.35%	20.75%	-17.59%	17.38%	17.22%	26.38%	-7.17%	19.39%
^GSPC S&P 500 Index	-3.95%	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 -1.77% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, TTIIX has underperformed ^GSPC with an annualized return of 11.06%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

TTIIX

• 1D: 2.68%
• 1M: -5.43%
• YTD: -1.77%
• 6M: 0.65%
• 1Y: 19.01%
• 3Y*: 15.70%
• 5Y*: 8.61%
• 10Y*: 11.06%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*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: 69
TTIIX Sharpe Ratio Rank: 68
TTIIX Sortino Ratio Rank: 70
TTIIX Omega Ratio Rank: 69
TTIIX Calmar Ratio Rank: 65
TTIIX Martin Ratio Rank: 74

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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	1.26	0.92	+0.34
Sortino ratio Return per unit of downside risk	1.83	1.41	+0.42
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	1.62	1.41	+0.20
Martin ratio Return relative to average drawdown	7.47	6.61	+0.86
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 1.26, which is higher than the ^GSPC Sharpe Ratio of 0.92. 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	1.26	0.92	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.61	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.68	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.46	+0.16

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	-6.48%	-5.78%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.35%	-10.75%	+6.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	2.60%	-0.24%

Volatility

TTIIX vs. ^GSPC - Volatility Comparison

TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) has a higher volatility of 5.66% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that TTIIX's price experiences larger fluctuations and is considered to be riskier 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	5.66%	5.37%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	9.55%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	18.33%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	16.90%	-2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.69%	18.05%	-2.36%