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

Correlation

The correlation between TTIIX and FSELX is 0.76, 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.


-0.50.00.51.00.8

Performance

TTIIX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
0
TTIIX
FSELX

Key characteristics

Sharpe Ratio

TTIIX:

1.30

FSELX:

1.20

Sortino Ratio

TTIIX:

1.74

FSELX:

1.72

Omega Ratio

TTIIX:

1.25

FSELX:

1.22

Calmar Ratio

TTIIX:

2.05

FSELX:

1.79

Martin Ratio

TTIIX:

8.15

FSELX:

4.99

Ulcer Index

TTIIX:

1.84%

FSELX:

8.74%

Daily Std Dev

TTIIX:

11.54%

FSELX:

36.37%

Max Drawdown

TTIIX:

-31.76%

FSELX:

-81.70%

Current Drawdown

TTIIX:

-4.63%

FSELX:

-8.69%

Returns By Period

In the year-to-date period, TTIIX achieves a 14.10% return, which is significantly lower than FSELX's 42.52% return. Over the past 10 years, TTIIX has underperformed FSELX with an annualized return of 9.18%, while FSELX has yielded a comparatively higher 17.30% annualized return.


TTIIX

YTD

14.10%

1M

-2.76%

6M

3.92%

1Y

14.91%

5Y*

9.40%

10Y*

9.18%

FSELX

YTD

42.52%

1M

0.26%

6M

0.00%

1Y

43.40%

5Y*

22.64%

10Y*

17.30%

Compare stocks, funds, or ETFs

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


TTIIX vs. FSELX - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for TTIIX: 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

TTIIX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for TTIIX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.301.20
The chart of Sortino ratio for TTIIX, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.741.72
The chart of Omega ratio for TTIIX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.22
The chart of Calmar ratio for TTIIX, currently valued at 2.05, compared to the broader market0.002.004.006.008.0010.0012.002.051.79
The chart of Martin ratio for TTIIX, currently valued at 8.15, compared to the broader market0.0020.0040.0060.008.154.99
TTIIX
FSELX

The current TTIIX Sharpe Ratio is 1.30, which is comparable to the FSELX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of TTIIX and FSELX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.30
1.20
TTIIX
FSELX

Dividends

TTIIX vs. FSELX - Dividend Comparison

Neither TTIIX nor FSELX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
0.00%2.05%1.96%1.90%1.59%2.12%2.40%1.93%2.04%2.19%2.20%1.90%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

TTIIX vs. FSELX - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for TTIIX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.63%
-8.69%
TTIIX
FSELX

Volatility

TTIIX vs. FSELX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 3.91%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.75%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
8.75%
TTIIX
FSELX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab