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TTIIX vs. GQEPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TTIIX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.13%
9.25%
TTIIX
GQEPX

Returns By Period

In the year-to-date period, TTIIX achieves a 17.33% return, which is significantly lower than GQEPX's 34.30% return.


TTIIX

YTD

17.33%

1M

1.38%

6M

8.13%

1Y

23.84%

5Y (annualized)

10.80%

10Y (annualized)

9.47%

GQEPX

YTD

34.30%

1M

3.19%

6M

9.26%

1Y

38.91%

5Y (annualized)

17.83%

10Y (annualized)

N/A

Key characteristics


TTIIXGQEPX
Sharpe Ratio2.002.26
Sortino Ratio2.723.09
Omega Ratio1.391.41
Calmar Ratio3.263.34
Martin Ratio13.6511.09
Ulcer Index1.75%3.51%
Daily Std Dev11.90%17.20%
Max Drawdown-31.76%-28.45%
Current Drawdown-0.97%0.00%

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TTIIX vs. GQEPX - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than GQEPX's 0.59% expense ratio.


GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
Expense ratio chart for GQEPX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Correlation

-0.50.00.51.00.8

The correlation between TTIIX and GQEPX is 0.81, 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.

Risk-Adjusted Performance

TTIIX vs. GQEPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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 2.00, compared to the broader market-1.000.001.002.003.004.005.002.002.26
The chart of Sortino ratio for TTIIX, currently valued at 2.72, compared to the broader market0.005.0010.002.723.09
The chart of Omega ratio for TTIIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.41
The chart of Calmar ratio for TTIIX, currently valued at 3.26, compared to the broader market0.005.0010.0015.0020.003.263.34
The chart of Martin ratio for TTIIX, currently valued at 13.65, compared to the broader market0.0020.0040.0060.0080.00100.0013.6511.09
TTIIX
GQEPX

The current TTIIX Sharpe Ratio is 2.00, which is comparable to the GQEPX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TTIIX and GQEPX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.26
TTIIX
GQEPX

Dividends

TTIIX vs. GQEPX - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 1.75%, more than GQEPX's 0.33% yield.


TTM20232022202120202019201820172016201520142013
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
1.75%2.05%1.96%1.90%1.59%2.12%2.40%1.93%2.04%2.19%2.20%1.90%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
0.33%0.44%1.68%0.81%0.07%0.63%0.10%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TTIIX vs. GQEPX - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for TTIIX and GQEPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.97%
0
TTIIX
GQEPX

Volatility

TTIIX vs. GQEPX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 2.98%, while GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a volatility of 3.60%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than GQEPX 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.98%
3.60%
TTIIX
GQEPX