TTIIX vs. SCHG
Compare and contrast key facts about TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TTIIX is managed by TIAA Investments. It was launched on Apr 28, 2011. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTIIX or SCHG.
Performance
TTIIX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, TTIIX achieves a 17.33% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, TTIIX has underperformed SCHG with an annualized return of 9.47%, while SCHG has yielded a comparatively higher 16.46% annualized return.
TTIIX
17.33%
1.38%
8.13%
23.84%
10.80%
9.47%
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| TTIIX | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.00 | 2.26 |
| Sortino Ratio | 2.72 | 2.95 |
| Omega Ratio | 1.39 | 1.41 |
| Calmar Ratio | 3.26 | 3.11 |
| Martin Ratio | 13.65 | 12.34 |
| Ulcer Index | 1.75% | 3.12% |
| Daily Std Dev | 11.90% | 16.99% |
| Max Drawdown | -31.76% | -34.59% |
| Current Drawdown | -0.97% | -1.19% |
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TTIIX vs. SCHG - Expense Ratio Comparison
TTIIX has a 0.10% expense ratio, which is higher than SCHG's 0.04% 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%.
Correlation
The correlation between TTIIX and SCHG is 0.91, 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. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
TTIIX vs. SCHG - Dividend Comparison
TTIIX's dividend yield for the trailing twelve months is around 1.75%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TTIIX vs. SCHG - Drawdown Comparison
The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TTIIX and SCHG. For additional features, visit the drawdowns tool.
Volatility
TTIIX vs. SCHG - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 2.98%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.