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

Key characteristics


TTIIXSMPIX
YTD Return17.11%114.30%
1Y Return25.15%143.18%
3Y Return (Ann)5.07%35.21%
5Y Return (Ann)10.70%49.18%
10Y Return (Ann)9.59%32.61%
Sharpe Ratio2.322.56
Sortino Ratio3.142.79
Omega Ratio1.451.37
Calmar Ratio3.664.11
Martin Ratio16.2011.80
Ulcer Index1.72%13.05%
Daily Std Dev12.04%60.15%
Max Drawdown-31.76%-93.64%
Current Drawdown-1.16%-8.77%

Correlation

-0.50.00.51.00.8

The correlation between TTIIX and SMPIX is 0.75, 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.

Performance

TTIIX vs. SMPIX - Performance Comparison

In the year-to-date period, TTIIX achieves a 17.11% return, which is significantly lower than SMPIX's 114.30% return. Over the past 10 years, TTIIX has underperformed SMPIX with an annualized return of 9.59%, while SMPIX has yielded a comparatively higher 32.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.40%
29.94%
TTIIX
SMPIX

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TTIIX vs. SMPIX - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than SMPIX's 1.49% expense ratio.


SMPIX
ProFunds Semiconductor UltraSector Fund
Expense ratio chart for SMPIX: current value at 1.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.49%
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. SMPIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and ProFunds Semiconductor UltraSector Fund (SMPIX). 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
Sharpe ratio
The chart of Sharpe ratio for TTIIX, currently valued at 2.32, compared to the broader market0.002.004.002.32
Sortino ratio
The chart of Sortino ratio for TTIIX, currently valued at 3.14, compared to the broader market0.005.0010.003.14
Omega ratio
The chart of Omega ratio for TTIIX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for TTIIX, currently valued at 3.66, compared to the broader market0.005.0010.0015.0020.003.66
Martin ratio
The chart of Martin ratio for TTIIX, currently valued at 16.20, compared to the broader market0.0020.0040.0060.0080.00100.0016.20
SMPIX
Sharpe ratio
The chart of Sharpe ratio for SMPIX, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for SMPIX, currently valued at 2.79, compared to the broader market0.005.0010.002.79
Omega ratio
The chart of Omega ratio for SMPIX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for SMPIX, currently valued at 4.11, compared to the broader market0.005.0010.0015.0020.004.11
Martin ratio
The chart of Martin ratio for SMPIX, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.00100.0011.80

TTIIX vs. SMPIX - Sharpe Ratio Comparison

The current TTIIX Sharpe Ratio is 2.32, which is comparable to the SMPIX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of TTIIX and SMPIX, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.32
2.56
TTIIX
SMPIX

Dividends

TTIIX vs. SMPIX - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 1.75%, while SMPIX has not paid dividends to shareholders.


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%
SMPIX
ProFunds Semiconductor UltraSector Fund
0.00%0.00%0.00%0.00%0.00%0.34%12.90%0.85%1.17%0.00%0.00%1.16%

Drawdowns

TTIIX vs. SMPIX - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum SMPIX drawdown of -93.64%. Use the drawdown chart below to compare losses from any high point for TTIIX and SMPIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.16%
-8.77%
TTIIX
SMPIX

Volatility

TTIIX vs. SMPIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 2.95%, while ProFunds Semiconductor UltraSector Fund (SMPIX) has a volatility of 13.16%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than SMPIX 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%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
2.95%
13.16%
TTIIX
SMPIX