TTIIX vs. STLG

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and iShares Factors US Growth Style ETF (STLG).

TTIIX is managed by TIAA Investments. It was launched on Apr 28, 2011. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.

Performance

TTIIX vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

TTIIX vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TTIIX TIAA-CREF Lifecycle Index 2055 Fund	-4.34%	20.96%	15.35%	20.75%	-17.59%	17.38%	14.65%
STLG iShares Factors US Growth Style ETF	-6.01%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%

Returns By Period

In the year-to-date period, TTIIX achieves a -4.34% return, which is significantly higher than STLG's -6.01% return.

TTIIX

• 1D: -0.24%
• 1M: -8.37%
• YTD: -4.34%
• 6M: -1.56%
• 1Y: 16.31%
• 3Y*: 14.68%
• 5Y*: 8.29%
• 10Y*: 10.76%

STLG

• 1D: 3.86%
• 1M: -5.81%
• YTD: -6.01%
• 6M: -2.39%
• 1Y: 25.79%
• 3Y*: 25.22%
• 5Y*: 15.18%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIIX vs. STLG - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than STLG's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

STLG

iShares Factors US Growth Style ETF

TTIIX

TIAA-CREF Lifecycle Index 2055 Fund

Return for Risk

TTIIX vs. STLG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TTIIX

TTIIX Risk / Return Rank: 60
TTIIX Sharpe Ratio Rank: 60
TTIIX Sortino Ratio Rank: 62
TTIIX Omega Ratio Rank: 62
TTIIX Calmar Ratio Rank: 53
TTIIX Martin Ratio Rank: 63

STLG

STLG Risk / Return Rank: 67
STLG Sharpe Ratio Rank: 62
STLG Sortino Ratio Rank: 66
STLG Omega Ratio Rank: 63
STLG Calmar Ratio Rank: 74
STLG Martin Ratio Rank: 70

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. STLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and iShares Factors US Growth Style ETF (STLG). 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	STLG	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.06	+0.01
Sortino ratio Return per unit of downside risk	1.57	1.62	-0.04
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.27	1.87	-0.61
Martin ratio Return relative to average drawdown	5.98	6.91	-0.93
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. STLG - Sharpe Ratio Comparison

The current TTIIX Sharpe Ratio is 1.07, which is comparable to the STLG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of TTIIX and STLG, 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	STLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.06	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.70	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.71	-0.11

Correlation

The correlation between TTIIX and STLG is 0.86, 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.

Dividends

TTIIX vs. STLG - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 2.90%, more than STLG's 0.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TTIIX TIAA-CREF Lifecycle Index 2055 Fund	2.90%	2.77%	2.20%	2.15%	2.29%	2.03%	1.67%	2.22%	2.63%	0.11%	2.37%	0.29%
STLG iShares Factors US Growth Style ETF	0.32%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TTIIX vs. STLG - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, roughly equal to the maximum STLG drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for TTIIX and STLG.

Drawdown Indicators

	TTIIX	STLG	Difference
Max Drawdown Largest peak-to-trough decline	-31.76%	-31.34%	-0.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-13.69%	+2.78%
Max Drawdown (5Y) Largest decline over 5 years	-25.49%	-30.61%	+5.12%
Max Drawdown (10Y) Largest decline over 10 years	-31.76%	—	—
Current Drawdown Current decline from peak	-8.92%	-10.35%	+1.43%
Average Drawdown Average peak-to-trough decline	-4.35%	-7.53%	+3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	3.71%	-1.29%

Volatility

TTIIX vs. STLG - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) is 4.77%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 7.52%. This indicates that TTIIX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTIIX	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	7.52%	-2.75%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	14.44%	-5.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	24.39%	-9.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	21.86%	-7.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	24.02%	-8.35%