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TTIIX vs. TIGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTIIX vs. TIGRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TTIIX achieves a 10.61% return, which is significantly higher than TIGRX's 5.72% return. Over the past 10 years, TTIIX has underperformed TIGRX with an annualized return of 11.86%, while TIGRX has yielded a comparatively higher 14.25% annualized return.


TTIIX

1D
0.39%
1M
-0.12%
6M
7.04%
YTD
10.61%
1Y
22.10%
3Y*
17.09%
5Y*
9.86%
10Y*
11.86%
ALL TIME*
10.10%

TIGRX

1D
0.82%
1M
-0.13%
6M
4.00%
YTD
5.72%
1Y
14.93%
3Y*
17.86%
5Y*
11.57%
10Y*
14.25%
ALL TIME*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TTIIX vs. TIGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
10.61%20.96%15.35%20.75%-17.59%17.38%17.22%26.38%-7.17%19.39%
TIGRX
TIAA-CREF Growth & Income Fund
5.72%13.92%29.01%32.97%-22.15%25.55%20.49%30.29%-7.33%23.72%

Correlation

The correlation between TTIIX and TIGRX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2011

0.96

The correlation between TTIIX and TIGRX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

TTIIX vs. TIGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TTIIX
TTIIX Risk / Return Rank: 6767
Overall Rank
TTIIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TTIIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TTIIX Omega Ratio Rank: 6363
Omega Ratio Rank
TTIIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TTIIX Martin Ratio Rank: 7777
Martin Ratio Rank

TIGRX
TIGRX Risk / Return Rank: 2525
Overall Rank
TIGRX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TIGRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TIGRX Omega Ratio Rank: 2424
Omega Ratio Rank
TIGRX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TIGRX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TTIIX vs. TIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and TIAA-CREF Growth & Income Fund (TIGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TTIIXTIGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

2.36

1.17

+1.18

Martin ratioReturn relative to average drawdown

9.87

4.54

+5.32

TTIIX vs. TIGRX - Sharpe Ratio Comparison

The current TTIIX Sharpe Ratio is 1.65, which is higher than the TIGRX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TTIIX and TIGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TTIIX vs. TIGRX - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum TIGRX drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TTIIX and TIGRX.


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Drawdown Indicators


TTIIXTIGRXDifference

Max Drawdown

Largest peak-to-trough decline

-31.76%

-49.52%

+17.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.27%

+2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-20.79%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-27.16%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-31.76%

-35.56%

+3.80%

Current Drawdown

Current decline from peak

-1.46%

-2.56%

+1.10%

Average Drawdown

Average peak-to-trough decline

-4.28%

-11.13%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.90%

-0.78%

Volatility

TTIIX vs. TIGRX - Volatility Comparison

TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and TIAA-CREF Growth & Income Fund (TIGRX) have volatilities of 3.76% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIIXTIGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

3.74%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

11.37%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

14.36%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

22.67%

-7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

21.37%

-5.66%

TTIIX vs. TIGRX - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than TIGRX's 0.40% expense ratio.


Dividends

TTIIX vs. TIGRX - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 2.50%, less than TIGRX's 13.13% yield.


PositionTTM20252024202320222021202020192018201720162015
TIGRX
TIAA-CREF Growth & Income Fund
13.13%14.09%11.70%24.27%9.52%19.80%7.44%6.61%9.98%4.60%3.06%8.41%
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
2.50%2.77%2.20%2.15%2.29%2.03%1.67%2.22%2.63%0.11%2.37%0.29%

Frequently Asked Questions


With a correlation of 0.94, TTIIX and TIGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TTIIX has higher volatility (3.76%) compared to TIGRX (3.74%). In terms of maximum drawdown, TTIIX dropped -31.76% vs TIGRX's -49.52%.

TTIIX currently has the higher Sharpe Ratio (1.65 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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