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

Correlation

The correlation between TTIIX and TQQQ is 0.97, 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. TQQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TTIIX:

0.65

TQQQ:

0.02

Sortino Ratio

TTIIX:

0.99

TQQQ:

0.56

Omega Ratio

TTIIX:

1.14

TQQQ:

1.08

Calmar Ratio

TTIIX:

0.66

TQQQ:

0.04

Martin Ratio

TTIIX:

2.81

TQQQ:

0.09

Ulcer Index

TTIIX:

3.54%

TQQQ:

21.82%

Daily Std Dev

TTIIX:

14.64%

TQQQ:

74.54%

Max Drawdown

TTIIX:

-31.76%

TQQQ:

-81.66%

Current Drawdown

TTIIX:

-3.54%

TQQQ:

-36.39%

Returns By Period

In the year-to-date period, TTIIX achieves a 1.65% return, which is significantly higher than TQQQ's -25.26% return. Over the past 10 years, TTIIX has underperformed TQQQ with an annualized return of 8.92%, while TQQQ has yielded a comparatively higher 29.89% annualized return.


TTIIX

YTD

1.65%

1M

13.65%

6M

-0.89%

1Y

9.45%

5Y*

12.35%

10Y*

8.92%

TQQQ

YTD

-25.26%

1M

12.09%

6M

-28.29%

1Y

1.68%

5Y*

26.88%

10Y*

29.89%

*Annualized

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TTIIX vs. TQQQ - Expense Ratio Comparison

TTIIX has a 0.10% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Risk-Adjusted Performance

TTIIX vs. TQQQ — Risk-Adjusted Performance Rank

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

TTIIX
The Risk-Adjusted Performance Rank of TTIIX is 7070
Overall Rank
The Sharpe Ratio Rank of TTIIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TTIIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TTIIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TTIIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TTIIX is 7373
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 2929
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTIIX vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2055 Fund (TTIIX) and ProShares UltraPro QQQ (TQQQ). 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.


The current TTIIX Sharpe Ratio is 0.65, which is higher than the TQQQ Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of TTIIX and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TTIIX vs. TQQQ - Dividend Comparison

TTIIX's dividend yield for the trailing twelve months is around 2.16%, more than TQQQ's 1.67% yield.


TTM20242023202220212020201920182017201620152014
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
2.16%2.20%2.15%2.29%2.03%1.67%2.22%2.63%2.04%2.37%2.48%2.31%
TQQQ
ProShares UltraPro QQQ
1.67%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

TTIIX vs. TQQQ - Drawdown Comparison

The maximum TTIIX drawdown since its inception was -31.76%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for TTIIX and TQQQ. For additional features, visit the drawdowns tool.


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Volatility

TTIIX vs. TQQQ - Volatility Comparison


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