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TTRIX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTRIX vs. TILIX - Performance Comparison

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

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TTRIX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTRIX
TIAA-CREF Lifecycle 2055 Fund
-5.34%18.93%14.46%20.24%-17.79%16.55%17.51%26.37%-9.93%20.90%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, TTRIX achieves a -5.34% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, TTRIX has underperformed TILIX with an annualized return of 10.05%, while TILIX has yielded a comparatively higher 16.09% annualized return.


TTRIX

1D
-0.33%
1M
-8.84%
YTD
-5.34%
6M
-2.59%
1Y
14.64%
3Y*
13.43%
5Y*
7.17%
10Y*
10.05%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTRIX vs. TILIX - Expense Ratio Comparison

TTRIX has a 0.22% expense ratio, which is higher than TILIX's 0.05% 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%.


Return for Risk

TTRIX vs. TILIX — Risk / Return Rank

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

TTRIX
TTRIX Risk / Return Rank: 5050
Overall Rank
TTRIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TTRIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TTRIX Omega Ratio Rank: 5252
Omega Ratio Rank
TTRIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TTRIX Martin Ratio Rank: 5151
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
Martin Ratio Rank
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.

TTRIX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2055 Fund (TTRIX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


TTRIXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.65

+0.30

Sortino ratio

Return per unit of downside risk

1.41

1.10

+0.31

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.12

0.67

+0.45

Martin ratio

Return relative to average drawdown

5.01

2.32

+2.70

TTRIX vs. TILIX - Sharpe Ratio Comparison

The current TTRIX Sharpe Ratio is 0.96, which is higher than the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TTRIX and TILIX, 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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Sharpe Ratios by Period


TTRIXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.65

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.56

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.77

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

-0.01

Correlation

The correlation between TTRIX and TILIX is 0.92, 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

TTRIX vs. TILIX - Dividend Comparison

TTRIX's dividend yield for the trailing twelve months is around 6.88%, more than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
TTRIX
TIAA-CREF Lifecycle 2055 Fund
6.88%6.52%3.91%1.88%8.28%10.18%5.68%5.23%4.77%0.79%3.41%3.02%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

TTRIX vs. TILIX - Drawdown Comparison

The maximum TTRIX drawdown since its inception was -32.75%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TTRIX and TILIX.


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Drawdown Indicators


TTRIXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.75%

-50.54%

+17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-16.24%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-32.68%

+6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.75%

-32.68%

-0.07%

Current Drawdown

Current decline from peak

-9.43%

-16.24%

+6.81%

Average Drawdown

Average peak-to-trough decline

-4.85%

-7.77%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.73%

-2.20%

Volatility

TTRIX vs. TILIX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2055 Fund (TTRIX) is 4.87%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that TTRIX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTRIXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

5.34%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

11.80%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

22.35%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

21.44%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

21.01%

-4.87%