TVIIX vs. FBCGX

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and Fidelity Blue Chip Growth K6 Fund (FBCGX).

TVIIX is managed by TIAA Investments. It was launched on Sep 25, 2014. FBCGX is managed by Fidelity. It was launched on May 25, 2017.

Performance

TVIIX vs. FBCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). The values are adjusted to include any dividend payments, if applicable.

TVIIX vs. FBCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TVIIX TIAA-CREF Lifecycle Index 2060 Fund	-4.41%	21.10%	15.59%	20.90%	-17.60%	17.62%	17.39%	26.52%	-7.17%	8.80%
FBCGX Fidelity Blue Chip Growth K6 Fund	-10.96%	21.33%	38.15%	55.57%	-37.84%	23.00%	62.92%	36.11%	-2.33%	14.15%

Returns By Period

In the year-to-date period, TVIIX achieves a -4.41% return, which is significantly higher than FBCGX's -10.96% return.

TVIIX

• 1D: -0.31%
• 1M: -8.49%
• YTD: -4.41%
• 6M: -1.59%
• 1Y: 16.41%
• 3Y*: 14.81%
• 5Y*: 8.39%
• 10Y*: 10.88%

FBCGX

• 1D: -1.18%
• 1M: -9.03%
• YTD: -10.96%
• 6M: -8.23%
• 1Y: 23.76%
• 3Y*: 24.67%
• 5Y*: 11.51%
• 10Y*: —

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

TVIIX vs. FBCGX - Expense Ratio Comparison

TVIIX has a 0.10% expense ratio, which is lower than FBCGX's 0.45% expense ratio.

FBCGX

Fidelity Blue Chip Growth K6 Fund

TVIIX

TIAA-CREF Lifecycle Index 2060 Fund

Return for Risk

TVIIX vs. FBCGX — Risk / Return Rank

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

TVIIX

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

FBCGX

FBCGX Risk / Return Rank: 56
FBCGX Sharpe Ratio Rank: 52
FBCGX Sortino Ratio Rank: 59
FBCGX Omega Ratio Rank: 56
FBCGX Calmar Ratio Rank: 59
FBCGX Martin Ratio Rank: 55

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.

TVIIX vs. FBCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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.

	TVIIX	FBCGX	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.96	+0.11
Sortino ratio Return per unit of downside risk	1.57	1.50	+0.06
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.26	1.35	-0.09
Martin ratio Return relative to average drawdown	5.94	5.32	+0.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TVIIX vs. FBCGX - Sharpe Ratio Comparison

The current TVIIX Sharpe Ratio is 1.07, which is comparable to the FBCGX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TVIIX and FBCGX, 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

	TVIIX	FBCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	0.96	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.46	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.73	-0.13

Correlation

The correlation between TVIIX and FBCGX is 0.88, 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

TVIIX vs. FBCGX - Dividend Comparison

TVIIX's dividend yield for the trailing twelve months is around 2.73%, more than FBCGX's 1.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TVIIX TIAA-CREF Lifecycle Index 2060 Fund	2.73%	2.61%	2.16%	2.13%	2.22%	1.92%	1.63%	2.18%	2.80%	0.12%	2.69%	0.40%
FBCGX Fidelity Blue Chip Growth K6 Fund	1.09%	0.97%	0.62%	0.26%	0.12%	6.71%	1.26%	0.28%	0.46%	0.13%	0.00%	0.00%

Drawdowns

TVIIX vs. FBCGX - Drawdown Comparison

The maximum TVIIX drawdown since its inception was -32.04%, smaller than the maximum FBCGX drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for TVIIX and FBCGX.

Drawdown Indicators

	TVIIX	FBCGX	Difference
Max Drawdown Largest peak-to-trough decline	-32.04%	-42.55%	+10.51%
Max Drawdown (1Y) Largest decline over 1 year	-10.98%	-13.28%	+2.30%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-42.55%	+16.99%
Max Drawdown (10Y) Largest decline over 10 years	-32.04%	—	—
Current Drawdown Current decline from peak	-9.05%	-12.64%	+3.59%
Average Drawdown Average peak-to-trough decline	-4.64%	-9.04%	+4.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	3.55%	-1.10%

Volatility

TVIIX vs. FBCGX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) is 4.78%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 6.19%. This indicates that TVIIX experiences smaller price fluctuations and is considered to be less risky than FBCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TVIIX	FBCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	6.19%	-1.41%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	13.55%	-4.79%
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	24.66%	-9.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.73%	24.96%	-10.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.88%	24.96%	-9.08%