PortfoliosLab logoPortfoliosLab logo
TVIIX vs. TIREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TVIIX vs. TIREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TVIIX vs. TIREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
-1.80%21.10%15.59%20.90%-17.60%17.62%17.39%26.52%-7.17%19.58%
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.59%2.10%5.30%12.16%-28.74%39.39%1.29%31.09%-4.06%11.73%

Returns By Period

In the year-to-date period, TVIIX achieves a -1.80% return, which is significantly lower than TIREX's 2.59% return. Over the past 10 years, TVIIX has outperformed TIREX with an annualized return of 11.18%, while TIREX has yielded a comparatively lower 5.75% annualized return.


TVIIX

1D
2.73%
1M
-5.48%
YTD
-1.80%
6M
0.62%
1Y
19.17%
3Y*
15.84%
5Y*
8.72%
10Y*
11.18%

TIREX

1D
1.56%
1M
-6.86%
YTD
2.59%
6M
1.13%
1Y
3.40%
3Y*
6.60%
5Y*
2.28%
10Y*
5.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TVIIX vs. TIREX - Expense Ratio Comparison

TVIIX has a 0.10% expense ratio, which is lower than TIREX's 0.47% expense ratio.


Return for Risk

TVIIX vs. TIREX — Risk / Return Rank

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

TVIIX
TVIIX Risk / Return Rank: 7070
Overall Rank
TVIIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TVIIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TVIIX Omega Ratio Rank: 6969
Omega Ratio Rank
TVIIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TVIIX Martin Ratio Rank: 7575
Martin Ratio Rank

TIREX
TIREX Risk / Return Rank: 1010
Overall Rank
TIREX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TIREX Sortino Ratio Rank: 88
Sortino Ratio Rank
TIREX Omega Ratio Rank: 88
Omega Ratio Rank
TIREX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TIREX Martin Ratio Rank: 1414
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.

TVIIX vs. TIREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX). 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.


TVIIXTIREXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.22

+1.03

Sortino ratio

Return per unit of downside risk

1.83

0.41

+1.41

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

1.62

0.37

+1.26

Martin ratio

Return relative to average drawdown

7.45

1.52

+5.93

TVIIX vs. TIREX - Sharpe Ratio Comparison

The current TVIIX Sharpe Ratio is 1.26, which is higher than the TIREX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TVIIX and TIREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TVIIXTIREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.22

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.12

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.29

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.32

+0.30

Correlation

The correlation between TVIIX and TIREX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TVIIX vs. TIREX - Dividend Comparison

TVIIX's dividend yield for the trailing twelve months is around 2.66%, which matches TIREX's 2.68% yield.


TTM20252024202320222021202020192018201720162015
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
2.66%2.61%2.16%2.13%2.22%1.92%1.63%2.18%2.80%0.12%2.69%0.40%
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.68%3.56%3.08%2.71%5.13%3.07%1.80%6.18%3.54%7.20%4.16%5.65%

Drawdowns

TVIIX vs. TIREX - Drawdown Comparison

The maximum TVIIX drawdown since its inception was -32.04%, smaller than the maximum TIREX drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for TVIIX and TIREX.


Loading graphics...

Drawdown Indicators


TVIIXTIREXDifference

Max Drawdown

Largest peak-to-trough decline

-32.04%

-74.18%

+42.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-12.38%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-35.67%

+10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

-39.26%

+7.22%

Current Drawdown

Current decline from peak

-6.56%

-11.84%

+5.28%

Average Drawdown

Average peak-to-trough decline

-4.64%

-13.54%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.97%

-0.58%

Volatility

TVIIX vs. TIREX - Volatility Comparison

TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) has a higher volatility of 5.70% compared to TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) at 4.60%. This indicates that TVIIX's price experiences larger fluctuations and is considered to be riskier than TIREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TVIIXTIREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

4.60%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

9.11%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

16.12%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

18.84%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

20.13%

-4.23%