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TVIIX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TVIIX vs. VUG - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
157.64%
344.29%
TVIIX
VUG

Returns By Period

In the year-to-date period, TVIIX achieves a 17.56% return, which is significantly lower than VUG's 30.45% return. Over the past 10 years, TVIIX has underperformed VUG with an annualized return of 9.65%, while VUG has yielded a comparatively higher 15.50% annualized return.


TVIIX

YTD

17.56%

1M

1.38%

6M

8.16%

1Y

23.96%

5Y (annualized)

10.93%

10Y (annualized)

9.65%

VUG

YTD

30.45%

1M

4.12%

6M

13.94%

1Y

35.92%

5Y (annualized)

19.10%

10Y (annualized)

15.50%

Key characteristics


TVIIXVUG
Sharpe Ratio2.002.13
Sortino Ratio2.702.79
Omega Ratio1.391.39
Calmar Ratio3.212.77
Martin Ratio13.6410.92
Ulcer Index1.76%3.29%
Daily Std Dev11.98%16.83%
Max Drawdown-32.04%-50.68%
Current Drawdown-0.96%-1.17%

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TVIIX vs. VUG - Expense Ratio Comparison

TVIIX has a 0.10% expense ratio, which is higher than VUG's 0.04% 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%.


TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
Expense ratio chart for TVIIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between TVIIX and VUG is 0.90, 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.

Risk-Adjusted Performance

TVIIX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for TVIIX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.002.002.13
The chart of Sortino ratio for TVIIX, currently valued at 2.70, compared to the broader market0.005.0010.002.702.79
The chart of Omega ratio for TVIIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.39
The chart of Calmar ratio for TVIIX, currently valued at 3.21, compared to the broader market0.005.0010.0015.0020.0025.003.212.77
The chart of Martin ratio for TVIIX, currently valued at 13.64, compared to the broader market0.0020.0040.0060.0080.00100.0013.6410.92
TVIIX
VUG

The current TVIIX Sharpe Ratio is 2.00, which is comparable to the VUG Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of TVIIX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.13
TVIIX
VUG

Dividends

TVIIX vs. VUG - Dividend Comparison

TVIIX's dividend yield for the trailing twelve months is around 1.73%, more than VUG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
1.73%2.04%1.94%1.89%1.57%2.63%2.39%1.91%2.12%2.22%2.13%0.00%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

TVIIX vs. VUG - Drawdown Comparison

The maximum TVIIX drawdown since its inception was -32.04%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TVIIX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.96%
-1.17%
TVIIX
VUG

Volatility

TVIIX vs. VUG - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) is 3.03%, while Vanguard Growth ETF (VUG) has a volatility of 5.27%. This indicates that TVIIX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.03%
5.27%
TVIIX
VUG