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

Key characteristics


TVIIXVWUAX
YTD Return18.48%31.24%
1Y Return30.72%46.91%
3Y Return (Ann)5.49%2.84%
5Y Return (Ann)11.15%17.12%
10Y Return (Ann)9.88%14.90%
Sharpe Ratio2.462.45
Sortino Ratio3.303.16
Omega Ratio1.481.44
Calmar Ratio2.851.69
Martin Ratio17.2514.41
Ulcer Index1.73%3.16%
Daily Std Dev12.15%18.62%
Max Drawdown-32.04%-50.37%
Current Drawdown-0.19%0.00%

Correlation

-0.50.00.51.00.9

The correlation between TVIIX and VWUAX is 0.87, 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

TVIIX vs. VWUAX - Performance Comparison

In the year-to-date period, TVIIX achieves a 18.48% return, which is significantly lower than VWUAX's 31.24% return. Over the past 10 years, TVIIX has underperformed VWUAX with an annualized return of 9.88%, while VWUAX has yielded a comparatively higher 14.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.33%
18.63%
TVIIX
VWUAX

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TVIIX vs. VWUAX - Expense Ratio Comparison

TVIIX has a 0.10% expense ratio, which is lower than VWUAX's 0.28% expense ratio.


VWUAX
Vanguard U.S. Growth Fund Admiral Shares
Expense ratio chart for VWUAX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
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%

Risk-Adjusted Performance

TVIIX vs. VWUAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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
Sharpe ratio
The chart of Sharpe ratio for TVIIX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for TVIIX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for TVIIX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for TVIIX, currently valued at 2.85, compared to the broader market0.005.0010.0015.0020.002.85
Martin ratio
The chart of Martin ratio for TVIIX, currently valued at 17.25, compared to the broader market0.0020.0040.0060.0080.00100.0017.25
VWUAX
Sharpe ratio
The chart of Sharpe ratio for VWUAX, currently valued at 2.45, compared to the broader market0.002.004.002.45
Sortino ratio
The chart of Sortino ratio for VWUAX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VWUAX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VWUAX, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.69
Martin ratio
The chart of Martin ratio for VWUAX, currently valued at 14.41, compared to the broader market0.0020.0040.0060.0080.00100.0014.41

TVIIX vs. VWUAX - Sharpe Ratio Comparison

The current TVIIX Sharpe Ratio is 2.46, which is comparable to the VWUAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of TVIIX and VWUAX, 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
2.46
2.45
TVIIX
VWUAX

Dividends

TVIIX vs. VWUAX - Dividend Comparison

TVIIX's dividend yield for the trailing twelve months is around 1.72%, more than VWUAX's 0.28% yield.


TTM20232022202120202019201820172016201520142013
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
1.72%2.04%1.94%1.89%1.57%2.63%2.39%1.91%2.12%2.22%2.13%0.00%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.28%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%0.53%

Drawdowns

TVIIX vs. VWUAX - Drawdown Comparison

The maximum TVIIX drawdown since its inception was -32.04%, smaller than the maximum VWUAX drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for TVIIX and VWUAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.19%
0
TVIIX
VWUAX

Volatility

TVIIX vs. VWUAX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) is 3.12%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 5.26%. This indicates that TVIIX experiences smaller price fluctuations and is considered to be less risky than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.12%
5.26%
TVIIX
VWUAX