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TWCIX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWCIX vs. TILIX - Performance Comparison

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

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TWCIX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWCIX
American Century Select Fund
-8.73%16.30%26.15%39.93%-28.82%25.47%33.99%36.30%-3.54%28.90%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-9.78%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, TWCIX achieves a -8.73% return, which is significantly higher than TILIX's -9.78% return. Over the past 10 years, TWCIX has underperformed TILIX with an annualized return of 14.92%, while TILIX has yielded a comparatively higher 16.52% annualized return.


TWCIX

1D
4.05%
1M
-5.48%
YTD
-8.73%
6M
-7.36%
1Y
17.10%
3Y*
17.46%
5Y*
10.31%
10Y*
14.92%

TILIX

1D
3.75%
1M
-5.51%
YTD
-9.78%
6M
-9.34%
1Y
17.66%
3Y*
21.12%
5Y*
12.35%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWCIX vs. TILIX - Expense Ratio Comparison

TWCIX has a 0.94% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

TWCIX vs. TILIX — Risk / Return Rank

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

TWCIX
TWCIX Risk / Return Rank: 4040
Overall Rank
TWCIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TWCIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
TWCIX Omega Ratio Rank: 3737
Omega Ratio Rank
TWCIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TWCIX Martin Ratio Rank: 4242
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 3737
Overall Rank
TILIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TILIX Omega Ratio Rank: 4040
Omega Ratio Rank
TILIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
TILIX Martin Ratio Rank: 3030
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.

TWCIX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) 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.


TWCIXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.83

-0.04

Sortino ratio

Return per unit of downside risk

1.30

1.35

-0.06

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.25

0.97

+0.28

Martin ratio

Return relative to average drawdown

4.50

3.32

+1.18

TWCIX vs. TILIX - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 0.79, which is comparable to the TILIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TWCIX 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


TWCIXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.83

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.79

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.57

0.00

Correlation

The correlation between TWCIX and TILIX is 0.97, 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

TWCIX vs. TILIX - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 11.00%, more than TILIX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
TWCIX
American Century Select Fund
11.00%10.04%3.67%5.21%10.36%8.25%6.26%5.42%9.05%6.30%3.43%6.16%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
4.89%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

TWCIX vs. TILIX - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TWCIX and TILIX.


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Drawdown Indicators


TWCIXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.31%

-50.54%

-6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-16.24%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-32.68%

+1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-31.24%

-32.68%

+1.44%

Current Drawdown

Current decline from peak

-11.20%

-13.10%

+1.90%

Average Drawdown

Average peak-to-trough decline

-12.42%

-7.77%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.73%

-0.66%

Volatility

TWCIX vs. TILIX - Volatility Comparison

American Century Select Fund (TWCIX) has a higher volatility of 7.21% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 6.72%. This indicates that TWCIX's price experiences larger fluctuations and is considered to be riskier 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


TWCIXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

6.72%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

12.38%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

22.61%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

21.50%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

21.04%

-0.06%