PortfoliosLab logoPortfoliosLab logo
USAAX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAAX vs. TILIX - Performance Comparison

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

Loading graphics...

USAAX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USAAX
USAA Growth Fund
-14.00%16.68%32.82%48.39%-32.49%16.97%37.07%27.62%-4.33%28.44%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%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, USAAX achieves a -14.00% return, which is significantly lower than TILIX's -13.04% return. Over the past 10 years, USAAX has underperformed TILIX with an annualized return of 13.58%, while TILIX has yielded a comparatively higher 16.09% annualized return.


USAAX

1D
-0.20%
1M
-9.22%
YTD
-14.00%
6M
-13.25%
1Y
11.52%
3Y*
18.48%
5Y*
9.24%
10Y*
13.58%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*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.


USAAX vs. TILIX - Expense Ratio Comparison

USAAX has a 0.84% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

USAAX vs. TILIX — Risk / Return Rank

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

USAAX
USAAX Risk / Return Rank: 2020
Overall Rank
USAAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
USAAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
USAAX Omega Ratio Rank: 2222
Omega Ratio Rank
USAAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
USAAX Martin Ratio Rank: 1717
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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.

USAAX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Growth Fund (USAAX) 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.


USAAXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.65

-0.15

Sortino ratio

Return per unit of downside risk

0.89

1.10

-0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.49

0.67

-0.19

Martin ratio

Return relative to average drawdown

1.73

2.32

-0.59

USAAX vs. TILIX - Sharpe Ratio Comparison

The current USAAX Sharpe Ratio is 0.51, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of USAAX 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.


Loading graphics...

Sharpe Ratios by Period


USAAXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.65

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.56

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.77

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.08

Correlation

The correlation between USAAX 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

USAAX vs. TILIX - Dividend Comparison

USAAX's dividend yield for the trailing twelve months is around 12.35%, more than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
USAAX
USAA Growth Fund
12.35%10.62%10.47%6.54%6.98%10.34%4.33%26.15%13.67%2.47%5.27%6.92%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

USAAX vs. TILIX - Drawdown Comparison

The maximum USAAX drawdown since its inception was -66.79%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for USAAX and TILIX.


Loading graphics...

Drawdown Indicators


USAAXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.79%

-50.54%

-16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-16.24%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-41.75%

-32.68%

-9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-32.68%

-9.07%

Current Drawdown

Current decline from peak

-16.92%

-16.24%

-0.68%

Average Drawdown

Average peak-to-trough decline

-18.87%

-7.77%

-11.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

4.73%

+0.06%

Volatility

USAAX vs. TILIX - Volatility Comparison

USAA Growth Fund (USAAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 5.39% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


USAAXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.34%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

11.80%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

22.35%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

21.44%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

21.01%

+1.01%