VCTPX vs. TIILX
VCTPX (VALIC Company I Inflation Protected Fund) and TIILX (TIAA-CREF Inflation-Linked Bond Fund) are both Inflation-Protected Bonds funds. Over the past 10 years, VCTPX returned 2.13%/yr vs 2.79%/yr for TIILX. Their correlation of 0.89 means they have usually moved in the same direction. VCTPX charges 0.52%/yr vs 0.23%/yr for TIILX.
Performance
VCTPX vs. TIILX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VCTPX achieves a 0.96% return, which is significantly lower than TIILX's 1.12% return. Over the past 10 years, VCTPX has underperformed TIILX with an annualized return of 2.13%, while TIILX has yielded a comparatively higher 2.79% annualized return.
VCTPX
- 1D
- 0.00%
- 1M
- -0.79%
- 6M
- 0.39%
- YTD
- 0.96%
- 1Y
- 2.69%
- 3Y*
- 2.67%
- 5Y*
- 0.26%
- 10Y*
- 2.13%
- ALL TIME*
- 1.39%
TIILX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.47%
- YTD
- 1.12%
- 1Y
- 2.34%
- 3Y*
- 4.59%
- 5Y*
- 1.77%
- 10Y*
- 2.79%
- ALL TIME*
- 3.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VCTPX vs. TIILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCTPX VALIC Company I Inflation Protected Fund | 0.96% | 4.22% | 1.15% | 4.03% | -10.23% | 5.10% | 8.76% | 8.66% | -3.13% | 4.86% |
TIILX TIAA-CREF Inflation-Linked Bond Fund | 1.12% | 7.09% | 3.28% | 4.35% | -7.22% | 5.26% | 8.10% | 6.60% | -0.49% | 1.74% |
Correlation
The correlation between VCTPX and TIILX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2004 | 0.89 |
The correlation between VCTPX and TIILX has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VCTPX vs. TIILX — Risk / Return Rank
VCTPX
TIILX
VCTPX vs. TIILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Inflation Protected Fund (VCTPX) and TIAA-CREF Inflation-Linked Bond Fund (TIILX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VCTPX | TIILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.07 | -0.34 |
| Martin ratioReturn relative to average drawdown | 4.34 | 6.02 | -1.68 |
Loading charts...
Drawdowns
VCTPX vs. TIILX - Drawdown Comparison
The maximum VCTPX drawdown since its inception was -17.48%, which is greater than TIILX's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for VCTPX and TIILX.
Loading charts...
Drawdown Indicators
| VCTPX | TIILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.48% | -14.24% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.84% | -1.37% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -5.19% | -2.49% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -9.57% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -12.81% | -9.57% | -3.24% |
Current DrawdownCurrent decline from peak | -1.35% | -0.72% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -2.90% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.47% | +0.26% |
Volatility
VCTPX vs. TIILX - Volatility Comparison
VALIC Company I Inflation Protected Fund (VCTPX) has a higher volatility of 0.69% compared to TIAA-CREF Inflation-Linked Bond Fund (TIILX) at 0.65%. This indicates that VCTPX's price experiences larger fluctuations and is considered to be riskier than TIILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VCTPX | TIILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.65% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.26% | 2.03% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.03% | 2.66% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 4.39% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.87% | 3.82% | +1.05% |
VCTPX vs. TIILX - Expense Ratio Comparison
VCTPX has a 0.52% expense ratio, which is higher than TIILX's 0.23% expense ratio.
Dividends
VCTPX vs. TIILX - Dividend Comparison
VCTPX's dividend yield for the trailing twelve months is around 2.59%, less than TIILX's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIILX TIAA-CREF Inflation-Linked Bond Fund | 4.63% | 3.95% | 3.45% | 3.38% | 8.60% | 6.29% | 1.28% | 1.85% | 2.59% | 2.00% | 1.55% | 0.33% |
VCTPX VALIC Company I Inflation Protected Fund | 2.59% | 0.00% | 13.97% | 13.35% | 8.00% | 1.86% | 2.20% | 1.63% | 1.98% | 0.39% | 0.00% | 0.00% |
Frequently Asked Questions
VCTPX and TIILX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCTPX has higher volatility (0.69%) compared to TIILX (0.65%). In terms of maximum drawdown, VCTPX dropped -17.48% vs TIILX's -14.24%.
TIILX currently has the higher Sharpe Ratio (1.07 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VCTPX and TIILX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer