PortfoliosLab logoPortfoliosLab logo
VEIPX vs. TILVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEIPX vs. TILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Equity Income Fund Investor Shares (VEIPX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VEIPX vs. TILVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEIPX
Vanguard Equity Income Fund Investor Shares
-0.15%17.14%14.80%7.66%-0.16%25.41%2.97%25.21%-5.75%17.60%
TILVX
TIAA-CREF Large-Cap Value Index Fund
-0.04%15.81%14.26%11.49%-7.57%25.05%2.90%26.48%-8.38%10.93%

Returns By Period

In the year-to-date period, VEIPX achieves a -0.15% return, which is significantly lower than TILVX's -0.04% return. Over the past 10 years, VEIPX has outperformed TILVX with an annualized return of 11.06%, while TILVX has yielded a comparatively lower 9.99% annualized return.


VEIPX

1D
0.05%
1M
-6.02%
YTD
-0.15%
6M
3.42%
1Y
13.87%
3Y*
13.89%
5Y*
10.46%
10Y*
11.06%

TILVX

1D
-0.36%
1M
-6.80%
YTD
-0.04%
6M
3.73%
1Y
13.33%
3Y*
13.44%
5Y*
8.91%
10Y*
9.99%
*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.


VEIPX vs. TILVX - Expense Ratio Comparison

VEIPX has a 0.28% expense ratio, which is higher than TILVX's 0.05% expense ratio.


Return for Risk

VEIPX vs. TILVX — Risk / Return Rank

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

VEIPX
VEIPX Risk / Return Rank: 5656
Overall Rank
VEIPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEIPX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VEIPX Omega Ratio Rank: 5959
Omega Ratio Rank
VEIPX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VEIPX Martin Ratio Rank: 5858
Martin Ratio Rank

TILVX
TILVX Risk / Return Rank: 4848
Overall Rank
TILVX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TILVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
TILVX Omega Ratio Rank: 5151
Omega Ratio Rank
TILVX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TILVX Martin Ratio Rank: 5252
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.

VEIPX vs. TILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Investor Shares (VEIPX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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.


VEIPXTILVXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.93

+0.07

Sortino ratio

Return per unit of downside risk

1.45

1.36

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.26

1.07

+0.20

Martin ratio

Return relative to average drawdown

5.61

5.05

+0.56

VEIPX vs. TILVX - Sharpe Ratio Comparison

The current VEIPX Sharpe Ratio is 1.00, which is comparable to the TILVX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VEIPX and TILVX, 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


VEIPXTILVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.93

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.61

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.57

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.45

+0.19

Correlation

The correlation between VEIPX and TILVX 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

VEIPX vs. TILVX - Dividend Comparison

VEIPX's dividend yield for the trailing twelve months is around 11.02%, more than TILVX's 5.96% yield.


TTM20252024202320222021202020192018201720162015
VEIPX
Vanguard Equity Income Fund Investor Shares
11.02%10.94%9.74%7.87%8.69%7.62%2.77%4.36%10.87%2.98%3.78%6.39%
TILVX
TIAA-CREF Large-Cap Value Index Fund
5.96%5.96%3.04%4.90%4.57%3.77%2.26%7.05%4.68%2.01%3.14%4.24%

Drawdowns

VEIPX vs. TILVX - Drawdown Comparison

The maximum VEIPX drawdown since its inception was -54.12%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for VEIPX and TILVX.


Loading graphics...

Drawdown Indicators


VEIPXTILVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-60.05%

+5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-11.79%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-19.00%

+3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-40.15%

+4.89%

Current Drawdown

Current decline from peak

-6.85%

-6.80%

-0.05%

Average Drawdown

Average peak-to-trough decline

-5.52%

-8.32%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.49%

-0.02%

Volatility

VEIPX vs. TILVX - Volatility Comparison

The current volatility for Vanguard Equity Income Fund Investor Shares (VEIPX) is 3.14%, while TIAA-CREF Large-Cap Value Index Fund (TILVX) has a volatility of 3.65%. This indicates that VEIPX experiences smaller price fluctuations and is considered to be less risky than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VEIPXTILVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.65%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

8.11%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

15.66%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

14.79%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

17.64%

-1.35%