VRVIX vs. TILVX
VRVIX (Vanguard Russell 1000 Value Index Fund Institutional Shares) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, VRVIX returned 11.31%/yr vs 11.10%/yr for TILVX. With a 1.00 correlation, they move nearly in lockstep. VRVIX charges 0.07%/yr vs 0.05%/yr for TILVX.
Performance
VRVIX vs. TILVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VRVIX having a 14.28% return and TILVX slightly higher at 14.30%. Both investments have delivered pretty close results over the past 10 years, with VRVIX having a 11.31% annualized return and TILVX not far behind at 11.10%.
VRVIX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.28%
- 6M
- 14.88%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 10.30%
- 10Y*
- 11.31%
TILVX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.30%
- 6M
- 14.82%
- 1Y
- 28.25%
- 3Y*
- 18.53%
- 5Y*
- 10.41%
- 10Y*
- 11.10%
VRVIX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 14.28% | 15.31% | 14.32% | 11.41% | -7.64% | 25.09% | 2.75% | 26.49% | -8.30% | 13.58% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 14.30% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
Correlation
The correlation between VRVIX and TILVX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010 | 1.00 |
The correlation between VRVIX and TILVX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
VRVIX vs. TILVX — Risk / Return Rank
VRVIX
TILVX
VRVIX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) 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.
| VRVIX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.49 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 4.30 | -0.01 |
| Martin ratioReturn relative to average drawdown | 17.97 | 18.01 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRVIX | TILVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 2.70 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.71 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.63 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
Drawdowns
VRVIX vs. TILVX - Drawdown Comparison
The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for VRVIX and TILVX.
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Drawdown Indicators
| VRVIX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -60.05% | +21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -6.80% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -15.58% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -19.00% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -40.15% | +1.86% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -8.26% | +4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.62% | 0.00% |
Volatility
VRVIX vs. TILVX - Volatility Comparison
Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and TIAA-CREF Large-Cap Value Index Fund (TILVX) have volatilities of 3.06% and 3.04%, 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.
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Volatility by Period
| VRVIX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 3.04% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 8.19% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 10.84% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.82% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 17.66% | -0.31% |
VRVIX vs. TILVX - Expense Ratio Comparison
VRVIX has a 0.07% expense ratio, which is higher than TILVX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VRVIX vs. TILVX - Dividend Comparison
VRVIX's dividend yield for the trailing twelve months is around 1.64%, less than TILVX's 5.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.21% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 1.64% | 1.41% | 1.98% | 2.10% | 2.24% | 1.69% | 2.25% | 2.30% | 2.60% | 2.21% | 2.43% | 2.42% |
Frequently Asked Questions
With a correlation of 1.00, VRVIX and TILVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VRVIX has higher volatility (3.06%) compared to TILVX (3.04%). In terms of maximum drawdown, VRVIX dropped -38.29% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (2.70 vs 2.70), 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.
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