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 11.52%/yr vs 11.31%/yr for TILVX. Their 1.00 correlation means they have historically moved very closely together. VRVIX charges 0.07%/yr vs 0.05%/yr for TILVX.
Performance
VRVIX vs. TILVX - Performance Comparison
Loading charts...
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with VRVIX at 20.09% and TILVX at 20.09%. Both investments have delivered pretty close results over the past 10 years, with VRVIX having a 11.52% annualized return and TILVX not far behind at 11.31%.
VRVIX
- 1D
- 0.49%
- 1M
- 1.49%
- 6M
- 14.86%
- YTD
- 20.09%
- 1Y
- 32.24%
- 3Y*
- 17.48%
- 5Y*
- 11.56%
- 10Y*
- 11.52%
- ALL TIME*
- 12.06%
TILVX
- 1D
- 0.48%
- 1M
- 1.48%
- 6M
- 14.87%
- YTD
- 20.09%
- 1Y
- 32.19%
- 3Y*
- 17.63%
- 5Y*
- 11.67%
- 10Y*
- 11.31%
- ALL TIME*
- 9.39%
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 |
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 | 20.09% | 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 | 20.09% | 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 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 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.
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
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.
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.
| VRVIX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.46 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | 4.37 | -0.02 |
| Martin ratioReturn relative to average drawdown | 18.59 | 18.65 | -0.05 |
Loading charts...
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.
Loading charts...
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 | -0.54% | -0.53% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -8.21% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
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 2.91% and 2.89%, 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 charts...
Volatility by Period
| VRVIX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.89% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 8.72% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 11.44% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.83% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 17.62% | -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 1.57%, less than TILVX's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 4.96% | 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 | 1.57% | 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 (2.91%) compared to TILVX (2.89%). In terms of maximum drawdown, VRVIX dropped -38.29% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (2.60 vs 2.59), 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 VRVIX and TILVX
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