WESWX vs. TILVX
WESWX (TETON Westwood Equity Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, WESWX returned 8.70%/yr vs 11.31%/yr for TILVX. Their 0.96 correlation means they have historically moved very closely together. WESWX charges 1.64%/yr vs 0.05%/yr for TILVX.
Performance
WESWX vs. TILVX - Performance Comparison
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Returns By Period
In the year-to-date period, WESWX achieves a 8.06% return, which is significantly lower than TILVX's 20.09% return. Over the past 10 years, WESWX has underperformed TILVX with an annualized return of 8.70%, while TILVX has yielded a comparatively higher 11.31% annualized return.
WESWX
- 1D
- 0.28%
- 1M
- 0.65%
- 6M
- 5.23%
- YTD
- 8.06%
- 1Y
- 11.09%
- 3Y*
- 8.24%
- 5Y*
- 5.83%
- 10Y*
- 8.70%
- ALL TIME*
- 9.89%
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 |
WESWX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WESWX TETON Westwood Equity Fund | 8.06% | 5.14% | 9.72% | 7.48% | -7.14% | 22.02% | 2.33% | 26.97% | -6.41% | 20.40% |
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 WESWX and TILVX is 0.88, 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. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.96 |
The correlation between WESWX and TILVX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
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Return for Risk
WESWX vs. TILVX — Risk / Return Rank
WESWX
TILVX
WESWX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TETON Westwood Equity Fund (WESWX) 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.
| WESWX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.46 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 4.37 | -3.10 |
| Martin ratioReturn relative to average drawdown | 4.81 | 18.65 | -13.84 |
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Drawdowns
WESWX vs. TILVX - Drawdown Comparison
The maximum WESWX drawdown since its inception was -52.38%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for WESWX and TILVX.
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Drawdown Indicators
| WESWX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -60.05% | +7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -6.80% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.99% | -15.58% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -19.00% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -40.15% | +3.73% |
Current DrawdownCurrent decline from peak | -0.91% | -0.53% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -8.21% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.61% | +0.27% |
Volatility
WESWX vs. TILVX - Volatility Comparison
The current volatility for TETON Westwood Equity Fund (WESWX) is 2.62%, while TIAA-CREF Large-Cap Value Index Fund (TILVX) has a volatility of 2.89%. This indicates that WESWX 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.
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Volatility by Period
| WESWX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.89% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 8.72% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 11.44% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.83% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 17.62% | -1.32% |
WESWX vs. TILVX - Expense Ratio Comparison
WESWX has a 1.64% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Dividends
WESWX vs. TILVX - Dividend Comparison
WESWX's dividend yield for the trailing twelve months is around 13.68%, more 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% |
WESWX TETON Westwood Equity Fund | 13.68% | 14.79% | 8.77% | 5.06% | 7.60% | 17.92% | 4.55% | 9.75% | 18.19% | 11.70% | 7.11% | 8.36% |
Frequently Asked Questions
WESWX and TILVX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILVX has higher volatility (2.89%) compared to WESWX (2.62%). In terms of maximum drawdown, WESWX dropped -52.38% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (2.60 vs 0.89), 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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