Tiaa Cref Correlations

TLXIX Fund

USD 35.76 0.93 2.53%

The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is 0.39 (i.e., Weak diversification). The correlation of Tiaa Cref is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Tiaa Cref Correlation With Market

Poor diversification

The correlation between Tiaa Cref Lifecycle Index and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle Index and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tiaa Cref Lifecycle Index. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Tiaa Mutual Fund

0.76	TEIHX	Tiaa Cref Equity	Pair Corr
0.66	TEMLX	Tiaa Cref Emerging	Pair Corr
0.69	TEMPX	Tiaa Cref Emerging	Pair Corr
0.76	TEQWX	Tiaa Cref Equity	Pair Corr
0.62	TEQSX	Tiaa Cref Emerging	Pair Corr
0.61	TEQPX	Tiaa Cref Emerging	Pair Corr
0.99	TFITX	Tiaa Cref Lifecycle	Pair Corr
0.81	TFIRX	Tiaa Cref Lifecycle Potential Growth	Pair Corr
0.81	TFIPX	Tiaa Cref Lifecycle	Pair Corr
0.81	TFIHX	Tiaa Cref Lifecycle	Pair Corr
0.81	TFTIX	Tiaa Cref Lifecycle	Pair Corr
0.81	TFTHX	Tiaa Cref Lifecycle	Pair Corr
0.65	TGROX	Tiaa Cref Green	Pair Corr
0.64	THCVX	Tiaa Cref Large	Pair Corr

Related Correlations Analysis

	TEDNX	TEDLX	TEDHX	TEDVX	TEDTX	TEDPX	TEIHX	TEMLX	TEMHX	TEMVX
TEDNX		1.0	1.0	1.0	1.0	1.0	0.56	0.63	0.6	0.6	TEDNX
TEDLX	1.0		1.0	1.0	1.0	1.0	0.56	0.63	0.6	0.61	TEDLX
TEDHX	1.0	1.0		1.0	1.0	1.0	0.55	0.62	0.59	0.59	TEDHX
TEDVX	1.0	1.0	1.0		1.0	1.0	0.56	0.64	0.61	0.61	TEDVX
TEDTX	1.0	1.0	1.0	1.0		1.0	0.55	0.62	0.59	0.6	TEDTX
TEDPX	1.0	1.0	1.0	1.0	1.0		0.54	0.62	0.59	0.59	TEDPX
TEIHX	0.56	0.56	0.55	0.56	0.55	0.54		0.69	0.81	0.8	TEIHX
TEMLX	0.63	0.63	0.62	0.64	0.62	0.62	0.69		0.85	0.85	TEMLX
TEMHX	0.6	0.6	0.59	0.61	0.59	0.59	0.81	0.85		1.0	TEMHX
TEMVX	0.6	0.61	0.59	0.61	0.6	0.59	0.8	0.85	1.0		TEMVX
	TEDNX	TEDLX	TEDHX	TEDVX	TEDTX	TEDPX	TEIHX	TEMLX	TEMHX	TEMVX

Please upgrade your account to get full access to Macroaxis premium features

Risk-Adjusted Indicators

There is a big difference between Tiaa Mutual Fund performing well and Tiaa Cref Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Tiaa Cref's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TEDNX	0.14	0.00	(0.14)	0.02	0.25	(0.18)	0.22	(0.22)	1.97
TEDLX	0.14	(0.01)	(0.15)	(0.01)	0.25	(0.19)	0.22	(0.22)	2.07
TEDHX	0.14	0.00	(0.12)	0.02	0.26	(0.18)	0.22	(0.22)	2.17
TEDVX	0.15	(0.01)	(0.13)	0.01	0.30	(0.17)	0.22	(0.22)	2.29
TEDTX	0.14	0.00	(0.13)	0.02	0.25	(0.18)	0.22	(0.22)	2.07
TEDPX	0.13	0.00	(0.12)	0.02	0.26	(0.18)	0.22	(0.22)	2.18
TEIHX	0.63	(0.01)	(0.05)	(0.01)	1.13	(0.54)	1.15	(1.57)	5.01
TEMLX	0.80	(0.06)	(0.05)	(0.01)	1.21	(0.88)	1.45	(1.37)	7.19
TEMHX	0.80	(0.03)	0.00	(0.07)	0.00	0.00	1.51	(1.47)	7.09
TEMVX	0.80	(0.04)	0.00	(0.12)	0.00	0.00	1.50	(1.46)	8.07

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC

Tiaa Cref Correlations

Tiaa Cref Correlation With Market

Poor diversification

Moving together with Tiaa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY