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TIAA-CREF Inflation-Linked Bond Fund (TIILX) Sharpe Ratio: 1.78

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks to provide inflation protection and income, primarily through investment in inflation-linked bonds. The fund invests at least 80% of its assets in fixed-income securities whose principal value increases or decreases based on changes in the Consumer Price Index for All Urban Consumers ("CPI-U"), over the life of the security. Typically, it will invest in U.S. Treasury Inflation-Indexed Securities ("TIIS"). Under most circumstances, the fund's investments in inflation-linked bonds of foreign issuers are generally less than 20% of its assets.

TIILX's Sharpe Ratio of 1.78 indicates that for each unit of volatility, it generates 1.78 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TIILX Sharpe Ratio Rank

TIILX Sharpe Ratio Rank: 37.037
Below Average

TIILX ranks above 37.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

TIILX Sharpe Ratio Market Positioning

The chart shows TIILX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares TIAA-CREF Inflation-Linked Bond Fund's Sharpe Ratio with other mutual funds in the Inflation-Protected Bonds category across multiple time periods, showing how TIILX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IPBAXAllspring Real Return Fund3.14
VTSPXVanguard Short-Term Inflation-Protected Securities Index Fund Institutional Shares3.03
VTAPXVanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares3.01
VTIPXVanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares2.94
FSTZXFidelity Series 0-5 Year Inflation-Protected Bond Index Fund2.79
EIRRXEaton Vance Short Duration Inflation-Protected Income Fund2.57
RRPAXSEI Institutional Investments Trust Real Return Fund2.50
SEIAXSEI Multi-Asset Real Return Fund Class A2.48
EARRXEaton Vance Short Duration Inflation-Protected Income Fund Class A2.47
APOIXAmerican Century Short Duration Inflation Protection Bond Fund Investor Class2.40
TIILXTIAA-CREF Inflation-Linked Bond Fund1.78

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How to choose period

Historical Sharpe Ratio

The chart shows TIILX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TIILX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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