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TIAA-CREF Small-Cap Blend Index Fund (TISBX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US87244W5739

CUSIP

87244W573

Issuer

TIAA Investments

Inception Date

Oct 1, 2002

Min. Investment

$10,000,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TISBX vs. TISPX TISBX vs. VEXRX TISBX vs. TISEX TISBX vs. VOO TISBX vs. QQQ TISBX vs. VTMSX TISBX vs. RGAGX TISBX vs. TILIX TISBX vs. VMCIX TISBX vs. vexrx
Popular comparisons:
TISBX vs. TISPX TISBX vs. VEXRX TISBX vs. TISEX TISBX vs. VOO TISBX vs. QQQ TISBX vs. VTMSX TISBX vs. RGAGX TISBX vs. TILIX TISBX vs. VMCIX TISBX vs. vexrx

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Small-Cap Blend Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.21%
12.93%
TISBX (TIAA-CREF Small-Cap Blend Index Fund)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF Small-Cap Blend Index Fund had a return of 18.05% year-to-date (YTD) and 33.60% in the last 12 months. Over the past 10 years, TIAA-CREF Small-Cap Blend Index Fund had an annualized return of 8.74%, while the S&P 500 had an annualized return of 11.16%, indicating that TIAA-CREF Small-Cap Blend Index Fund did not perform as well as the benchmark.


TISBX

YTD

18.05%

1M

6.05%

6M

16.21%

1Y

33.60%

5Y (annualized)

9.88%

10Y (annualized)

8.74%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of TISBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.87%5.63%3.56%-6.99%5.00%-0.90%10.13%-1.49%0.72%-1.47%18.05%
20239.73%-1.68%-4.72%-1.80%-0.94%8.13%6.09%-4.96%-5.86%-6.85%9.08%12.25%17.07%
2022-9.63%1.08%1.24%-9.87%0.14%-8.22%10.49%-2.03%-9.60%11.03%2.39%-6.49%-20.31%
20215.01%6.26%0.99%2.11%0.18%1.96%-3.60%2.25%-2.94%4.24%-4.13%2.21%14.85%
2020-3.17%-8.43%-21.67%13.69%6.57%3.54%2.81%5.63%-3.30%2.10%18.41%8.61%20.14%
201911.23%5.20%-2.10%3.40%-7.79%7.08%0.59%-4.92%2.05%2.66%4.15%2.92%25.61%
20182.63%-3.85%1.29%0.89%6.06%0.75%1.74%4.33%-2.38%-10.86%1.56%-11.94%-10.99%
20170.41%1.93%0.15%1.09%-2.01%3.51%0.73%-1.25%6.28%0.87%2.86%-0.38%14.83%
2016-8.75%-0.00%8.02%1.63%2.26%-0.06%5.99%1.75%1.13%-4.69%11.13%2.80%21.58%
2015-3.21%5.97%1.77%-2.56%2.31%0.82%-1.17%-6.24%-4.90%5.61%3.29%-5.09%-4.28%
2014-2.76%4.75%-0.68%-3.83%0.82%5.31%-6.02%4.98%-6.05%6.66%0.10%2.78%5.08%
20136.21%1.13%4.66%-0.38%4.03%-0.48%6.99%-3.13%6.34%2.54%4.04%1.97%39.00%

Expense Ratio

TISBX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for TISBX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TISBX is 45, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TISBX is 4545
Combined Rank
The Sharpe Ratio Rank of TISBX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TISBX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TISBX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TISBX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TISBX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TISBX, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.005.001.622.54
The chart of Sortino ratio for TISBX, currently valued at 2.26, compared to the broader market0.005.0010.002.263.40
The chart of Omega ratio for TISBX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.47
The chart of Calmar ratio for TISBX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.0025.001.433.66
The chart of Martin ratio for TISBX, currently valued at 9.15, compared to the broader market0.0020.0040.0060.0080.00100.009.1516.26
TISBX
^GSPC

The current TIAA-CREF Small-Cap Blend Index Fund Sharpe ratio is 1.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of TIAA-CREF Small-Cap Blend Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.62
2.54
TISBX (TIAA-CREF Small-Cap Blend Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF Small-Cap Blend Index Fund provided a 1.49% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.40$0.40$0.32$0.32$0.26$0.29$0.28$0.31$0.31$0.30$0.31$0.26

Dividend yield

1.49%1.76%1.61%1.25%1.06%1.38%1.60%1.48%1.59%1.79%1.65%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Small-Cap Blend Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2013$0.26$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.83%
-0.88%
TISBX (TIAA-CREF Small-Cap Blend Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Small-Cap Blend Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TIAA-CREF Small-Cap Blend Index Fund was 58.62%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current TIAA-CREF Small-Cap Blend Index Fund drawdown is 2.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.62%Dec 6, 2006564Mar 9, 2009485Feb 8, 20111049
-41.69%Sep 4, 2018387Mar 18, 2020164Nov 9, 2020551
-31.89%Nov 9, 2021152Jun 16, 2022601Nov 6, 2024753
-29.14%May 2, 2011108Oct 3, 2011237Sep 12, 2012345
-25.61%Jun 24, 2015161Feb 11, 2016191Nov 11, 2016352

Volatility

Volatility Chart

The current TIAA-CREF Small-Cap Blend Index Fund volatility is 7.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.51%
3.96%
TISBX (TIAA-CREF Small-Cap Blend Index Fund)
Benchmark (^GSPC)