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ISIN
US87244W5739
CUSIP
87244W573
Inception Date
Oct 1, 2002
Min. Investment
$10,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TISBX Performance Chart

TIAA-CREF Small-Cap Blend Index Fund (TISBX) is up 17.1% since the beginning of the year. TISBX is currently trading at $30 per share. Investors who bought $1,000 worth of TISBX shares 5 years ago would now be looking at an investment worth $1,359.


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S&P 500 Index

Returns By Period

TIAA-CREF Small-Cap Blend Index Fund (TISBX) has returned 17.14% so far this year and 39.54% over the past 12 months. Over the last ten years, TISBX has returned 10.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.


TIAA-CREF Small-Cap Blend Index Fund

1D
-1.30%
1M
1.85%
YTD
17.14%
6M
14.97%
1Y
39.54%
3Y*
18.14%
5Y*
6.33%
10Y*
10.94%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TISBX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 2002, TISBX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TISBX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -14.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.34%0.81%-4.99%12.20%4.38%-0.85%17.14%
20252.60%-5.32%-6.78%-2.32%5.31%5.41%1.75%7.10%3.14%1.79%0.97%-0.62%12.72%
2024-3.87%5.63%3.56%-6.99%5.00%-0.90%10.13%-1.49%0.72%-1.47%11.01%-8.24%11.60%
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%-6.48%-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%

Benchmark Metrics

TIAA-CREF Small-Cap Blend Index Fund has an annualized alpha of -0.88%, beta of 1.15, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 01, 2002.

  • This fund participated in 118.63% of S&P 500 Index downside but only 116.58% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.15 and R2 of 0.79, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.88%
Beta
1.15
0.79
Upside Capture
116.58%
Downside Capture
118.63%

Expense Ratio

TISBX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

TISBX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TISBX Risk / Return Rank: 5858
Overall Rank
TISBX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 4848
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4242
Omega Ratio Rank
TISBX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TISBX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and compare them to S&P 500 Index.


TISBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

3.62

2.98

+0.63

Martin ratioReturn relative to average drawdown

12.81

13.78

-0.97

Dividends

Dividend History

TIAA-CREF Small-Cap Blend Index Fund provided a 3.52% dividend yield over the last twelve months, with an annual payout of $1.07 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.07$1.07$1.63$0.70$0.39$2.30$0.64$1.07$1.62$0.96$0.79$0.80

Dividend yield

3.52%4.12%6.82%3.09%1.97%8.96%2.65%5.16%9.29%4.49%4.03%4.77%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.63$1.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.30$2.30

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.


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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 56.50%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.

The current TIAA-CREF Small-Cap Blend Index Fund drawdown is 1.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.50%Mar 2009
2y 3mo1y 9mo
4y 5dDec 2006 - Dec 2010
COVID crash2020
-41.69%Mar 2020
1y 6mo7mo 26d
2y 2moSep 2018 - Nov 2020
Bear market2022
-31.89%Jun 2022
7mo 9d2y 4mo
2y 12moNov 2021 - Nov 2024
2011 bear market2011
-29.14%Oct 2011
5mo 4d11mo 15d
1y 4moMay 2011 - Sep 2012
2025 selloff2025
-27.44%Apr 2025
4mo 13d5mo 6d
9mo 19dNov 2024 - Sep 2025

Drawdown Indicators


TISBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.50%

-56.78%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-9.10%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-18.90%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-25.43%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

-33.92%

-7.77%

Current Drawdown

Current decline from peak

-1.43%

-0.33%

-1.10%

Average Drawdown

Average peak-to-trough decline

-9.68%

-10.72%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

1.97%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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