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TIAA-CREF Social Choice Equity Fund (TISCX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US87244W3007

Issuer

TIAA Investments

Inception Date

Jul 1, 1999

Min. Investment

$2,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

TISCX has an expense ratio of 0.17%, which is considered low compared to other funds.


Expense ratio chart for TISCX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

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:
TISCX vs. VSMPX TISCX vs. NAESX TISCX vs. VTMGX TISCX vs. VIMSX TISCX vs. ^GSPC TISCX vs. VINIX TISCX vs. VIIIX TISCX vs. VOO TISCX vs. VSMAX TISCX vs. VTHR
Popular comparisons:
TISCX vs. VSMPX TISCX vs. NAESX TISCX vs. VTMGX TISCX vs. VIMSX TISCX vs. ^GSPC TISCX vs. VINIX TISCX vs. VIIIX TISCX vs. VOO TISCX vs. VSMAX TISCX vs. VTHR

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
9.23%
TISCX (TIAA-CREF Social Choice Equity Fund)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF Social Choice Equity Fund had a return of 19.71% year-to-date (YTD) and 20.23% in the last 12 months. Over the past 10 years, TIAA-CREF Social Choice Equity Fund had an annualized return of 7.67%, while the S&P 500 had an annualized return of 11.11%, indicating that TIAA-CREF Social Choice Equity Fund did not perform as well as the benchmark.


TISCX

YTD

19.71%

1M

-4.15%

6M

7.11%

1Y

20.23%

5Y*

9.50%

10Y*

7.67%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.28%5.21%3.32%-5.11%4.20%2.68%1.88%2.32%1.93%-1.54%7.34%19.71%
20237.01%-2.69%1.60%0.00%-0.64%7.05%3.11%-1.39%-5.03%-2.69%10.03%1.01%17.53%
2022-6.52%-3.01%3.03%-8.18%0.04%-8.58%9.07%-3.71%-9.06%9.07%6.55%-8.58%-20.40%
20210.04%3.25%3.82%4.28%1.27%2.40%1.47%2.69%-4.40%7.07%-2.27%-3.52%16.63%
2020-0.00%-8.05%-13.53%13.46%5.24%2.39%4.76%7.05%-3.27%-2.06%11.81%4.05%20.15%
20198.57%3.67%1.23%3.39%-6.10%6.88%1.84%-1.91%2.10%1.95%3.49%-0.01%27.22%
20185.42%-3.91%-1.49%0.21%1.98%0.51%3.41%3.25%0.05%-7.62%2.63%-15.48%-12.27%
20171.88%3.21%-0.06%1.33%1.37%1.07%2.00%-0.38%2.73%2.13%2.81%-1.23%18.10%
2016-5.61%0.41%7.27%0.95%1.44%0.06%3.90%0.77%0.00%-2.24%4.53%-2.46%8.72%
2015-3.34%5.43%-1.11%-0.06%1.01%-2.11%1.56%-5.89%-2.94%7.81%0.36%-5.74%-5.80%
2014-3.55%4.89%0.64%0.32%2.40%2.47%-1.81%4.11%-2.42%2.17%1.95%-1.28%9.94%
20136.36%1.67%4.62%1.05%2.59%-1.01%5.11%-3.13%3.80%4.14%2.39%1.71%33.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, TISCX is among the top 20% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TISCX is 8080
Overall Rank
The Sharpe Ratio Rank of TISCX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TISCX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TISCX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TISCX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TISCX is 8181
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 Social Choice Equity Fund (TISCX) 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 TISCX, currently valued at 1.61, compared to the broader market-1.000.001.002.003.004.001.612.07
The chart of Sortino ratio for TISCX, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.76
The chart of Omega ratio for TISCX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.39
The chart of Calmar ratio for TISCX, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.0012.0014.001.353.05
The chart of Martin ratio for TISCX, currently valued at 8.93, compared to the broader market0.0020.0040.0060.008.9313.27
TISCX
^GSPC

The current TIAA-CREF Social Choice Equity Fund Sharpe ratio is 1.61. 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 Social Choice Equity 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.61
2.07
TISCX (TIAA-CREF Social Choice Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF Social Choice Equity Fund provided a 16.53% dividend yield over the last twelve months, with an annual payout of $4.40 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.40$0.41$0.36$0.33$0.30$0.33$0.31$0.31$0.39$0.30$0.24$0.22

Dividend yield

16.53%1.58%1.62%1.16%1.23%1.57%1.86%1.61%2.38%1.93%1.42%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Social Choice Equity 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$4.40$4.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2018$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
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$0.39$0.39
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$0.24$0.24
2013$0.22$0.22

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-1.91%
TISCX (TIAA-CREF Social Choice Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Social Choice Equity 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 Social Choice Equity Fund was 55.12%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current TIAA-CREF Social Choice Equity Fund drawdown is 5.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.12%Oct 10, 2007354Mar 9, 2009760Mar 13, 20121114
-34.89%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-32.29%Mar 20, 2002141Oct 9, 2002306Dec 29, 2003447
-31.17%Nov 9, 2021233Oct 12, 2022440Jul 16, 2024673
-25.54%Sep 24, 201864Dec 24, 2018226Nov 15, 2019290

Volatility

Volatility Chart

The current TIAA-CREF Social Choice Equity Fund volatility is 3.77%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
3.82%
TISCX (TIAA-CREF Social Choice Equity Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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