TIAA-CREF Quant Small-Cap Equity Fund (TISEX)
The investment seeks a favorable long-term total return, mainly through capital appreciation, primarily from equity securities of smaller domestic companies. Under normal circumstances, the fund invests at least 80% of its assets in small-cap equity securities. A small-cap equity security is a security within the capitalization range of the companies included in the fund's benchmark index, the Russell 2000 Index, at the time of purchase. It invests primarily in equity securities of smaller domestic companies across a wide range of sectors, growth rates and valuations.
Fund Info
| ISIN | US87244W8394 |
|---|---|
| Issuer | TIAA Investments |
| Inception Date | Oct 1, 2002 |
| Category | Small Cap Blend Equities |
| Min. Investment | $2,000,000 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
TISEX features an expense ratio of 0.41%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: TISEX vs. TISBX, TISEX vs. DAX, TISEX vs. VBR, TISEX vs. SCHD, TISEX vs. AVUV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Quant Small-Cap 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.
Returns By Period
TIAA-CREF Quant Small-Cap Equity Fund had a return of 24.39% year-to-date (YTD) and 48.36% in the last 12 months. Over the past 10 years, TIAA-CREF Quant Small-Cap Equity Fund had an annualized return of 10.39%, while the S&P 500 had an annualized return of 11.41%, indicating that TIAA-CREF Quant Small-Cap Equity Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 24.39% | 25.70% |
| 1 month | 8.53% | 3.51% |
| 6 months | 18.40% | 14.80% |
| 1 year | 48.36% | 37.91% |
| 5 years (annualized) | 12.90% | 14.18% |
| 10 years (annualized) | 10.39% | 11.41% |
Monthly Returns
The table below presents the monthly returns of TISEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.82% | 6.08% | 3.33% | -6.71% | 5.49% | 0.75% | 7.94% | -0.44% | 0.69% | -1.43% | 24.39% | ||
| 2023 | 8.52% | -0.37% | -4.70% | -2.11% | -0.13% | 8.45% | 5.68% | -4.23% | -5.07% | -6.67% | 8.96% | 11.23% | 18.72% |
| 2022 | -8.60% | 2.41% | 0.84% | -9.06% | -0.06% | -8.14% | 10.05% | -1.15% | -8.81% | 11.95% | 2.46% | -5.75% | -15.49% |
| 2021 | 4.69% | 9.11% | 1.65% | 3.16% | 0.76% | 1.56% | -2.64% | 2.57% | -2.55% | 4.74% | -3.62% | 3.79% | 25.00% |
| 2020 | -3.93% | -8.99% | -24.39% | 13.71% | 6.35% | 3.48% | 2.78% | 3.70% | -3.15% | 1.91% | 17.99% | 9.89% | 12.81% |
| 2019 | 11.70% | 5.97% | -2.64% | 3.26% | -7.27% | 7.20% | 0.12% | -4.31% | 1.56% | 2.16% | 2.53% | 2.80% | 23.94% |
| 2018 | 2.98% | -3.86% | 0.32% | -0.42% | 5.82% | -0.05% | 1.95% | 4.76% | -2.25% | -10.02% | 0.59% | -11.31% | -12.33% |
| 2017 | 0.92% | 2.36% | -0.26% | 0.52% | -2.35% | 3.37% | 1.09% | -0.87% | 5.53% | 1.37% | 2.75% | -0.10% | 15.05% |
| 2016 | -8.42% | -1.30% | 7.85% | 0.32% | 2.06% | -1.01% | 6.87% | 1.31% | 1.64% | -3.87% | 11.84% | 2.64% | 19.98% |
| 2015 | -2.49% | 5.94% | 1.85% | -2.37% | 2.31% | 0.55% | 0.22% | -5.80% | -3.83% | 6.34% | 3.46% | -5.30% | -0.04% |
| 2014 | -1.70% | 4.48% | -1.03% | -3.19% | 0.92% | 4.92% | -6.16% | 4.83% | -4.30% | 6.60% | 0.15% | 1.88% | 6.70% |
| 2013 | 6.36% | 0.76% | 4.73% | 0.18% | 3.61% | 0.17% | 7.18% | -2.70% | 6.61% | 3.13% | 2.98% | 1.61% | 40.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TISEX is 56, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
TIAA-CREF Quant Small-Cap Equity Fund provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.19 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.16 | $0.12 | $0.12 | $0.18 | $0.14 | $0.16 | $0.17 | $0.13 | $0.14 | $0.16 |
Dividend yield | 0.85% | 1.05% | 1.02% | 0.63% | 0.63% | 1.08% | 0.96% | 0.85% | 0.93% | 0.82% | 0.83% | 0.87% |
Monthly Dividends
The table displays the monthly dividend distributions for TIAA-CREF Quant Small-Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.19 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2013 | $0.16 | $0.16 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the TIAA-CREF Quant Small-Cap 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 Quant Small-Cap Equity Fund was 59.91%, occurring on Mar 9, 2009. Recovery took 492 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.91% | Jun 5, 2007 | 442 | Mar 9, 2009 | 492 | Feb 17, 2011 | 934 |
| -45.76% | Sep 4, 2018 | 387 | Mar 18, 2020 | 175 | Nov 24, 2020 | 562 |
| -29.86% | Jul 8, 2011 | 61 | Oct 3, 2011 | 239 | Sep 14, 2012 | 300 |
| -27.92% | Nov 9, 2021 | 152 | Jun 16, 2022 | 429 | Mar 4, 2024 | 581 |
| -23.46% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
Volatility
Volatility Chart
The current TIAA-CREF Quant Small-Cap Equity Fund volatility is 6.99%, 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.