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APSTX vs. TNSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APSTX vs. TNSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cavanal Hill Limited Duration Fund (APSTX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX). The values are adjusted to include any dividend payments, if applicable.

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APSTX vs. TNSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APSTX
Cavanal Hill Limited Duration Fund
-0.03%5.21%4.96%5.13%-5.78%-0.73%3.83%4.02%1.17%1.06%
TNSHX
TIAA-CREF Short-Term Bond Index Fund
-0.07%5.31%4.03%4.05%-3.96%-0.57%3.26%4.05%1.31%0.70%

Returns By Period

In the year-to-date period, APSTX achieves a -0.03% return, which is significantly higher than TNSHX's -0.07% return. Both investments have delivered pretty close results over the past 10 years, with APSTX having a 1.85% annualized return and TNSHX not far behind at 1.78%.


APSTX

1D
0.21%
1M
-1.27%
YTD
-0.03%
6M
1.09%
1Y
3.09%
3Y*
4.49%
5Y*
1.70%
10Y*
1.85%

TNSHX

1D
0.21%
1M
-0.82%
YTD
-0.07%
6M
1.06%
1Y
3.56%
3Y*
3.89%
5Y*
1.72%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APSTX vs. TNSHX - Expense Ratio Comparison

APSTX has a 0.76% expense ratio, which is higher than TNSHX's 0.09% expense ratio.


Return for Risk

APSTX vs. TNSHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APSTX
APSTX Risk / Return Rank: 8080
Overall Rank
APSTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
APSTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
APSTX Omega Ratio Rank: 7474
Omega Ratio Rank
APSTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
APSTX Martin Ratio Rank: 8080
Martin Ratio Rank

TNSHX
TNSHX Risk / Return Rank: 9595
Overall Rank
TNSHX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TNSHX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TNSHX Omega Ratio Rank: 9494
Omega Ratio Rank
TNSHX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TNSHX Martin Ratio Rank: 9595
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.

APSTX vs. TNSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill Limited Duration Fund (APSTX) and TIAA-CREF Short-Term Bond Index Fund (TNSHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


APSTXTNSHXDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.00

-0.60

Sortino ratio

Return per unit of downside risk

2.09

3.63

-1.55

Omega ratio

Gain probability vs. loss probability

1.28

1.50

-0.22

Calmar ratio

Return relative to maximum drawdown

2.37

3.67

-1.30

Martin ratio

Return relative to average drawdown

7.86

13.41

-5.56

APSTX vs. TNSHX - Sharpe Ratio Comparison

The current APSTX Sharpe Ratio is 1.40, which is lower than the TNSHX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of APSTX and TNSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


APSTXTNSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.00

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.78

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.99

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.03

-0.26

Correlation

The correlation between APSTX and TNSHX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

APSTX vs. TNSHX - Dividend Comparison

APSTX's dividend yield for the trailing twelve months is around 2.95%, less than TNSHX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
APSTX
Cavanal Hill Limited Duration Fund
2.95%3.23%2.85%2.60%2.02%1.46%1.58%2.24%2.00%1.38%1.24%21.97%
TNSHX
TIAA-CREF Short-Term Bond Index Fund
3.82%4.22%3.94%2.68%1.00%1.03%1.81%2.45%1.80%1.31%0.98%0.00%

Drawdowns

APSTX vs. TNSHX - Drawdown Comparison

The maximum APSTX drawdown since its inception was -19.32%, which is greater than TNSHX's maximum drawdown of -5.99%. Use the drawdown chart below to compare losses from any high point for APSTX and TNSHX.


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Drawdown Indicators


APSTXTNSHXDifference

Max Drawdown

Largest peak-to-trough decline

-19.32%

-5.99%

-13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.48%

-1.13%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-8.47%

-5.99%

-2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-8.57%

-5.99%

-2.58%

Current Drawdown

Current decline from peak

-1.27%

-0.82%

-0.45%

Average Drawdown

Average peak-to-trough decline

-1.17%

-0.90%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.31%

+0.14%

Volatility

APSTX vs. TNSHX - Volatility Comparison

Cavanal Hill Limited Duration Fund (APSTX) has a higher volatility of 0.87% compared to TIAA-CREF Short-Term Bond Index Fund (TNSHX) at 0.55%. This indicates that APSTX's price experiences larger fluctuations and is considered to be riskier than TNSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APSTXTNSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.55%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.23%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

1.99%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

2.22%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

1.80%

+0.30%