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DCFFX vs. TIBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCFFX vs. TIBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Core Fixed Income Fund (DCFFX) and TIAA-CREF Core Bond Fund (TIBDX). The values are adjusted to include any dividend payments, if applicable.

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DCFFX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCFFX
Destinations Core Fixed Income Fund
-0.12%5.65%2.28%5.11%-14.66%-1.43%4.71%6.94%0.03%2.07%
TIBDX
TIAA-CREF Core Bond Fund
-0.48%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%3.80%

Returns By Period

In the year-to-date period, DCFFX achieves a -0.12% return, which is significantly higher than TIBDX's -0.48% return.


DCFFX

1D
0.55%
1M
-2.02%
YTD
-0.12%
6M
0.68%
1Y
3.65%
3Y*
3.08%
5Y*
-0.34%
10Y*

TIBDX

1D
0.22%
1M
-1.82%
YTD
-0.48%
6M
0.41%
1Y
3.86%
3Y*
3.70%
5Y*
0.18%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCFFX vs. TIBDX - Expense Ratio Comparison

DCFFX has a 0.79% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Return for Risk

DCFFX vs. TIBDX — Risk / Return Rank

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

DCFFX
DCFFX Risk / Return Rank: 4444
Overall Rank
DCFFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DCFFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
DCFFX Omega Ratio Rank: 3838
Omega Ratio Rank
DCFFX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DCFFX Martin Ratio Rank: 3232
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 4949
Overall Rank
TIBDX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 3434
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 5151
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.

DCFFX vs. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Core Fixed Income Fund (DCFFX) and TIAA-CREF Core Bond Fund (TIBDX). 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.


DCFFXTIBDXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.98

+0.03

Sortino ratio

Return per unit of downside risk

1.44

1.38

+0.06

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.16

1.73

-0.57

Martin ratio

Return relative to average drawdown

3.51

5.37

-1.86

DCFFX vs. TIBDX - Sharpe Ratio Comparison

The current DCFFX Sharpe Ratio is 1.01, which is comparable to the TIBDX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DCFFX and TIBDX, 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


DCFFXTIBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.98

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.03

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.95

-0.74

Correlation

The correlation between DCFFX and TIBDX is 0.93, 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

DCFFX vs. TIBDX - Dividend Comparison

DCFFX's dividend yield for the trailing twelve months is around 3.97%, less than TIBDX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
DCFFX
Destinations Core Fixed Income Fund
3.97%2.99%3.96%2.78%1.73%3.78%2.54%2.87%2.66%1.76%0.00%0.00%
TIBDX
TIAA-CREF Core Bond Fund
4.03%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%

Drawdowns

DCFFX vs. TIBDX - Drawdown Comparison

The maximum DCFFX drawdown since its inception was -19.20%, roughly equal to the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DCFFX and TIBDX.


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Drawdown Indicators


DCFFXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-18.82%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.98%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-18.82%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

Current Drawdown

Current decline from peak

-4.57%

-2.34%

-2.23%

Average Drawdown

Average peak-to-trough decline

-5.39%

-2.31%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.96%

-0.02%

Volatility

DCFFX vs. TIBDX - Volatility Comparison

Destinations Core Fixed Income Fund (DCFFX) and TIAA-CREF Core Bond Fund (TIBDX) have volatilities of 1.61% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCFFXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.54%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.56%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.25%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.86%

5.59%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

4.71%

+0.07%