FDSCX vs. TISBX

Last updated Jun 23, 2026

FDSCX (Fidelity Stock Selector Small Cap Fund) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both Small Cap Blend Equities funds. Over the past 10 years, FDSCX returned 13.31%/yr vs 11.33%/yr for TISBX. With a 0.96 correlation, they move nearly in lockstep. FDSCX charges 0.90%/yr vs 0.05%/yr for TISBX.

Performance

FDSCX vs. TISBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Small Cap Fund (FDSCX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDSCX achieves a 19.70% return, which is significantly lower than TISBX's 20.70% return. Over the past 10 years, FDSCX has outperformed TISBX with an annualized return of 13.31%, while TISBX has yielded a comparatively lower 11.33% annualized return.

FDSCX

• 1D: 1.81%
• 1M: 3.85%
• YTD: 19.70%
• 6M: 16.56%
• 1Y: 42.19%
• 3Y*: 20.18%
• 5Y*: 11.09%
• 10Y*: 13.31%

TISBX

• 1D: 2.09%
• 1M: 3.97%
• YTD: 20.70%
• 6M: 17.17%
• 1Y: 42.96%
• 3Y*: 18.33%
• 5Y*: 7.41%
• 10Y*: 11.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDSCX vs. TISBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDSCX Fidelity Stock Selector Small Cap Fund	19.70%	14.33%	14.51%	19.46%	-18.28%	24.76%	21.76%	30.42%	-8.90%	11.25%
TISBX TIAA-CREF Small-Cap Blend Index Fund	20.70%	12.72%	11.60%	17.07%	-20.31%	14.85%	20.14%	25.61%	-10.99%	13.14%

Correlation

The correlation between FDSCX and TISBX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002	0.96

The correlation between FDSCX and TISBX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

FDSCX vs. TISBX — Risk / Return Rank

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

FDSCX

FDSCX Risk / Return Rank: 77
FDSCX Sharpe Ratio Rank: 74
FDSCX Sortino Ratio Rank: 73
FDSCX Omega Ratio Rank: 59
FDSCX Calmar Ratio Rank: 89
FDSCX Martin Ratio Rank: 90

TISBX

TISBX Risk / Return Rank: 69
TISBX Sharpe Ratio Rank: 66
TISBX Sortino Ratio Rank: 61
TISBX Omega Ratio Rank: 50
TISBX Calmar Ratio Rank: 86
TISBX Martin Ratio Rank: 80

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.

FDSCX vs. TISBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Small Cap Fund (FDSCX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FDSCX	TISBX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.19	+0.12
Sortino ratio: Return per unit of downside risk	3.24	2.99	+0.25
Omega ratio: Gain probability vs. loss probability	1.39	1.36	+0.03
Calmar ratio: Return relative to maximum drawdown	4.24	3.94	+0.30
Martin ratio: Return relative to average drawdown	16.31	13.90	+2.41

FDSCX vs. TISBX - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 2.31, which is comparable to the TISBX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FDSCX and TISBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDSCX vs. TISBX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than TISBX's maximum drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for FDSCX and TISBX.

Drawdown Indicators

	FDSCX	TISBX	Difference
Max Drawdown Largest peak-to-trough decline	-65.47%	-56.50%	-8.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-10.95%	+0.91%
Max Drawdown (3Y) Largest decline over 3 years	-27.42%	-27.44%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-30.56%	-31.89%	+1.33%
Max Drawdown (10Y) Largest decline over 10 years	-38.43%	-41.69%	+3.26%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.21%	-9.67%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	3.09%	-0.49%

Volatility

FDSCX vs. TISBX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX) have volatilities of 6.42% and 6.74%, 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.

Volatility by Period

	FDSCX	TISBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	6.74%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	14.04%	14.33%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	18.42%	19.71%	-1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.71%	22.64%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	23.48%	-1.56%

FDSCX vs. TISBX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is higher than TISBX's 0.05% expense ratio.

Dividends

FDSCX vs. TISBX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.60%, less than TISBX's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDSCX Fidelity Stock Selector Small Cap Fund	0.60%	0.72%	2.71%	0.23%	0.12%	10.85%	1.40%	2.13%	22.39%	10.02%	1.63%	7.06%
TISBX TIAA-CREF Small-Cap Blend Index Fund	3.42%	4.12%	6.82%	3.09%	1.97%	8.96%	2.65%	5.16%	9.29%	4.49%	4.03%	4.77%

Frequently Asked Questions

Can I hold both FDSCX and TISBX in my portfolio?

With a correlation of 0.94, FDSCX and TISBX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FDSCX or TISBX?

TISBX has higher volatility (6.74%) compared to FDSCX (6.42%). In terms of maximum drawdown, FDSCX dropped -65.47% vs TISBX's -56.50%.

Which has better risk-adjusted returns?

FDSCX currently has the higher Sharpe Ratio (2.31 vs 2.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.