HASCX vs. TISBX
HASCX (Harbor Small Cap Value Fund) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both Small Cap Blend Equities funds. Over the past 10 years, HASCX returned 11.34%/yr vs 10.62%/yr for TISBX. Their correlation of 0.94 means they have usually moved in the same direction. HASCX charges 0.87%/yr vs 0.05%/yr for TISBX.
Performance
HASCX vs. TISBX - Performance Comparison
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Returns By Period
In the year-to-date period, HASCX achieves a 27.65% return, which is significantly higher than TISBX's 19.47% return. Over the past 10 years, HASCX has outperformed TISBX with an annualized return of 11.34%, while TISBX has yielded a comparatively lower 10.62% annualized return.
HASCX
- 1D
- 2.15%
- 1M
- -1.54%
- 6M
- 14.44%
- YTD
- 27.65%
- 1Y
- 39.94%
- 3Y*
- 14.36%
- 5Y*
- 9.36%
- 10Y*
- 11.34%
- ALL TIME*
- 10.43%
TISBX
- 1D
- 1.35%
- 1M
- -1.63%
- 6M
- 13.41%
- YTD
- 19.47%
- 1Y
- 37.61%
- 3Y*
- 15.32%
- 5Y*
- 7.28%
- 10Y*
- 10.62%
- ALL TIME*
- 9.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HASCX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HASCX Harbor Small Cap Value Fund | 27.65% | 3.78% | 10.93% | 15.18% | -9.59% | 14.55% | 13.15% | 28.97% | -16.16% | 21.63% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 19.47% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -10.99% | 13.14% |
Correlation
The correlation between HASCX and TISBX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.94 |
The correlation between HASCX and TISBX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
HASCX vs. TISBX — Risk / Return Rank
HASCX
TISBX
HASCX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Small Cap Value Fund (HASCX) 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.
| HASCX | TISBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 3.09 | +0.52 |
| Martin ratioReturn relative to average drawdown | 11.63 | 10.95 | +0.67 |
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Drawdowns
HASCX vs. TISBX - Drawdown Comparison
The maximum HASCX drawdown since its inception was -58.90%, roughly equal to the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for HASCX and TISBX.
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Drawdown Indicators
| HASCX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.90% | -56.50% | -2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -10.95% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -28.34% | -27.44% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -28.34% | -31.89% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | -41.69% | -0.46% |
Current DrawdownCurrent decline from peak | -5.43% | -2.53% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -9.63% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.09% | -0.01% |
Volatility
HASCX vs. TISBX - Volatility Comparison
Harbor Small Cap Value Fund (HASCX) has a higher volatility of 6.00% compared to TIAA-CREF Small-Cap Blend Index Fund (TISBX) at 3.81%. This indicates that HASCX's price experiences larger fluctuations and is considered to be riskier than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HASCX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.81% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 14.08% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.25% | 19.42% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.86% | 22.52% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 23.41% | -0.46% |
HASCX vs. TISBX - Expense Ratio Comparison
HASCX has a 0.87% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Dividends
HASCX vs. TISBX - Dividend Comparison
HASCX's dividend yield for the trailing twelve months is around 2.67%, less than TISBX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HASCX Harbor Small Cap Value Fund | 2.67% | 3.41% | 0.62% | 6.99% | 7.25% | 5.64% | 0.43% | 1.41% | 11.18% | 1.98% | 0.36% | 3.98% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 3.45% | 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
HASCX and TISBX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HASCX has higher volatility (6.00%) compared to TISBX (3.81%). In terms of maximum drawdown, HASCX dropped -58.90% vs TISBX's -56.50%.
HASCX currently has the higher Sharpe Ratio (1.76 vs 1.74), 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.
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