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IICAX vs. TISPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IICAX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asset Management Fund Large Cap Equity Fund (IICAX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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IICAX vs. TISPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IICAX
Asset Management Fund Large Cap Equity Fund
-0.37%12.59%18.66%21.70%-12.87%33.00%11.90%26.48%-6.25%-0.30%
TISPX
TIAA-CREF S&P 500 Index Fund
-3.66%17.79%24.94%26.22%-18.13%28.66%18.34%31.44%-4.52%19.58%

Returns By Period

In the year-to-date period, IICAX achieves a -0.37% return, which is significantly higher than TISPX's -3.66% return. Over the past 10 years, IICAX has underperformed TISPX with an annualized return of 10.51%, while TISPX has yielded a comparatively higher 13.89% annualized return.


IICAX

1D
0.35%
1M
-3.67%
YTD
-0.37%
6M
1.11%
1Y
15.60%
3Y*
15.99%
5Y*
11.69%
10Y*
10.51%

TISPX

1D
0.71%
1M
-3.44%
YTD
-3.66%
6M
-1.55%
1Y
17.30%
3Y*
18.53%
5Y*
11.90%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IICAX vs. TISPX - Expense Ratio Comparison

IICAX has a 1.71% expense ratio, which is higher than TISPX's 0.05% expense ratio.


Return for Risk

IICAX vs. TISPX — Risk / Return Rank

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

IICAX
IICAX Risk / Return Rank: 4141
Overall Rank
IICAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IICAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
IICAX Omega Ratio Rank: 4646
Omega Ratio Rank
IICAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
IICAX Martin Ratio Rank: 4242
Martin Ratio Rank

TISPX
TISPX Risk / Return Rank: 5050
Overall Rank
TISPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TISPX Omega Ratio Rank: 4848
Omega Ratio Rank
TISPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TISPX Martin Ratio Rank: 6464
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.

IICAX vs. TISPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Management Fund Large Cap Equity Fund (IICAX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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.


IICAXTISPXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.00

-0.03

Sortino ratio

Return per unit of downside risk

1.50

1.52

-0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.23

1.59

-0.36

Martin ratio

Return relative to average drawdown

5.46

7.54

-2.08

IICAX vs. TISPX - Sharpe Ratio Comparison

The current IICAX Sharpe Ratio is 0.96, which is comparable to the TISPX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IICAX and TISPX, 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


IICAXTISPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.00

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.71

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.59

-0.58

Correlation

The correlation between IICAX and TISPX 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

IICAX vs. TISPX - Dividend Comparison

IICAX's dividend yield for the trailing twelve months is around 11.29%, more than TISPX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
IICAX
Asset Management Fund Large Cap Equity Fund
11.29%11.22%6.32%9.33%9.58%5.38%3.83%5.15%13.41%0.85%30.91%8.23%
TISPX
TIAA-CREF S&P 500 Index Fund
2.44%2.35%1.52%1.48%1.91%1.77%1.53%2.16%2.94%0.36%2.39%0.65%

Drawdowns

IICAX vs. TISPX - Drawdown Comparison

The maximum IICAX drawdown since its inception was -96.26%, which is greater than TISPX's maximum drawdown of -55.16%. Use the drawdown chart below to compare losses from any high point for IICAX and TISPX.


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Drawdown Indicators


IICAXTISPXDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-55.16%

-41.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-8.90%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.79%

-24.48%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-33.75%

-5.26%

Current Drawdown

Current decline from peak

-70.19%

-5.57%

-64.62%

Average Drawdown

Average peak-to-trough decline

-68.17%

-6.76%

-61.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.55%

+0.10%

Volatility

IICAX vs. TISPX - Volatility Comparison

The current volatility for Asset Management Fund Large Cap Equity Fund (IICAX) is 4.42%, while TIAA-CREF S&P 500 Index Fund (TISPX) has a volatility of 5.37%. This indicates that IICAX experiences smaller price fluctuations and is considered to be less risky than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IICAXTISPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

5.37%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.55%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

18.33%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

16.90%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

18.05%

+3.85%