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IJSSX vs. TISBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJSSX vs. TISBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). The values are adjusted to include any dividend payments, if applicable.

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IJSSX vs. TISBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJSSX
VY JPMorgan Small Cap Core Equity Portfolio
-0.84%3.33%10.74%12.31%-17.82%18.21%16.30%54.14%-10.86%15.57%
TISBX
TIAA-CREF Small-Cap Blend Index Fund
0.89%12.72%11.60%17.07%-20.31%14.85%20.14%25.61%-10.99%13.14%

Returns By Period

In the year-to-date period, IJSSX achieves a -0.84% return, which is significantly lower than TISBX's 0.89% return. Over the past 10 years, IJSSX has outperformed TISBX with an annualized return of 10.75%, while TISBX has yielded a comparatively lower 9.78% annualized return.


IJSSX

1D
3.19%
1M
-6.75%
YTD
-0.84%
6M
0.64%
1Y
12.06%
3Y*
7.69%
5Y*
1.81%
10Y*
10.75%

TISBX

1D
3.45%
1M
-5.85%
YTD
0.89%
6M
2.81%
1Y
25.58%
3Y*
13.07%
5Y*
3.52%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJSSX vs. TISBX - Expense Ratio Comparison

IJSSX has a 1.11% expense ratio, which is higher than TISBX's 0.05% expense ratio.


Return for Risk

IJSSX vs. TISBX — Risk / Return Rank

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

IJSSX
IJSSX Risk / Return Rank: 1212
Overall Rank
IJSSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IJSSX Sortino Ratio Rank: 1919
Sortino Ratio Rank
IJSSX Omega Ratio Rank: 1616
Omega Ratio Rank
IJSSX Calmar Ratio Rank: 44
Calmar Ratio Rank
IJSSX Martin Ratio Rank: 44
Martin Ratio Rank

TISBX
TISBX Risk / Return Rank: 5959
Overall Rank
TISBX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4848
Omega Ratio Rank
TISBX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TISBX Martin Ratio Rank: 6161
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.

IJSSX vs. TISBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) 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.


IJSSXTISBXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.11

-0.53

Sortino ratio

Return per unit of downside risk

0.98

1.65

-0.67

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.06

1.61

-1.67

Martin ratio

Return relative to average drawdown

-0.18

6.05

-6.23

IJSSX vs. TISBX - Sharpe Ratio Comparison

The current IJSSX Sharpe Ratio is 0.57, which is lower than the TISBX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IJSSX and TISBX, 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


IJSSXTISBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.11

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.16

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.42

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.36

+0.05

Correlation

The correlation between IJSSX and TISBX is 0.97, 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

IJSSX vs. TISBX - Dividend Comparison

IJSSX's dividend yield for the trailing twelve months is around 14.76%, more than TISBX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
IJSSX
VY JPMorgan Small Cap Core Equity Portfolio
14.76%14.64%0.28%6.70%23.23%5.05%0.00%48.41%15.74%5.67%8.73%14.18%
TISBX
TIAA-CREF Small-Cap Blend Index Fund
4.09%4.12%6.82%3.09%1.97%8.96%2.65%5.16%9.29%4.49%4.03%4.77%

Drawdowns

IJSSX vs. TISBX - Drawdown Comparison

The maximum IJSSX drawdown since its inception was -55.02%, roughly equal to the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for IJSSX and TISBX.


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Drawdown Indicators


IJSSXTISBXDifference

Max Drawdown

Largest peak-to-trough decline

-55.02%

-56.50%

+1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.07%

-13.90%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.04%

-31.89%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-41.69%

-1.16%

Current Drawdown

Current decline from peak

-8.48%

-7.88%

-0.60%

Average Drawdown

Average peak-to-trough decline

-9.40%

-9.74%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

3.70%

+3.59%

Volatility

IJSSX vs. TISBX - Volatility Comparison

The current volatility for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) is 7.01%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.49%. This indicates that IJSSX experiences smaller price fluctuations and is considered to be less risky 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


IJSSXTISBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.49%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

14.50%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

23.37%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.34%

22.58%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

23.39%

+0.01%