LADYX vs. TISBX

Last updated Jun 24, 2026

LADYX (Lord Abbett Developing Growth Fund Class I) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both mutual funds - LADYX is a Small Cap Growth Equities fund managed by Lord Abbett, while TISBX is a Small Cap Blend Equities fund managed by TIAA Investments. Over the past 10 years, LADYX returned 16.17%/yr vs 11.71%/yr for TISBX. Their correlation of 0.89 suggests significant overlap in exposure. LADYX charges 0.67%/yr vs 0.05%/yr for TISBX.

Performance

LADYX vs. TISBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Developing Growth Fund Class I (LADYX) 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, LADYX achieves a 37.78% return, which is significantly higher than TISBX's 21.71% return. Over the past 10 years, LADYX has outperformed TISBX with an annualized return of 16.17%, while TISBX has yielded a comparatively lower 11.71% annualized return.

LADYX

• 1D: 1.54%
• 1M: 8.02%
• YTD: 37.78%
• 6M: 33.64%
• 1Y: 63.36%
• 3Y*: 24.53%
• 5Y*: 5.08%
• 10Y*: 16.17%

TISBX

• 1D: 0.83%
• 1M: 4.83%
• YTD: 21.71%
• 6M: 18.99%
• 1Y: 42.52%
• 3Y*: 19.80%
• 5Y*: 6.97%
• 10Y*: 11.71%

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

LADYX vs. TISBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LADYX Lord Abbett Developing Growth Fund Class I	37.78%	14.64%	22.21%	8.74%	-35.92%	-2.50%	72.82%	31.89%	4.89%	30.27%
TISBX TIAA-CREF Small-Cap Blend Index Fund	21.71%	12.72%	11.60%	17.07%	-20.31%	14.85%	20.14%	25.61%	-10.99%	13.14%

Correlation

The correlation between LADYX and TISBX is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002	0.89

The correlation between LADYX and TISBX has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

Return for Risk

LADYX vs. TISBX — Risk / Return Rank

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

LADYX

LADYX Risk / Return Rank: 75
LADYX Sharpe Ratio Rank: 76
LADYX Sortino Ratio Rank: 58
LADYX Omega Ratio Rank: 58
LADYX Calmar Ratio Rank: 91
LADYX Martin Ratio Rank: 90

TISBX

TISBX Risk / Return Rank: 72
TISBX Sharpe Ratio Rank: 71
TISBX Sortino Ratio Rank: 65
TISBX Omega Ratio Rank: 53
TISBX Calmar Ratio Rank: 88
TISBX Martin Ratio Rank: 83

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.

LADYX vs. TISBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Developing Growth Fund Class I (LADYX) 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.

	LADYX	TISBX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.26	+0.09
Sortino ratio: Return per unit of downside risk	2.93	3.07	-0.14
Omega ratio: Gain probability vs. loss probability	1.39	1.37	+0.02
Calmar ratio: Return relative to maximum drawdown	4.50	4.07	+0.43
Martin ratio: Return relative to average drawdown	16.45	14.37	+2.08

LADYX vs. TISBX - Sharpe Ratio Comparison

The current LADYX Sharpe Ratio is 2.35, which is comparable to the TISBX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of LADYX 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

LADYX vs. TISBX - Drawdown Comparison

The maximum LADYX drawdown since its inception was -60.18%, which is greater than TISBX's maximum drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for LADYX and TISBX.

Drawdown Indicators

	LADYX	TISBX	Difference
Max Drawdown Largest peak-to-trough decline	-60.18%	-56.50%	-3.68%
Max Drawdown (1Y) Largest decline over 1 year	-14.67%	-10.95%	-3.72%
Max Drawdown (3Y) Largest decline over 3 years	-32.06%	-27.44%	-4.62%
Max Drawdown (5Y) Largest decline over 5 years	-50.98%	-31.89%	-19.09%
Max Drawdown (10Y) Largest decline over 10 years	-54.05%	-41.69%	-12.36%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-20.11%	-9.67%	-10.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	3.09%	+0.91%

Volatility

LADYX vs. TISBX - Volatility Comparison

Lord Abbett Developing Growth Fund Class I (LADYX) has a higher volatility of 10.53% compared to TIAA-CREF Small-Cap Blend Index Fund (TISBX) at 6.39%. This indicates that LADYX'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.

Volatility by Period

	LADYX	TISBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.53%	6.39%	+4.14%
Volatility (6M) Calculated over the trailing 6-month period	22.92%	14.34%	+8.58%
Volatility (1Y) Calculated over the trailing 1-year period	28.16%	19.76%	+8.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.98%	22.64%	+5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.39%	23.49%	+3.90%

LADYX vs. TISBX - Expense Ratio Comparison

LADYX has a 0.67% expense ratio, which is higher than TISBX's 0.05% expense ratio.

Dividends

LADYX vs. TISBX - Dividend Comparison

LADYX has not paid dividends to shareholders, while TISBX's dividend yield for the trailing twelve months is around 3.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LADYX Lord Abbett Developing Growth Fund Class I	0.00%	0.00%	0.21%	0.00%	0.00%	9.60%	7.58%	18.36%	28.34%	0.00%	0.00%	8.82%
TISBX TIAA-CREF Small-Cap Blend Index Fund	3.39%	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 LADYX and TISBX in my portfolio?

LADYX and TISBX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LADYX or TISBX?

LADYX has higher volatility (10.53%) compared to TISBX (6.39%). In terms of maximum drawdown, LADYX dropped -60.18% vs TISBX's -56.50%.

Which has better risk-adjusted returns?

LADYX currently has the higher Sharpe Ratio (2.35 vs 2.26), 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.