MSVVX vs. TISBX
MSVVX (MetLife Small Company Equity Fund) and TISBX (TIAA-CREF Small-Cap Blend Index Fund) are both Small Cap Blend Equities funds. Over the past 5 years, MSVVX returned 8.68%/yr vs 7.28%/yr for TISBX. Their correlation of 0.94 means they have usually moved in the same direction. MSVVX charges 3.06%/yr vs 0.05%/yr for TISBX.
Performance
MSVVX vs. TISBX - Performance Comparison
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Returns By Period
In the year-to-date period, MSVVX achieves a 9.96% return, which is significantly lower than TISBX's 19.47% return.
MSVVX
- 1D
- 1.10%
- 1M
- -0.72%
- 6M
- 6.15%
- YTD
- 9.96%
- 1Y
- 21.05%
- 3Y*
- 10.57%
- 5Y*
- 8.68%
- 10Y*
- —
- ALL TIME*
- 11.88%
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 |
MSVVX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSVVX MetLife Small Company Equity Fund | 9.96% | 8.85% | 13.89% | 12.04% | -5.18% | 26.12% | 7.06% | 22.95% | -2.26% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 19.47% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -1.91% |
Correlation
The correlation between MSVVX 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. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2018 | 0.94 |
The correlation between MSVVX and TISBX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
MSVVX vs. TISBX — Risk / Return Rank
MSVVX
TISBX
MSVVX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife Small Company Equity Fund (MSVVX) 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.
| MSVVX | TISBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.09 | -1.72 |
| Martin ratioReturn relative to average drawdown | 4.47 | 10.95 | -6.48 |
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Drawdowns
MSVVX vs. TISBX - Drawdown Comparison
The maximum MSVVX drawdown since its inception was -43.18%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for MSVVX and TISBX.
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Drawdown Indicators
| MSVVX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.18% | -56.50% | +13.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -10.95% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.20% | -27.44% | +3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.20% | -31.89% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -1.43% | -2.53% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -9.63% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.10% | 3.09% | +1.01% |
Volatility
MSVVX vs. TISBX - Volatility Comparison
MetLife Small Company Equity Fund (MSVVX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX) have volatilities of 3.79% and 3.81%, 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.
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Volatility by Period
| MSVVX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 3.81% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 14.08% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 19.42% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 22.52% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 23.41% | +0.51% |
MSVVX vs. TISBX - Expense Ratio Comparison
MSVVX has a 3.06% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Dividends
MSVVX vs. TISBX - Dividend Comparison
MSVVX's dividend yield for the trailing twelve months is around 155.33%, more than TISBX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSVVX MetLife Small Company Equity Fund | 155.33% | 170.80% | 7.98% | 4.49% | 2.89% | 23.76% | 0.44% | 7.93% | 0.45% | 0.00% | 0.00% | 0.00% |
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
MSVVX 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.
TISBX has higher volatility (3.81%) compared to MSVVX (3.79%). In terms of maximum drawdown, MSVVX dropped -43.18% vs TISBX's -56.50%.
TISBX currently has the higher Sharpe Ratio (1.74 vs 1.06), 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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