NAESX vs. TISCX
Compare and contrast key facts about Vanguard Small Cap Index Fund (NAESX) and TIAA-CREF Social Choice Equity Fund (TISCX).
NAESX is managed by Vanguard. It was launched on Oct 3, 1960. TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAESX or TISCX.
Performance
NAESX vs. TISCX - Performance Comparison
Returns By Period
In the year-to-date period, NAESX achieves a 21.88% return, which is significantly lower than TISCX's 24.89% return. Over the past 10 years, NAESX has underperformed TISCX with an annualized return of 9.73%, while TISCX has yielded a comparatively higher 12.26% annualized return.
NAESX
21.88%
8.85%
16.50%
35.87%
11.49%
9.73%
TISCX
24.89%
5.00%
13.96%
32.70%
14.91%
12.26%
Key characteristics
| NAESX | TISCX | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.17 |
| Sortino Ratio | 2.89 | 2.87 |
| Omega Ratio | 1.36 | 1.45 |
| Calmar Ratio | 2.07 | 3.85 |
| Martin Ratio | 11.47 | 14.77 |
| Ulcer Index | 3.13% | 2.21% |
| Daily Std Dev | 17.21% | 15.07% |
| Max Drawdown | -59.77% | -54.64% |
| Current Drawdown | 0.00% | 0.00% |
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NAESX vs. TISCX - Expense Ratio Comparison
Both NAESX and TISCX have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between NAESX and TISCX is 0.92, 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.
Risk-Adjusted Performance
NAESX vs. TISCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.
Dividends
NAESX vs. TISCX - Dividend Comparison
NAESX's dividend yield for the trailing twelve months is around 1.18%, less than TISCX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | 1.18% | 1.44% | 1.41% | 1.12% | 1.05% | 1.28% | 1.53% | 1.24% | 1.39% | 1.35% | 1.27% | 1.17% |
TISCX TIAA-CREF Social Choice Equity Fund | 1.27% | 1.58% | 1.62% | 1.16% | 1.23% | 1.57% | 1.86% | 1.61% | 2.38% | 1.93% | 1.42% | 1.40% |
Drawdowns
NAESX vs. TISCX - Drawdown Comparison
The maximum NAESX drawdown since its inception was -59.77%, which is greater than TISCX's maximum drawdown of -54.64%. Use the drawdown chart below to compare losses from any high point for NAESX and TISCX. For additional features, visit the drawdowns tool.
Volatility
NAESX vs. TISCX - Volatility Comparison
Vanguard Small Cap Index Fund (NAESX) has a higher volatility of 5.75% compared to TIAA-CREF Social Choice Equity Fund (TISCX) at 4.21%. This indicates that NAESX's price experiences larger fluctuations and is considered to be riskier than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.