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NAESX vs. TISCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAESX vs. TISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Index Fund (NAESX) and TIAA-CREF Social Choice Equity Fund (TISCX). The values are adjusted to include any dividend payments, if applicable.

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NAESX vs. TISCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAESX
Vanguard Small Cap Index Fund
-1.24%8.71%12.83%19.35%-17.71%17.60%18.92%27.22%-9.44%16.10%
TISCX
TIAA-CREF Social Choice Equity Fund
-5.91%16.51%18.23%22.53%-17.80%26.54%20.34%31.55%-5.74%19.01%

Returns By Period

In the year-to-date period, NAESX achieves a -1.24% return, which is significantly higher than TISCX's -5.91% return. Over the past 10 years, NAESX has underperformed TISCX with an annualized return of 10.02%, while TISCX has yielded a comparatively higher 12.53% annualized return.


NAESX

1D
-0.98%
1M
-8.10%
YTD
-1.24%
6M
0.53%
1Y
15.94%
3Y*
11.71%
5Y*
4.89%
10Y*
10.02%

TISCX

1D
-0.30%
1M
-7.34%
YTD
-5.91%
6M
-4.09%
1Y
13.20%
3Y*
14.50%
5Y*
9.03%
10Y*
12.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

NAESX vs. TISCX — Risk / Return Rank

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

NAESX
NAESX Risk / Return Rank: 3636
Overall Rank
NAESX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NAESX Sortino Ratio Rank: 3737
Sortino Ratio Rank
NAESX Omega Ratio Rank: 3333
Omega Ratio Rank
NAESX Calmar Ratio Rank: 3636
Calmar Ratio Rank
NAESX Martin Ratio Rank: 4040
Martin Ratio Rank

TISCX
TISCX Risk / Return Rank: 4040
Overall Rank
TISCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TISCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
TISCX Omega Ratio Rank: 3838
Omega Ratio Rank
TISCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TISCX Martin Ratio Rank: 4646
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.

NAESX vs. TISCX - Risk-Adjusted Trends 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.


NAESXTISCXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.78

-0.04

Sortino ratio

Return per unit of downside risk

1.18

1.22

-0.04

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

0.96

1.03

-0.07

Martin ratio

Return relative to average drawdown

4.15

4.59

-0.44

NAESX vs. TISCX - Sharpe Ratio Comparison

The current NAESX Sharpe Ratio is 0.74, which is comparable to the TISCX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of NAESX and TISCX, 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


NAESXTISCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.78

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.47

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.65

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.03

Correlation

The correlation between NAESX and TISCX is 0.90, 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

NAESX vs. TISCX - Dividend Comparison

NAESX's dividend yield for the trailing twelve months is around 1.25%, less than TISCX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
NAESX
Vanguard Small Cap Index Fund
1.25%1.22%1.19%1.43%1.41%1.12%1.05%1.27%1.53%1.24%1.39%1.35%
TISCX
TIAA-CREF Social Choice Equity Fund
8.24%7.75%16.74%5.64%4.99%9.46%1.38%4.84%9.85%2.38%6.84%3.51%

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 -54.65%. Use the drawdown chart below to compare losses from any high point for NAESX and TISCX.


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Drawdown Indicators


NAESXTISCXDifference

Max Drawdown

Largest peak-to-trough decline

-59.77%

-54.65%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-11.07%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

-28.29%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.82%

-34.89%

-6.93%

Current Drawdown

Current decline from peak

-8.98%

-9.71%

+0.73%

Average Drawdown

Average peak-to-trough decline

-11.86%

-10.15%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.50%

+0.80%

Volatility

NAESX vs. TISCX - Volatility Comparison

Vanguard Small Cap Index Fund (NAESX) has a higher volatility of 5.90% compared to TIAA-CREF Social Choice Equity Fund (TISCX) at 4.32%. 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.


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Volatility by Period


NAESXTISCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

4.32%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

9.91%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

17.92%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

19.28%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

19.35%

+2.21%