QSMLX vs. TISBX
Compare and contrast key facts about AQR Small Cap Multi-Style Fund (QSMLX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).
QSMLX is managed by AQR Funds. It was launched on Mar 26, 2013. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
QSMLX vs. TISBX - Performance Comparison
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QSMLX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSMLX AQR Small Cap Multi-Style Fund | 2.92% | 17.41% | 11.02% | 24.01% | -18.31% | 26.54% | 17.99% | 20.42% | -14.26% | 9.33% |
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, QSMLX achieves a 2.92% return, which is significantly higher than TISBX's 0.89% return. Over the past 10 years, QSMLX has outperformed TISBX with an annualized return of 10.78%, while TISBX has yielded a comparatively lower 9.78% annualized return.
QSMLX
- 1D
- 3.37%
- 1M
- -5.18%
- YTD
- 2.92%
- 6M
- 3.93%
- 1Y
- 28.93%
- 3Y*
- 17.99%
- 5Y*
- 7.61%
- 10Y*
- 10.78%
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%
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QSMLX vs. TISBX - Expense Ratio Comparison
QSMLX has a 0.72% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Return for Risk
QSMLX vs. TISBX — Risk / Return Rank
QSMLX
TISBX
QSMLX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Multi-Style Fund (QSMLX) 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.
| QSMLX | TISBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.11 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.65 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.61 | +0.85 |
Martin ratioReturn relative to average drawdown | 9.11 | 6.05 | +3.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSMLX | TISBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.11 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.16 | +0.18 |
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 | 0.40 | 0.36 | +0.04 |
Correlation
The correlation between QSMLX and TISBX is 0.98, 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
QSMLX vs. TISBX - Dividend Comparison
QSMLX's dividend yield for the trailing twelve months is around 10.02%, more than TISBX's 4.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSMLX AQR Small Cap Multi-Style Fund | 10.02% | 10.31% | 13.88% | 6.74% | 0.87% | 6.13% | 1.77% | 0.97% | 13.57% | 10.71% | 2.53% | 0.22% |
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
QSMLX vs. TISBX - Drawdown Comparison
The maximum QSMLX drawdown since its inception was -44.38%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for QSMLX and TISBX.
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Drawdown Indicators
| QSMLX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -56.50% | +12.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -13.90% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -31.89% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -41.69% | -2.69% |
Current DrawdownCurrent decline from peak | -6.27% | -7.88% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -9.74% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.70% | -0.41% |
Volatility
QSMLX vs. TISBX - Volatility Comparison
AQR Small Cap Multi-Style Fund (QSMLX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX) have volatilities of 7.62% and 7.49%, 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
| QSMLX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 7.49% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 14.50% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 23.37% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 22.58% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.16% | 23.39% | -0.23% |