RPMAX vs. TISBX

Last updated Apr 2, 2026

Compare and contrast key facts about Reinhart Genesis PMV Fund (RPMAX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).

RPMAX is managed by Reinhartfunds. It was launched on May 31, 2018. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.

Performance

RPMAX vs. TISBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reinhart Genesis PMV Fund (RPMAX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). The values are adjusted to include any dividend payments, if applicable.

RPMAX vs. TISBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
RPMAX Reinhart Genesis PMV Fund	1.54%	5.13%	14.59%	23.64%	-4.00%	23.59%	4.18%	21.69%	-8.63%
TISBX TIAA-CREF Small-Cap Blend Index Fund	0.89%	12.72%	11.60%	17.07%	-20.31%	14.85%	20.14%	25.61%	-17.54%

Returns By Period

In the year-to-date period, RPMAX achieves a 1.54% return, which is significantly higher than TISBX's 0.89% return.

RPMAX

• 1D: 2.53%
• 1M: -5.28%
• YTD: 1.54%
• 6M: 3.32%
• 1Y: 13.07%
• 3Y*: 12.73%
• 5Y*: 9.23%
• 10Y*: —

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%

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

RPMAX vs. TISBX - Expense Ratio Comparison

RPMAX has a 1.20% expense ratio, which is higher than TISBX's 0.05% expense ratio.

RPMAX

Reinhart Genesis PMV Fund

TISBX

TIAA-CREF Small-Cap Blend Index Fund

Return for Risk

RPMAX vs. TISBX — Risk / Return Rank

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

RPMAX

RPMAX Risk / Return Rank: 25
RPMAX Sharpe Ratio Rank: 20
RPMAX Sortino Ratio Rank: 23
RPMAX Omega Ratio Rank: 19
RPMAX Calmar Ratio Rank: 33
RPMAX Martin Ratio Rank: 30

TISBX

TISBX Risk / Return Rank: 59
TISBX Sharpe Ratio Rank: 58
TISBX Sortino Ratio Rank: 62
TISBX Omega Ratio Rank: 48
TISBX Calmar Ratio Rank: 66
TISBX Martin Ratio Rank: 61

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.

RPMAX vs. TISBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reinhart Genesis PMV Fund (RPMAX) 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.

	RPMAX	TISBX	Difference
Sharpe ratio Return per unit of total volatility	0.62	1.11	-0.49
Sortino ratio Return per unit of downside risk	1.03	1.65	-0.62
Omega ratio Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio Return relative to maximum drawdown	1.07	1.61	-0.54
Martin ratio Return relative to average drawdown	3.76	6.05	-2.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RPMAX vs. TISBX - Sharpe Ratio Comparison

The current RPMAX Sharpe Ratio is 0.62, which is lower than the TISBX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RPMAX and TISBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RPMAX	TISBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.11	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.16	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.36	+0.07

Correlation

The correlation between RPMAX and TISBX 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

RPMAX vs. TISBX - Dividend Comparison

RPMAX's dividend yield for the trailing twelve months is around 7.57%, more than TISBX's 4.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPMAX Reinhart Genesis PMV Fund	7.57%	7.69%	4.32%	2.87%	7.00%	4.22%	0.06%	0.42%	1.28%	0.00%	0.00%	0.00%
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

RPMAX vs. TISBX - Drawdown Comparison

The maximum RPMAX drawdown since its inception was -45.05%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for RPMAX and TISBX.

Drawdown Indicators

	RPMAX	TISBX	Difference
Max Drawdown Largest peak-to-trough decline	-45.05%	-56.50%	+11.45%
Max Drawdown (1Y) Largest decline over 1 year	-13.29%	-13.90%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-23.65%	-31.89%	+8.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.69%	—
Current Drawdown Current decline from peak	-6.40%	-7.88%	+1.48%
Average Drawdown Average peak-to-trough decline	-6.69%	-9.74%	+3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	3.70%	+0.08%

Volatility

RPMAX vs. TISBX - Volatility Comparison

The current volatility for Reinhart Genesis PMV Fund (RPMAX) is 6.11%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.49%. This indicates that RPMAX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RPMAX	TISBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	7.49%	-1.38%
Volatility (6M) Calculated over the trailing 6-month period	13.20%	14.50%	-1.30%
Volatility (1Y) Calculated over the trailing 1-year period	22.49%	23.37%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	22.58%	-2.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.90%	23.39%	-0.49%