PortfoliosLab logoPortfoliosLab logo
TBIIX vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBIIX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Bond Index Fund (TBIIX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TBIIX vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBIIX
TIAA-CREF Bond Index Fund
-0.49%7.12%1.13%5.13%-13.61%-1.81%7.69%8.58%-0.25%3.43%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Returns By Period

In the year-to-date period, TBIIX achieves a -0.49% return, which is significantly lower than BIL's 0.85% return. Over the past 10 years, TBIIX has underperformed BIL with an annualized return of 1.42%, while BIL has yielded a comparatively higher 2.12% annualized return.


TBIIX

1D
0.52%
1M
-2.32%
YTD
-0.49%
6M
0.47%
1Y
3.77%
3Y*
3.19%
5Y*
-0.09%
10Y*
1.42%

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TBIIX vs. BIL - Expense Ratio Comparison

TBIIX has a 0.07% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TBIIX vs. BIL — Risk / Return Rank

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

TBIIX
TBIIX Risk / Return Rank: 5252
Overall Rank
TBIIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TBIIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TBIIX Omega Ratio Rank: 3636
Omega Ratio Rank
TBIIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TBIIX Martin Ratio Rank: 4949
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

TBIIX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Bond Index Fund (TBIIX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


TBIIXBILDifference

Sharpe ratio

Return per unit of total volatility

0.96

19.52

-18.56

Sortino ratio

Return per unit of downside risk

1.38

254.04

-252.66

Omega ratio

Gain probability vs. loss probability

1.17

180.28

-179.11

Calmar ratio

Return relative to maximum drawdown

1.68

365.54

-363.86

Martin ratio

Return relative to average drawdown

4.81

4,104.04

-4,099.23

TBIIX vs. BIL - Sharpe Ratio Comparison

The current TBIIX Sharpe Ratio is 0.96, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of TBIIX and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TBIIXBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

19.52

-18.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

12.54

-12.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

8.22

-7.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

2.72

-2.19

Correlation

The correlation between TBIIX and BIL is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TBIIX vs. BIL - Dividend Comparison

TBIIX's dividend yield for the trailing twelve months is around 3.52%, less than BIL's 4.01% yield.


TTM20252024202320222021202020192018201720162015
TBIIX
TIAA-CREF Bond Index Fund
3.52%3.73%3.14%2.44%2.11%2.07%3.17%2.82%2.46%2.44%2.31%2.61%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%

Drawdowns

TBIIX vs. BIL - Drawdown Comparison

The maximum TBIIX drawdown since its inception was -19.33%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for TBIIX and BIL.


Loading graphics...

Drawdown Indicators


TBIIXBILDifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-0.78%

-18.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.01%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

-0.12%

-18.56%

Max Drawdown (10Y)

Largest decline over 10 years

-19.33%

-0.21%

-19.12%

Current Drawdown

Current decline from peak

-4.35%

0.00%

-4.35%

Average Drawdown

Average peak-to-trough decline

-3.68%

-0.26%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.00%

+0.99%

Volatility

TBIIX vs. BIL - Volatility Comparison

TIAA-CREF Bond Index Fund (TBIIX) has a higher volatility of 1.61% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that TBIIX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TBIIXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.05%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

0.14%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

0.21%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

0.26%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

0.26%

+4.74%