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TBIIX vs. PST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBIIX vs. PST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Bond Index Fund (TBIIX) and ProShares UltraShort 7-10 Year Treasury (PST). The values are adjusted to include any dividend payments, if applicable.

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TBIIX vs. PST - 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%
PST
ProShares UltraShort 7-10 Year Treasury
2.06%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%

Returns By Period

In the year-to-date period, TBIIX achieves a -0.49% return, which is significantly lower than PST's 2.06% return. Over the past 10 years, TBIIX has underperformed PST with an annualized return of 1.42%, while PST has yielded a comparatively higher 1.99% 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%

PST

1D
-0.23%
1M
5.54%
YTD
2.06%
6M
2.99%
1Y
1.28%
3Y*
6.13%
5Y*
7.99%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBIIX vs. PST - Expense Ratio Comparison

TBIIX has a 0.07% expense ratio, which is lower than PST's 0.95% expense ratio.


Return for Risk

TBIIX vs. PST — 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

PST
PST Risk / Return Rank: 1414
Overall Rank
PST Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1414
Sortino Ratio Rank
PST Omega Ratio Rank: 1313
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1313
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. PST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Bond Index Fund (TBIIX) and ProShares UltraShort 7-10 Year Treasury (PST). 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.


TBIIXPSTDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.11

+0.85

Sortino ratio

Return per unit of downside risk

1.38

0.24

+1.14

Omega ratio

Gain probability vs. loss probability

1.17

1.03

+0.14

Calmar ratio

Return relative to maximum drawdown

1.68

0.10

+1.58

Martin ratio

Return relative to average drawdown

4.81

0.16

+4.65

TBIIX vs. PST - Sharpe Ratio Comparison

The current TBIIX Sharpe Ratio is 0.96, which is higher than the PST Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TBIIX and PST, 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


TBIIXPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.11

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.52

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.15

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

-0.39

+0.92

Correlation

The correlation between TBIIX and PST is -0.92. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TBIIX vs. PST - Dividend Comparison

TBIIX's dividend yield for the trailing twelve months is around 3.52%, more than PST's 3.16% 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%
PST
ProShares UltraShort 7-10 Year Treasury
3.16%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%0.00%0.00%0.00%

Drawdowns

TBIIX vs. PST - Drawdown Comparison

The maximum TBIIX drawdown since its inception was -19.33%, smaller than the maximum PST drawdown of -79.25%. Use the drawdown chart below to compare losses from any high point for TBIIX and PST.


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Drawdown Indicators


TBIIXPSTDifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-79.25%

+59.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-8.22%

+5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

-16.19%

-2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-19.33%

-36.07%

+16.74%

Current Drawdown

Current decline from peak

-4.35%

-64.99%

+60.64%

Average Drawdown

Average peak-to-trough decline

-3.68%

-61.45%

+57.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

5.01%

-4.02%

Volatility

TBIIX vs. PST - Volatility Comparison

The current volatility for TIAA-CREF Bond Index Fund (TBIIX) is 1.61%, while ProShares UltraShort 7-10 Year Treasury (PST) has a volatility of 3.88%. This indicates that TBIIX experiences smaller price fluctuations and is considered to be less risky than PST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBIIXPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

3.88%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

6.53%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

11.90%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

15.58%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

13.33%

-8.33%