TFITX vs. TISCX

Last updated Jun 23, 2026

TFITX (TIAA-CREF Lifecycle Index 2065 Fund) and TISCX (TIAA-CREF Social Choice Equity Fund) are both mutual funds - TFITX is a Target Retirement Date fund managed by TIAA Investments, while TISCX is a Large Cap Blend Equities fund managed by TIAA Investments. Over the past 5 years, TFITX returned 11.06%/yr vs 12.10%/yr for TISCX. With a 0.96 correlation, they move nearly in lockstep. TFITX charges 0.11%/yr vs 0.17%/yr for TISCX.

Performance

TFITX vs. TISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF Social Choice Equity Fund (TISCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TFITX achieves a 12.03% return, which is significantly lower than TISCX's 12.97% return.

TFITX

• 1D: 1.29%
• 1M: 1.90%
• YTD: 12.03%
• 6M: 11.83%
• 1Y: 28.15%
• 3Y*: 18.92%
• 5Y*: 11.06%
• 10Y*: —

TISCX

• 1D: 0.75%
• 1M: 1.61%
• YTD: 12.97%
• 6M: 12.10%
• 1Y: 26.29%
• 3Y*: 19.52%
• 5Y*: 12.10%
• 10Y*: 14.44%

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

TFITX vs. TISCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TFITX TIAA-CREF Lifecycle Index 2065 Fund	12.03%	21.24%	15.76%	21.16%	-17.62%	18.06%	10.38%
TISCX TIAA-CREF Social Choice Equity Fund	12.97%	16.51%	18.23%	22.53%	-17.80%	26.54%	9.03%

Correlation

The correlation between TFITX and TISCX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020	0.96

The correlation between TFITX and TISCX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

TFITX vs. TISCX — Risk / Return Rank

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

TFITX

TFITX Risk / Return Rank: 68
TFITX Sharpe Ratio Rank: 68
TFITX Sortino Ratio Rank: 64
TFITX Omega Ratio Rank: 64
TFITX Calmar Ratio Rank: 69
TFITX Martin Ratio Rank: 76

TISCX

TISCX Risk / Return Rank: 57
TISCX Sharpe Ratio Rank: 53
TISCX Sortino Ratio Rank: 49
TISCX Omega Ratio Rank: 49
TISCX Calmar Ratio Rank: 67
TISCX Martin Ratio Rank: 68

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.

TFITX vs. TISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2065 Fund (TFITX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TFITX	TISCX	Difference
Sharpe ratio: Return per unit of total volatility	2.22	1.99	+0.23
Sortino ratio: Return per unit of downside risk	3.04	2.72	+0.33
Omega ratio: Gain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	3.07	3.01	+0.06
Martin ratio: Return relative to average drawdown	13.38	12.40	+0.98

TFITX vs. TISCX - Sharpe Ratio Comparison

The current TFITX Sharpe Ratio is 2.22, which is comparable to the TISCX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TFITX and TISCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TFITX vs. TISCX - Drawdown Comparison

The maximum TFITX drawdown since its inception was -25.64%, smaller than the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TFITX and TISCX.

Drawdown Indicators

	TFITX	TISCX	Difference
Max Drawdown Largest peak-to-trough decline	-25.64%	-54.65%	+29.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	-8.76%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-15.56%	-28.29%	+12.73%
Max Drawdown (5Y) Largest decline over 5 years	-25.64%	-28.29%	+2.65%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.89%	—
Current Drawdown Current decline from peak	-0.48%	-0.65%	+0.17%
Average Drawdown Average peak-to-trough decline	-5.24%	-10.08%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.12%	-0.04%

Volatility

TFITX vs. TISCX - Volatility Comparison

TIAA-CREF Lifecycle Index 2065 Fund (TFITX) has a higher volatility of 5.14% compared to TIAA-CREF Social Choice Equity Fund (TISCX) at 4.69%. This indicates that TFITX'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.

Volatility by Period

	TFITX	TISCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	4.69%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	10.46%	10.58%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.61%	13.25%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	19.39%	-4.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.90%	19.42%	-4.52%

TFITX vs. TISCX - Expense Ratio Comparison

TFITX has a 0.11% expense ratio, which is lower than TISCX's 0.17% 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%.

Dividends

TFITX vs. TISCX - Dividend Comparison

TFITX's dividend yield for the trailing twelve months is around 2.18%, less than TISCX's 6.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TFITX TIAA-CREF Lifecycle Index 2065 Fund	2.18%	2.44%	2.12%	2.05%	2.09%	1.84%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%
TISCX TIAA-CREF Social Choice Equity Fund	6.86%	7.75%	16.74%	5.64%	4.99%	9.46%	1.38%	4.84%	9.85%	2.38%	6.84%	3.51%

Frequently Asked Questions

Can I hold both TFITX and TISCX in my portfolio?

With a correlation of 0.93, TFITX and TISCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TFITX or TISCX?

TFITX has higher volatility (5.14%) compared to TISCX (4.69%). In terms of maximum drawdown, TFITX dropped -25.64% vs TISCX's -54.65%.

Which has better risk-adjusted returns?

TFITX currently has the higher Sharpe Ratio (2.22 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.