TGRNX vs. TISBX
Compare and contrast key facts about TIAA-CREF Green Bond Fund (TGRNX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).
TGRNX is managed by TIAA Investments. It was launched on Nov 16, 2018. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TGRNX vs. TISBX - Performance Comparison
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TGRNX vs. TISBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | -0.50% | 6.76% | 3.08% | 5.73% | -13.43% | -0.60% | 8.57% | 9.15% | 1.43% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 0.89% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -11.57% |
Returns By Period
In the year-to-date period, TGRNX achieves a -0.50% return, which is significantly lower than TISBX's 0.89% return.
TGRNX
- 1D
- 0.22%
- 1M
- -1.51%
- YTD
- -0.50%
- 6M
- 0.25%
- 1Y
- 3.91%
- 3Y*
- 3.90%
- 5Y*
- 0.40%
- 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%
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TGRNX vs. TISBX - Expense Ratio Comparison
TGRNX has a 0.45% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Return for Risk
TGRNX vs. TISBX — Risk / Return Rank
TGRNX
TISBX
TGRNX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Green Bond Fund (TGRNX) 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.
| TGRNX | TISBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.11 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.65 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.61 | +0.40 |
Martin ratioReturn relative to average drawdown | 7.18 | 6.05 | +1.13 |
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
| TGRNX | TISBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.11 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.16 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.36 | +0.15 |
Correlation
The correlation between TGRNX and TISBX is 0.03, 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
TGRNX vs. TISBX - Dividend Comparison
TGRNX's dividend yield for the trailing twelve months is around 3.97%, less than TISBX's 4.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | 3.97% | 4.31% | 4.48% | 3.30% | 2.69% | 2.76% | 4.20% | 4.38% | 0.43% | 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
TGRNX vs. TISBX - Drawdown Comparison
The maximum TGRNX drawdown since its inception was -17.85%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for TGRNX and TISBX.
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Drawdown Indicators
| TGRNX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.85% | -56.50% | +38.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -13.90% | +11.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.85% | -31.89% | +14.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.69% | — |
Current DrawdownCurrent decline from peak | -1.94% | -7.88% | +5.94% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -9.74% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 3.70% | -3.01% |
Volatility
TGRNX vs. TISBX - Volatility Comparison
The current volatility for TIAA-CREF Green Bond Fund (TGRNX) is 1.13%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.49%. This indicates that TGRNX 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.
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Volatility by Period
| TGRNX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 7.49% | -6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 14.50% | -12.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.36% | 23.37% | -20.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 22.58% | -17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 23.39% | -18.55% |