TIBDX vs. DSBFX

Last updated Jun 4, 2026

TIBDX (TIAA-CREF Core Bond Fund) and DSBFX (Domini Impact Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, TIBDX returned 1.99%/yr vs 1.53%/yr for DSBFX. Their correlation of 0.91 suggests significant overlap in exposure. TIBDX charges 0.29%/yr vs 0.87%/yr for DSBFX.

Performance

TIBDX vs. DSBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Core Bond Fund (TIBDX) and Domini Impact Bond Fund (DSBFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIBDX achieves a 0.67% return, which is significantly higher than DSBFX's 0.63% return. Over the past 10 years, TIBDX has outperformed DSBFX with an annualized return of 1.99%, while DSBFX has yielded a comparatively lower 1.53% annualized return.

TIBDX

• 1D: 0.00%
• 1M: 0.60%
• YTD: 0.67%
• 6M: 0.72%
• 1Y: 6.03%
• 3Y*: 4.33%
• 5Y*: 0.25%
• 10Y*: 1.99%

DSBFX

• 1D: 0.10%
• 1M: 0.56%
• YTD: 0.63%
• 6M: 0.40%
• 1Y: 5.03%
• 3Y*: 3.90%
• 5Y*: -0.30%
• 10Y*: 1.53%

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

TIBDX vs. DSBFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIBDX TIAA-CREF Core Bond Fund	0.67%	7.38%	1.95%	5.63%	-13.68%	-0.95%	8.10%	9.57%	-0.64%	4.48%
DSBFX Domini Impact Bond Fund	0.63%	6.07%	1.73%	5.73%	-15.11%	-0.80%	10.10%	9.15%	-0.77%	3.28%

Correlation

The correlation between TIBDX and DSBFX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 1, 2000	0.91

The correlation between TIBDX and DSBFX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

Return for Risk

TIBDX vs. DSBFX — Risk / Return Rank

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

TIBDX

TIBDX Risk / Return Rank: 30
TIBDX Sharpe Ratio Rank: 30
TIBDX Sortino Ratio Rank: 32
TIBDX Omega Ratio Rank: 30
TIBDX Calmar Ratio Rank: 30
TIBDX Martin Ratio Rank: 26

DSBFX

DSBFX Risk / Return Rank: 21
DSBFX Sharpe Ratio Rank: 21
DSBFX Sortino Ratio Rank: 22
DSBFX Omega Ratio Rank: 20
DSBFX Calmar Ratio Rank: 21
DSBFX Martin Ratio Rank: 19

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.

TIBDX vs. DSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Bond Fund (TIBDX) and Domini Impact Bond Fund (DSBFX). 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.

	TIBDX	DSBFX	Difference
Sharpe ratio: Return per unit of total volatility	1.56	1.33	+0.23
Sortino ratio: Return per unit of downside risk	2.34	1.99	+0.35
Omega ratio: Gain probability vs. loss probability	1.29	1.24	+0.05
Calmar ratio: Return relative to maximum drawdown	2.04	1.67	+0.37
Martin ratio: Return relative to average drawdown	6.36	5.12	+1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIBDX vs. DSBFX - Sharpe Ratio Comparison

The current TIBDX Sharpe Ratio is 1.56, which is comparable to the DSBFX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TIBDX and DSBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TIBDX	DSBFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	1.33	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	-0.05	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.31	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.34	+0.61

Drawdowns

TIBDX vs. DSBFX - Drawdown Comparison

The maximum TIBDX drawdown since its inception was -18.82%, smaller than the maximum DSBFX drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for TIBDX and DSBFX.

Drawdown Indicators

	TIBDX	DSBFX	Difference
Max Drawdown Largest peak-to-trough decline	-18.82%	-20.10%	+1.28%
Max Drawdown (1Y) Largest decline over 1 year	-2.98%	-2.95%	-0.03%
Max Drawdown (3Y) Largest decline over 3 years	-6.29%	-6.59%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-18.82%	-20.10%	+1.28%
Max Drawdown (10Y) Largest decline over 10 years	-18.82%	-20.10%	+1.28%
Current Drawdown Current decline from peak	-1.22%	-3.64%	+2.42%
Average Drawdown Average peak-to-trough decline	-2.30%	-3.78%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.96%	-0.01%

Volatility

TIBDX vs. DSBFX - Volatility Comparison

TIAA-CREF Core Bond Fund (TIBDX) and Domini Impact Bond Fund (DSBFX) have volatilities of 1.39% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIBDX	DSBFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.39%	1.38%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	2.88%	2.62%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	3.90%	3.72%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.63%	6.00%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.73%	5.01%	-0.28%

TIBDX vs. DSBFX - Expense Ratio Comparison

TIBDX has a 0.29% expense ratio, which is lower than DSBFX's 0.87% expense ratio.

Dividends

TIBDX vs. DSBFX - Dividend Comparison

TIBDX's dividend yield for the trailing twelve months is around 4.45%, more than DSBFX's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSBFX Domini Impact Bond Fund	3.13%	3.09%	3.13%	2.59%	1.81%	2.31%	5.03%	2.38%	2.67%	1.70%	0.48%	0.55%
TIBDX TIAA-CREF Core Bond Fund	4.45%	4.34%	3.60%	3.22%	2.44%	2.39%	4.45%	3.09%	2.88%	2.93%	3.80%	4.68%

Frequently Asked Questions

Can I hold both TIBDX and DSBFX in my portfolio?

With a correlation of 0.94, TIBDX and DSBFX 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, TIBDX or DSBFX?

TIBDX has higher volatility (1.39%) compared to DSBFX (1.38%). In terms of maximum drawdown, TIBDX dropped -18.82% vs DSBFX's -20.10%.

Which has better risk-adjusted returns?

TIBDX currently has the higher Sharpe Ratio (1.56 vs 1.33), 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.