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TIBDX vs. IGIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBDX vs. IGIB - Performance Comparison

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

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TIBDX vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIBDX
TIAA-CREF Core Bond Fund
-0.69%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%
IGIB
iShares Intermediate-Term Corporate Bond ETF
-0.45%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%

Returns By Period

In the year-to-date period, TIBDX achieves a -0.69% return, which is significantly lower than IGIB's -0.45% return. Over the past 10 years, TIBDX has underperformed IGIB with an annualized return of 1.99%, while IGIB has yielded a comparatively higher 3.07% annualized return.


TIBDX

1D
0.44%
1M
-2.56%
YTD
-0.69%
6M
0.40%
1Y
3.86%
3Y*
3.62%
5Y*
0.19%
10Y*
1.99%

IGIB

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.74%
1Y
6.18%
3Y*
5.78%
5Y*
1.57%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIBDX vs. IGIB - Expense Ratio Comparison

TIBDX has a 0.29% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Return for Risk

TIBDX vs. IGIB — Risk / Return Rank

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

TIBDX
TIBDX Risk / Return Rank: 5757
Overall Rank
TIBDX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 4545
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 5252
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 7474
Overall Rank
IGIB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6868
Omega Ratio Rank
IGIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
IGIB Martin Ratio Rank: 7676
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.

TIBDX vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Bond Fund (TIBDX) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


TIBDXIGIBDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.29

-0.22

Sortino ratio

Return per unit of downside risk

1.51

1.79

-0.28

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.62

2.11

-0.49

Martin ratio

Return relative to average drawdown

5.07

7.55

-2.47

TIBDX vs. IGIB - Sharpe Ratio Comparison

The current TIBDX Sharpe Ratio is 1.06, which is comparable to the IGIB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of TIBDX and IGIB, 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


TIBDXIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.29

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.24

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.51

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.69

+0.25

Correlation

The correlation between TIBDX and IGIB is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TIBDX vs. IGIB - Dividend Comparison

TIBDX's dividend yield for the trailing twelve months is around 4.04%, less than IGIB's 4.70% yield.


TTM20252024202320222021202020192018201720162015
TIBDX
TIAA-CREF Core Bond Fund
4.04%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.70%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Drawdowns

TIBDX vs. IGIB - Drawdown Comparison

The maximum TIBDX drawdown since its inception was -18.82%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for TIBDX and IGIB.


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Drawdown Indicators


TIBDXIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-20.62%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-3.01%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-20.62%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-20.62%

+1.80%

Current Drawdown

Current decline from peak

-2.56%

-1.98%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.59%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.84%

+0.11%

Volatility

TIBDX vs. IGIB - Volatility Comparison

The current volatility for TIAA-CREF Core Bond Fund (TIBDX) is 1.57%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 2.12%. This indicates that TIBDX experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIBDXIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.12%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.91%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.83%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

6.55%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

6.04%

-1.33%