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TIBDX vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIBDX vs. IUSB - Performance Comparison

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

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Returns By Period

In the year-to-date period, TIBDX achieves a 0.67% return, which is significantly higher than IUSB's 0.54% return. Both investments have delivered pretty close results over the past 10 years, with TIBDX having a 1.97% annualized return and IUSB not far behind at 1.89%.


TIBDX

1D
0.22%
1M
0.93%
YTD
0.67%
6M
1.04%
1Y
5.45%
3Y*
4.33%
5Y*
0.10%
10Y*
1.97%

IUSB

1D
-0.28%
1M
0.57%
YTD
0.54%
6M
0.62%
1Y
4.82%
3Y*
4.47%
5Y*
0.40%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIBDX vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IUSB
iShares Core Universal USD Bond ETF
0.54%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between TIBDX and IUSB is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.86

The correlation between TIBDX and IUSB has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

TIBDX vs. IUSB — Risk / Return Rank

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

TIBDX
TIBDX Risk / Return Rank: 2828
Overall Rank
TIBDX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 2828
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 2525
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 3838
Overall Rank
IUSB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3737
Omega Ratio Rank
IUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3737
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. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Bond Fund (TIBDX) and iShares Core Universal USD Bond ETF (IUSB). 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.


TIBDXIUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

1.92

-0.08

Martin ratioReturn relative to average drawdown

5.46

5.54

-0.07

TIBDX vs. IUSB - Sharpe Ratio Comparison

The current TIBDX Sharpe Ratio is 1.42, which is comparable to the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of TIBDX and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TIBDX vs. IUSB - Drawdown Comparison

The maximum TIBDX drawdown since its inception was -18.82%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for TIBDX and IUSB.


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Drawdown Indicators


TIBDXIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-17.90%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-2.53%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.29%

-5.82%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-17.87%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-17.90%

-0.92%

Current Drawdown

Current decline from peak

-1.22%

-1.22%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.30%

-3.58%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.87%

+0.13%

Volatility

TIBDX vs. IUSB - Volatility Comparison

TIAA-CREF Core Bond Fund (TIBDX) has a higher volatility of 1.15% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.08%. This indicates that TIBDX's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIBDXIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.08%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.73%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

3.59%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.80%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

5.05%

-0.31%

TIBDX vs. IUSB - Expense Ratio Comparison

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


Dividends

TIBDX vs. IUSB - Dividend Comparison

TIBDX's dividend yield for the trailing twelve months is around 4.45%, more than IUSB's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%
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


TIBDX and IUSB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIBDX has higher volatility (1.15%) compared to IUSB (1.08%). In terms of maximum drawdown, TIBDX dropped -18.82% vs IUSB's -17.90%.

TIBDX currently has the higher Sharpe Ratio (1.42 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for TIBDX and IUSB

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