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TIBDX vs. TISBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBDX vs. TISBX - Performance Comparison

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

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TIBDX vs. TISBX - 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%
TISBX
TIAA-CREF Small-Cap Blend Index Fund
0.89%12.72%11.60%17.07%-20.31%14.85%20.14%25.61%-10.99%13.14%

Returns By Period

In the year-to-date period, TIBDX achieves a -0.69% return, which is significantly lower than TISBX's 0.89% return. Over the past 10 years, TIBDX has underperformed TISBX with an annualized return of 1.99%, while TISBX has yielded a comparatively higher 9.78% 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%

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

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TIBDX vs. TISBX - Expense Ratio Comparison

TIBDX has a 0.29% expense ratio, which is higher than TISBX's 0.05% expense ratio.


Return for Risk

TIBDX vs. TISBX — 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

TISBX
TISBX Risk / Return Rank: 5959
Overall Rank
TISBX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4848
Omega Ratio Rank
TISBX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TISBX Martin Ratio Rank: 6161
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. TISBX - Risk-Adjusted Trends Comparison

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


TIBDXTISBXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.11

-0.04

Sortino ratio

Return per unit of downside risk

1.51

1.65

-0.14

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.62

1.61

0.00

Martin ratio

Return relative to average drawdown

5.07

6.05

-0.98

TIBDX vs. TISBX - Sharpe Ratio Comparison

The current TIBDX Sharpe Ratio is 1.06, which is comparable to the TISBX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TIBDX and TISBX, 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


TIBDXTISBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.11

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.16

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.42

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.36

+0.59

Correlation

The correlation between TIBDX and TISBX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TIBDX vs. TISBX - Dividend Comparison

TIBDX's dividend yield for the trailing twelve months is around 4.04%, less than TISBX's 4.09% 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%
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

TIBDX vs. TISBX - Drawdown Comparison

The maximum TIBDX drawdown since its inception was -18.82%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for TIBDX and TISBX.


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Drawdown Indicators


TIBDXTISBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-56.50%

+37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-13.90%

+10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-31.89%

+13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-41.69%

+22.87%

Current Drawdown

Current decline from peak

-2.56%

-7.88%

+5.32%

Average Drawdown

Average peak-to-trough decline

-2.31%

-9.74%

+7.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.70%

-2.75%

Volatility

TIBDX vs. TISBX - Volatility Comparison

The current volatility for TIAA-CREF Core Bond Fund (TIBDX) is 1.57%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.49%. This indicates that TIBDX 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


TIBDXTISBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

7.49%

-5.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

14.50%

-11.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

23.37%

-19.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

22.58%

-16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

23.39%

-18.68%