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TIBFX vs. PRCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBFX vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Core Plus Bond Fund Institutional Class (TIBFX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

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TIBFX vs. PRCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIBFX
TIAA-CREF Core Plus Bond Fund Institutional Class
-0.75%7.36%2.34%6.66%-13.84%-0.32%8.22%9.71%-0.53%4.83%
PRCOX
T. Rowe Price U.S. Equity Research Fund
-7.21%16.97%26.41%29.82%-18.80%28.06%19.82%33.04%-4.73%23.80%

Returns By Period

In the year-to-date period, TIBFX achieves a -0.75% return, which is significantly higher than PRCOX's -7.21% return. Over the past 10 years, TIBFX has underperformed PRCOX with an annualized return of 2.30%, while PRCOX has yielded a comparatively higher 14.30% annualized return.


TIBFX

1D
0.44%
1M
-2.55%
YTD
-0.75%
6M
0.41%
1Y
3.74%
3Y*
4.03%
5Y*
0.47%
10Y*
2.30%

PRCOX

1D
-0.43%
1M
-8.17%
YTD
-7.21%
6M
-4.25%
1Y
14.10%
3Y*
18.09%
5Y*
11.91%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIBFX vs. PRCOX - Expense Ratio Comparison

TIBFX has a 0.30% expense ratio, which is lower than PRCOX's 0.42% expense ratio.


Return for Risk

TIBFX vs. PRCOX — Risk / Return Rank

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

TIBFX
TIBFX Risk / Return Rank: 5959
Overall Rank
TIBFX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TIBFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TIBFX Omega Ratio Rank: 4747
Omega Ratio Rank
TIBFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
TIBFX Martin Ratio Rank: 5454
Martin Ratio Rank

PRCOX
PRCOX Risk / Return Rank: 4242
Overall Rank
PRCOX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PRCOX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PRCOX Omega Ratio Rank: 4747
Omega Ratio Rank
PRCOX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRCOX Martin Ratio Rank: 4646
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.

TIBFX vs. PRCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Plus Bond Fund Institutional Class (TIBFX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


TIBFXPRCOXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.82

+0.29

Sortino ratio

Return per unit of downside risk

1.59

1.28

+0.32

Omega ratio

Gain probability vs. loss probability

1.20

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.58

0.95

+0.63

Martin ratio

Return relative to average drawdown

5.23

4.54

+0.69

TIBFX vs. PRCOX - Sharpe Ratio Comparison

The current TIBFX Sharpe Ratio is 1.10, which is higher than the PRCOX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of TIBFX and PRCOX, 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


TIBFXPRCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.82

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.69

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.78

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.54

+0.29

Correlation

The correlation between TIBFX and PRCOX is -0.12. 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

TIBFX vs. PRCOX - Dividend Comparison

TIBFX's dividend yield for the trailing twelve months is around 4.26%, more than PRCOX's 1.85% yield.


TTM20252024202320222021202020192018201720162015
TIBFX
TIAA-CREF Core Plus Bond Fund Institutional Class
4.26%4.55%3.87%3.84%2.85%3.76%3.71%3.24%3.08%3.16%4.14%3.95%
PRCOX
T. Rowe Price U.S. Equity Research Fund
1.85%1.72%0.64%1.17%1.28%3.71%1.04%1.39%5.60%7.02%7.28%8.76%

Drawdowns

TIBFX vs. PRCOX - Drawdown Comparison

The maximum TIBFX drawdown since its inception was -18.92%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for TIBFX and PRCOX.


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Drawdown Indicators


TIBFXPRCOXDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-53.96%

+35.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-12.19%

+9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-24.94%

+6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.92%

-34.42%

+15.50%

Current Drawdown

Current decline from peak

-2.55%

-9.32%

+6.77%

Average Drawdown

Average peak-to-trough decline

-2.63%

-9.22%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.63%

-1.73%

Volatility

TIBFX vs. PRCOX - Volatility Comparison

The current volatility for TIAA-CREF Core Plus Bond Fund Institutional Class (TIBFX) is 1.37%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 4.50%. This indicates that TIBFX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIBFXPRCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

4.50%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

8.87%

-6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

18.14%

-14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

17.27%

-11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

18.31%

-13.76%