TIEIX vs. TISCX

Last updated Jun 4, 2026

TIEIX (TIAA-CREF Equity Index Fund) and TISCX (TIAA-CREF Social Choice Equity Fund) are both Large Cap Blend Equities funds from TIAA Investments. Over the past 10 years, TIEIX returned 14.90%/yr vs 14.46%/yr for TISCX. With a 0.99 correlation, they move nearly in lockstep. TIEIX charges 0.05%/yr vs 0.17%/yr for TISCX.

Performance

TIEIX vs. TISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Social Choice Equity Fund (TISCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIEIX achieves a 11.71% return, which is significantly lower than TISCX's 13.71% return. Both investments have delivered pretty close results over the past 10 years, with TIEIX having a 14.90% annualized return and TISCX not far behind at 14.46%.

TIEIX

• 1D: 0.23%
• 1M: 5.69%
• YTD: 11.71%
• 6M: 11.59%
• 1Y: 28.58%
• 3Y*: 22.19%
• 5Y*: 13.05%
• 10Y*: 14.90%

TISCX

• 1D: 0.47%
• 1M: 6.10%
• YTD: 13.71%
• 6M: 14.34%
• 1Y: 26.88%
• 3Y*: 21.09%
• 5Y*: 12.07%
• 10Y*: 14.46%

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

TIEIX vs. TISCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIEIX TIAA-CREF Equity Index Fund	11.71%	17.04%	23.71%	25.92%	-19.18%	25.64%	20.82%	30.89%	-5.27%	19.05%
TISCX TIAA-CREF Social Choice Equity Fund	13.71%	16.51%	18.23%	22.53%	-17.80%	26.54%	20.34%	31.55%	-5.74%	19.01%

Correlation

The correlation between TIEIX and TISCX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jun 15, 1999	0.99

The correlation between TIEIX and TISCX has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

Return for Risk

TIEIX vs. TISCX — Risk / Return Rank

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

TIEIX

TIEIX Risk / Return Rank: 70
TIEIX Sharpe Ratio Rank: 70
TIEIX Sortino Ratio Rank: 63
TIEIX Omega Ratio Rank: 61
TIEIX Calmar Ratio Rank: 74
TIEIX Martin Ratio Rank: 82

TISCX

TISCX Risk / Return Rank: 59
TISCX Sharpe Ratio Rank: 55
TISCX Sortino Ratio Rank: 51
TISCX Omega Ratio Rank: 50
TISCX Calmar Ratio Rank: 69
TISCX Martin Ratio Rank: 70

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.

TIEIX vs. TISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.

	TIEIX	TISCX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.19	+0.25
Sortino ratio: Return per unit of downside risk	3.33	3.01	+0.31
Omega ratio: Gain probability vs. loss probability	1.44	1.39	+0.05
Calmar ratio: Return relative to maximum drawdown	3.36	3.20	+0.16
Martin ratio: Return relative to average drawdown	15.44	13.41	+2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIEIX vs. TISCX - Sharpe Ratio Comparison

The current TIEIX Sharpe Ratio is 2.44, which is comparable to the TISCX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TIEIX and TISCX, 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

	TIEIX	TISCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.19	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.63	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.75	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.42	+0.02

Drawdowns

TIEIX vs. TISCX - Drawdown Comparison

The maximum TIEIX drawdown since its inception was -55.55%, roughly equal to the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TIEIX and TISCX.

Drawdown Indicators

	TIEIX	TISCX	Difference
Max Drawdown Largest peak-to-trough decline	-55.55%	-54.65%	-0.90%
Max Drawdown (1Y) Largest decline over 1 year	-8.84%	-8.76%	-0.08%
Max Drawdown (3Y) Largest decline over 3 years	-19.29%	-28.29%	+9.00%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-28.29%	+3.23%
Max Drawdown (10Y) Largest decline over 10 years	-34.90%	-34.89%	-0.01%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.30%	-10.09%	-0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.08%	-0.16%

Volatility

TIEIX vs. TISCX - Volatility Comparison

TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Social Choice Equity Fund (TISCX) have volatilities of 2.96% and 3.05%, 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

	TIEIX	TISCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	3.05%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	9.17%	9.86%	-0.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.18%	12.79%	-0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.31%	19.31%	-2.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	19.39%	-0.99%

TIEIX vs. TISCX - Expense Ratio Comparison

TIEIX has a 0.05% expense ratio, which is lower than TISCX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

TIEIX vs. TISCX - Dividend Comparison

TIEIX's dividend yield for the trailing twelve months is around 2.14%, less than TISCX's 6.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TIEIX TIAA-CREF Equity Index Fund	2.14%	2.39%	1.63%	1.47%	1.83%	2.08%	1.43%	1.99%	2.45%	0.52%	2.45%	1.27%
TISCX TIAA-CREF Social Choice Equity Fund	6.82%	7.75%	16.74%	5.64%	4.99%	9.46%	1.38%	4.84%	9.85%	2.38%	6.84%	3.51%

Frequently Asked Questions

Can I hold both TIEIX and TISCX in my portfolio?

With a correlation of 0.95, TIEIX and TISCX 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, TIEIX or TISCX?

TISCX has higher volatility (3.05%) compared to TIEIX (2.96%). In terms of maximum drawdown, TIEIX dropped -55.55% vs TISCX's -54.65%.

Which has better risk-adjusted returns?

TIEIX currently has the higher Sharpe Ratio (2.44 vs 2.19), 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.