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TIEIX vs. TISPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIEIX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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TIEIX vs. TISPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIEIX
TIAA-CREF Equity Index Fund
-3.95%17.04%23.71%25.92%-19.18%25.64%20.82%30.89%-5.27%19.05%
TISPX
TIAA-CREF S&P 500 Index Fund
-4.34%17.79%24.94%26.22%-18.13%28.66%18.34%31.44%-4.52%19.58%

Returns By Period

In the year-to-date period, TIEIX achieves a -3.95% return, which is significantly higher than TISPX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with TIEIX having a 13.41% annualized return and TISPX not far ahead at 13.81%.


TIEIX

1D
2.95%
1M
-5.10%
YTD
-3.95%
6M
-1.99%
1Y
17.53%
3Y*
17.80%
5Y*
10.54%
10Y*
13.41%

TISPX

1D
2.93%
1M
-5.02%
YTD
-4.34%
6M
-2.19%
1Y
17.27%
3Y*
18.25%
5Y*
11.75%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIEIX vs. TISPX - Expense Ratio Comparison

Both TIEIX and TISPX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TIEIX vs. TISPX — Risk / Return Rank

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

TIEIX
TIEIX Risk / Return Rank: 5454
Overall Rank
TIEIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TIEIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TIEIX Omega Ratio Rank: 5555
Omega Ratio Rank
TIEIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TIEIX Martin Ratio Rank: 6565
Martin Ratio Rank

TISPX
TISPX Risk / Return Rank: 5555
Overall Rank
TISPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TISPX Omega Ratio Rank: 5555
Omega Ratio Rank
TISPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TISPX Martin Ratio Rank: 6565
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.

TIEIX vs. TISPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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.


TIEIXTISPXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.98

0.00

Sortino ratio

Return per unit of downside risk

1.49

1.49

0.00

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.31

1.32

-0.02

Martin ratio

Return relative to average drawdown

6.29

6.36

-0.07

TIEIX vs. TISPX - Sharpe Ratio Comparison

The current TIEIX Sharpe Ratio is 0.98, which is comparable to the TISPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TIEIX and TISPX, 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


TIEIXTISPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.98

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.77

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.18

Correlation

The correlation between TIEIX and TISPX is 0.99, 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

TIEIX vs. TISPX - Dividend Comparison

TIEIX's dividend yield for the trailing twelve months is around 2.49%, more than TISPX's 2.46% yield.


TTM20252024202320222021202020192018201720162015
TIEIX
TIAA-CREF Equity Index Fund
2.49%2.39%1.63%1.47%1.83%2.08%1.43%1.99%2.45%0.52%2.45%1.27%
TISPX
TIAA-CREF S&P 500 Index Fund
2.46%2.35%1.52%1.48%1.91%1.77%1.53%2.16%2.94%0.36%2.39%0.65%

Drawdowns

TIEIX vs. TISPX - Drawdown Comparison

The maximum TIEIX drawdown since its inception was -55.55%, roughly equal to the maximum TISPX drawdown of -55.16%. Use the drawdown chart below to compare losses from any high point for TIEIX and TISPX.


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Drawdown Indicators


TIEIXTISPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.55%

-55.16%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-12.11%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-24.48%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-33.75%

-1.15%

Current Drawdown

Current decline from peak

-6.15%

-6.23%

+0.08%

Average Drawdown

Average peak-to-trough decline

-10.36%

-6.76%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.52%

+0.06%

Volatility

TIEIX vs. TISPX - Volatility Comparison

TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF S&P 500 Index Fund (TISPX) have volatilities of 5.46% and 5.34%, 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.


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Volatility by Period


TIEIXTISPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.34%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

9.53%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

18.33%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

16.90%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

18.05%

+0.33%