TIEIX vs. VFTNX
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003.
Performance
TIEIX vs. VFTNX - Performance Comparison
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TIEIX vs. VFTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | -7.51% | 17.32% | 26.01% | 31.77% | -24.20% | 27.76% | 22.62% | 33.96% | -3.41% | 24.19% |
Returns By Period
In the year-to-date period, TIEIX achieves a -3.95% return, which is significantly higher than VFTNX's -7.51% return. Over the past 10 years, TIEIX has underperformed VFTNX with an annualized return of 13.41%, while VFTNX has yielded a comparatively higher 14.26% annualized return.
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%
VFTNX
- 1D
- 3.30%
- 1M
- -5.53%
- YTD
- -7.51%
- 6M
- -5.69%
- 1Y
- 15.11%
- 3Y*
- 17.94%
- 5Y*
- 10.46%
- 10Y*
- 14.26%
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TIEIX vs. VFTNX - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is lower than VFTNX's 0.12% 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%.
Return for Risk
TIEIX vs. VFTNX — Risk / Return Rank
TIEIX
VFTNX
TIEIX vs. VFTNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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 | VFTNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.81 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.28 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.33 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.29 | 5.18 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIEIX | VFTNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.81 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.06 |
Correlation
The correlation between TIEIX and VFTNX is 0.95, 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. VFTNX - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 2.49%, more than VFTNX's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.02% | 0.90% | 1.01% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% |
Drawdowns
TIEIX vs. VFTNX - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, smaller than the maximum VFTNX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for TIEIX and VFTNX.
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Drawdown Indicators
| TIEIX | VFTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.55% | -64.04% | +8.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.17% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -29.11% | +4.05% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -34.22% | -0.68% |
Current DrawdownCurrent decline from peak | -6.15% | -8.92% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -15.80% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.12% | -0.54% |
Volatility
TIEIX vs. VFTNX - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 5.46%, while Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a volatility of 5.93%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIEIX | VFTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.93% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 10.55% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 19.56% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 18.35% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 19.03% | -0.65% |