TIEIX vs. VTI
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and Vanguard Total Stock Market ETF (VTI).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIEIX or VTI.
Key characteristics
| TIEIX | VTI | |
|---|---|---|
| YTD Return | 26.11% | 26.15% |
| 1Y Return | 35.19% | 35.28% |
| 3Y Return (Ann) | 8.85% | 8.67% |
| 5Y Return (Ann) | 15.18% | 15.15% |
| 10Y Return (Ann) | 12.89% | 12.89% |
| Sharpe Ratio | 2.92 | 3.04 |
| Sortino Ratio | 3.73 | 4.05 |
| Omega Ratio | 1.57 | 1.57 |
| Calmar Ratio | 4.47 | 4.47 |
| Martin Ratio | 19.82 | 19.73 |
| Ulcer Index | 1.93% | 1.94% |
| Daily Std Dev | 13.10% | 12.58% |
| Max Drawdown | -55.55% | -55.45% |
| Current Drawdown | -0.45% | -0.44% |
Correlation
The correlation between TIEIX and VTI 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.
Performance
TIEIX vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with TIEIX having a 26.11% return and VTI slightly higher at 26.15%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TIEIX at 12.89% and VTI at 12.89%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TIEIX vs. VTI - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
TIEIX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
TIEIX vs. VTI - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 1.17%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | 1.17% | 1.47% | 1.58% | 1.21% | 1.44% | 1.79% | 2.04% | 1.70% | 1.98% | 2.07% | 1.82% | 1.69% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TIEIX vs. VTI - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TIEIX and VTI. For additional features, visit the drawdowns tool.
Volatility
TIEIX vs. VTI - Volatility Comparison
TIAA-CREF Equity Index Fund (TIEIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.93% and 3.97%, 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.