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TIGRX vs. TISEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIGRX vs. TISEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Growth & Income Fund (TIGRX) and TIAA-CREF Quant Small-Cap Equity Fund (TISEX). The values are adjusted to include any dividend payments, if applicable.

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TIGRX vs. TISEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIGRX
TIAA-CREF Growth & Income Fund
-6.84%13.92%29.01%32.97%-22.15%25.55%20.49%30.29%-7.33%23.72%
TISEX
TIAA-CREF Quant Small-Cap Equity Fund
1.12%16.31%16.29%18.72%-15.49%25.00%12.81%23.94%-12.33%14.07%

Returns By Period

In the year-to-date period, TIGRX achieves a -6.84% return, which is significantly lower than TISEX's 1.12% return. Over the past 10 years, TIGRX has outperformed TISEX with an annualized return of 13.36%, while TISEX has yielded a comparatively lower 11.40% annualized return.


TIGRX

1D
3.01%
1M
-6.09%
YTD
-6.84%
6M
-4.55%
1Y
13.06%
3Y*
18.18%
5Y*
10.71%
10Y*
13.36%

TISEX

1D
3.17%
1M
-5.07%
YTD
1.12%
6M
5.29%
1Y
28.31%
3Y*
16.37%
5Y*
7.74%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIGRX vs. TISEX - Expense Ratio Comparison

TIGRX has a 0.40% expense ratio, which is lower than TISEX's 0.41% expense ratio.


Return for Risk

TIGRX vs. TISEX — Risk / Return Rank

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

TIGRX
TIGRX Risk / Return Rank: 3131
Overall Rank
TIGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIGRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TIGRX Omega Ratio Rank: 3030
Omega Ratio Rank
TIGRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
TIGRX Martin Ratio Rank: 3434
Martin Ratio Rank

TISEX
TISEX Risk / Return Rank: 7070
Overall Rank
TISEX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TISEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TISEX Omega Ratio Rank: 5959
Omega Ratio Rank
TISEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TISEX Martin Ratio Rank: 7777
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.

TIGRX vs. TISEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Growth & Income Fund (TIGRX) and TIAA-CREF Quant Small-Cap Equity Fund (TISEX). 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.


TIGRXTISEXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.26

-0.54

Sortino ratio

Return per unit of downside risk

1.14

1.81

-0.67

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

1.00

1.88

-0.88

Martin ratio

Return relative to average drawdown

3.86

7.92

-4.06

TIGRX vs. TISEX - Sharpe Ratio Comparison

The current TIGRX Sharpe Ratio is 0.73, which is lower than the TISEX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TIGRX and TISEX, 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


TIGRXTISEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.26

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.35

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.49

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.05

Correlation

The correlation between TIGRX and TISEX is 0.87, 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

TIGRX vs. TISEX - Dividend Comparison

TIGRX's dividend yield for the trailing twelve months is around 14.88%, more than TISEX's 9.01% yield.


TTM20252024202320222021202020192018201720162015
TIGRX
TIAA-CREF Growth & Income Fund
14.88%14.09%11.70%24.27%9.52%19.80%7.44%6.61%9.98%4.60%3.06%8.41%
TISEX
TIAA-CREF Quant Small-Cap Equity Fund
9.01%9.11%12.26%2.08%6.47%21.14%0.63%5.41%20.46%10.29%3.48%7.75%

Drawdowns

TIGRX vs. TISEX - Drawdown Comparison

The maximum TIGRX drawdown since its inception was -49.52%, smaller than the maximum TISEX drawdown of -59.91%. Use the drawdown chart below to compare losses from any high point for TIGRX and TISEX.


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Drawdown Indicators


TIGRXTISEXDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-59.91%

+10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-13.58%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-27.16%

-27.92%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-45.76%

+10.20%

Current Drawdown

Current decline from peak

-8.60%

-6.32%

-2.28%

Average Drawdown

Average peak-to-trough decline

-11.24%

-9.42%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.23%

-0.10%

Volatility

TIGRX vs. TISEX - Volatility Comparison

The current volatility for TIAA-CREF Growth & Income Fund (TIGRX) is 5.78%, while TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a volatility of 7.43%. This indicates that TIGRX experiences smaller price fluctuations and is considered to be less risky than TISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIGRXTISEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.43%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

14.62%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

22.95%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

22.12%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

23.35%

-2.01%