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TISCX vs. TIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISCX and TIGRX is 0.98, 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

TISCX vs. TIGRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TISCX:

-0.08

TIGRX:

-0.08

Sortino Ratio

TISCX:

-0.01

TIGRX:

-0.02

Omega Ratio

TISCX:

1.00

TIGRX:

1.00

Calmar Ratio

TISCX:

-0.09

TIGRX:

-0.06

Martin Ratio

TISCX:

-0.21

TIGRX:

-0.22

Ulcer Index

TISCX:

12.69%

TIGRX:

10.74%

Daily Std Dev

TISCX:

21.77%

TIGRX:

20.52%

Max Drawdown

TISCX:

-55.12%

TIGRX:

-50.68%

Current Drawdown

TISCX:

-15.34%

TIGRX:

-25.84%

Returns By Period

In the year-to-date period, TISCX achieves a 3.27% return, which is significantly higher than TIGRX's -2.35% return. Over the past 10 years, TISCX has outperformed TIGRX with an annualized return of 6.36%, while TIGRX has yielded a comparatively lower 2.68% annualized return.


TISCX

YTD

3.27%

1M

6.68%

6M

-14.55%

1Y

-1.67%

3Y*

4.84%

5Y*

8.06%

10Y*

6.36%

TIGRX

YTD

-2.35%

1M

6.76%

6M

-13.22%

1Y

-1.73%

3Y*

1.61%

5Y*

2.39%

10Y*

2.68%

*Annualized

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TIAA-CREF Growth & Income Fund

TISCX vs. TIGRX - Expense Ratio Comparison

TISCX has a 0.17% expense ratio, which is lower than TIGRX's 0.40% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TISCX vs. TIGRX — Risk-Adjusted Performance Rank

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

TISCX
The Risk-Adjusted Performance Rank of TISCX is 77
Overall Rank
The Sharpe Ratio Rank of TISCX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of TISCX is 77
Sortino Ratio Rank
The Omega Ratio Rank of TISCX is 77
Omega Ratio Rank
The Calmar Ratio Rank of TISCX is 66
Calmar Ratio Rank
The Martin Ratio Rank of TISCX is 88
Martin Ratio Rank

TIGRX
The Risk-Adjusted Performance Rank of TIGRX is 77
Overall Rank
The Sharpe Ratio Rank of TIGRX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of TIGRX is 77
Sortino Ratio Rank
The Omega Ratio Rank of TIGRX is 77
Omega Ratio Rank
The Calmar Ratio Rank of TIGRX is 88
Calmar Ratio Rank
The Martin Ratio Rank of TIGRX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TISCX vs. TIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and TIAA-CREF Growth & Income Fund (TIGRX). 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.


The current TISCX Sharpe Ratio is -0.08, which is comparable to the TIGRX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TISCX and TIGRX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TISCX vs. TIGRX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 16.21%, more than TIGRX's 11.99% yield.


TTM20242023202220212020201920182017201620152014
TISCX
TIAA-CREF Social Choice Equity Fund
16.21%16.74%5.63%4.99%9.46%1.38%4.84%9.85%3.99%6.84%5.44%2.55%
TIGRX
TIAA-CREF Growth & Income Fund
11.99%11.70%24.28%9.52%19.80%7.44%6.60%9.99%4.81%3.07%8.42%10.31%

Drawdowns

TISCX vs. TIGRX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -55.12%, which is greater than TIGRX's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TISCX and TIGRX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TISCX vs. TIGRX - Volatility Comparison

TIAA-CREF Social Choice Equity Fund (TISCX) and TIAA-CREF Growth & Income Fund (TIGRX) have volatilities of 4.78% and 4.65%, 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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