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TIILX vs. EARRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIILX vs. EARRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). The values are adjusted to include any dividend payments, if applicable.

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TIILX vs. EARRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIILX
TIAA-CREF Inflation-Linked Bond Fund
0.56%7.09%3.28%4.35%-7.22%5.26%8.10%6.60%-0.49%1.74%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.81%

Returns By Period

In the year-to-date period, TIILX achieves a 0.56% return, which is significantly higher than EARRX's 0.28% return. Over the past 10 years, TIILX has underperformed EARRX with an annualized return of 2.85%, while EARRX has yielded a comparatively higher 3.60% annualized return.


TIILX

1D
0.46%
1M
-0.91%
YTD
0.56%
6M
0.65%
1Y
3.64%
3Y*
4.06%
5Y*
2.54%
10Y*
2.85%

EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIILX vs. EARRX - Expense Ratio Comparison

TIILX has a 0.23% expense ratio, which is lower than EARRX's 0.85% expense ratio.


Return for Risk

TIILX vs. EARRX — Risk / Return Rank

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

TIILX
TIILX Risk / Return Rank: 7575
Overall Rank
TIILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TIILX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TIILX Omega Ratio Rank: 6161
Omega Ratio Rank
TIILX Calmar Ratio Rank: 8585
Calmar Ratio Rank
TIILX Martin Ratio Rank: 8484
Martin Ratio Rank

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX Martin Ratio Rank: 9494
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.

TIILX vs. EARRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.


TIILXEARRXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.60

-0.36

Sortino ratio

Return per unit of downside risk

1.82

2.29

-0.47

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

2.16

2.76

-0.60

Martin ratio

Return relative to average drawdown

8.60

12.19

-3.59

TIILX vs. EARRX - Sharpe Ratio Comparison

The current TIILX Sharpe Ratio is 1.25, which is comparable to the EARRX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TIILX and EARRX, 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


TIILXEARRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.60

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.37

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

1.33

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.04

-0.35

Correlation

The correlation between TIILX and EARRX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TIILX vs. EARRX - Dividend Comparison

TIILX's dividend yield for the trailing twelve months is around 3.12%, less than EARRX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
TIILX
TIAA-CREF Inflation-Linked Bond Fund
3.12%3.95%3.45%3.38%8.60%6.29%1.28%1.85%2.59%2.00%1.55%0.33%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%

Drawdowns

TIILX vs. EARRX - Drawdown Comparison

The maximum TIILX drawdown since its inception was -14.24%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for TIILX and EARRX.


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Drawdown Indicators


TIILXEARRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.24%

-10.27%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-1.18%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-6.39%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-9.57%

-10.27%

+0.70%

Current Drawdown

Current decline from peak

-0.91%

-0.51%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.94%

-1.09%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.27%

+0.26%

Volatility

TIILX vs. EARRX - Volatility Comparison

TIAA-CREF Inflation-Linked Bond Fund (TIILX) has a higher volatility of 1.02% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that TIILX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIILXEARRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.58%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

1.05%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

1.87%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.78%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

2.71%

+1.12%