TIILX vs. SWRSX
Compare and contrast key facts about TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
TIILX is managed by TIAA Investments. It was launched on Sep 30, 2002. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
TIILX vs. SWRSX - Performance Comparison
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TIILX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
In the year-to-date period, TIILX achieves a 0.56% return, which is significantly higher than SWRSX's 0.39% return. Over the past 10 years, TIILX has outperformed SWRSX with an annualized return of 2.85%, while SWRSX has yielded a comparatively lower 2.57% 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%
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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TIILX vs. SWRSX - Expense Ratio Comparison
TIILX has a 0.23% expense ratio, which is higher than SWRSX's 0.05% 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%.
Return for Risk
TIILX vs. SWRSX — Risk / Return Rank
TIILX
SWRSX
TIILX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| TIILX | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.84 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.17 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.44 | +0.72 |
Martin ratioReturn relative to average drawdown | 8.60 | 4.27 | +4.33 |
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
| TIILX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.84 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.24 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.48 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.57 | +0.13 |
Correlation
The correlation between TIILX and SWRSX is 0.93, 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
TIILX vs. SWRSX - Dividend Comparison
TIILX's dividend yield for the trailing twelve months is around 3.12%, less than SWRSX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
TIILX vs. SWRSX - Drawdown Comparison
The maximum TIILX drawdown since its inception was -14.24%, roughly equal to the maximum SWRSX drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TIILX and SWRSX.
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Drawdown Indicators
| TIILX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.24% | -14.29% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.12% | -2.68% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -14.29% | +4.72% |
Max Drawdown (10Y)Largest decline over 10 years | -9.57% | -14.29% | +4.72% |
Current DrawdownCurrent decline from peak | -0.91% | -1.33% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -3.75% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.90% | -0.37% |
Volatility
TIILX vs. SWRSX - Volatility Comparison
The current volatility for TIAA-CREF Inflation-Linked Bond Fund (TIILX) is 1.02%, while Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a volatility of 1.30%. This indicates that TIILX experiences smaller price fluctuations and is considered to be less risky than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIILX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 1.30% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 2.17% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 4.00% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 6.05% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.83% | 5.39% | -1.56% |