TIILX vs. TISCX
Compare and contrast key facts about TIAA-CREF Inflation-Linked Bond Fund (TIILX) and TIAA-CREF Social Choice Equity Fund (TISCX).
TIILX is managed by TIAA Investments. It was launched on Sep 30, 2002. TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
TIILX vs. TISCX - Performance Comparison
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TIILX vs. TISCX - 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% |
TISCX TIAA-CREF Social Choice Equity Fund | -5.91% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Returns By Period
In the year-to-date period, TIILX achieves a 0.56% return, which is significantly higher than TISCX's -5.91% return. Over the past 10 years, TIILX has underperformed TISCX with an annualized return of 2.85%, while TISCX has yielded a comparatively higher 12.53% 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%
TISCX
- 1D
- -0.30%
- 1M
- -7.34%
- YTD
- -5.91%
- 6M
- -4.09%
- 1Y
- 13.20%
- 3Y*
- 14.50%
- 5Y*
- 9.03%
- 10Y*
- 12.53%
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TIILX vs. TISCX - Expense Ratio Comparison
TIILX has a 0.23% expense ratio, which is higher than TISCX's 0.17% 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. TISCX — Risk / Return Rank
TIILX
TISCX
TIILX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Inflation-Linked Bond Fund (TIILX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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 | TISCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.78 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.22 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.03 | +1.13 |
Martin ratioReturn relative to average drawdown | 8.60 | 4.59 | +4.01 |
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 | TISCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.78 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.47 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.65 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.39 | +0.31 |
Correlation
The correlation between TIILX and TISCX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TIILX vs. TISCX - Dividend Comparison
TIILX's dividend yield for the trailing twelve months is around 3.12%, less than TISCX's 8.24% 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% |
TISCX TIAA-CREF Social Choice Equity Fund | 8.24% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
Drawdowns
TIILX vs. TISCX - Drawdown Comparison
The maximum TIILX drawdown since its inception was -14.24%, smaller than the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TIILX and TISCX.
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Drawdown Indicators
| TIILX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.24% | -54.65% | +40.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.12% | -11.07% | +8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -28.29% | +18.72% |
Max Drawdown (10Y)Largest decline over 10 years | -9.57% | -34.89% | +25.32% |
Current DrawdownCurrent decline from peak | -0.91% | -9.71% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -10.15% | +7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 2.50% | -1.97% |
Volatility
TIILX vs. TISCX - Volatility Comparison
The current volatility for TIAA-CREF Inflation-Linked Bond Fund (TIILX) is 1.02%, while TIAA-CREF Social Choice Equity Fund (TISCX) has a volatility of 4.32%. This indicates that TIILX experiences smaller price fluctuations and is considered to be less risky than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIILX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 4.32% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 9.91% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 17.92% | -14.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 19.28% | -14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.83% | 19.35% | -15.52% |