TIILX vs. VNQ
Compare and contrast key facts about TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Vanguard Real Estate ETF (VNQ).
TIILX is managed by TIAA Investments. It was launched on Sep 30, 2002. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
TIILX vs. VNQ - Performance Comparison
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TIILX vs. VNQ - 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% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Returns By Period
In the year-to-date period, TIILX achieves a 0.56% return, which is significantly lower than VNQ's 1.67% return. Over the past 10 years, TIILX has underperformed VNQ with an annualized return of 2.85%, while VNQ has yielded a comparatively higher 4.69% annualized return.
TIILX
- 1D
- 0.00%
- 1M
- -0.73%
- YTD
- 0.56%
- 6M
- 0.56%
- 1Y
- 3.73%
- 3Y*
- 4.06%
- 5Y*
- 2.51%
- 10Y*
- 2.85%
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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TIILX vs. VNQ - Expense Ratio Comparison
TIILX has a 0.23% expense ratio, which is higher than VNQ's 0.13% 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. VNQ — Risk / Return Rank
TIILX
VNQ
TIILX vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Inflation-Linked Bond Fund (TIILX) and Vanguard Real Estate ETF (VNQ). 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 | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.13 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.30 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 0.18 | +1.89 |
Martin ratioReturn relative to average drawdown | 8.19 | 0.70 | +7.50 |
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 | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.13 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.15 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.23 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.26 | +0.44 |
Correlation
The correlation between TIILX and VNQ is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TIILX vs. VNQ - Dividend Comparison
TIILX's dividend yield for the trailing twelve months is around 3.12%, less than VNQ's 3.92% 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% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
TIILX vs. VNQ - Drawdown Comparison
The maximum TIILX drawdown since its inception was -14.24%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for TIILX and VNQ.
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Drawdown Indicators
| TIILX | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.24% | -73.07% | +58.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.12% | -12.44% | +10.32% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -34.48% | +24.91% |
Max Drawdown (10Y)Largest decline over 10 years | -9.57% | -42.40% | +32.83% |
Current DrawdownCurrent decline from peak | -0.91% | -9.24% | +8.33% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -13.71% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 3.21% | -2.67% |
Volatility
TIILX vs. VNQ - Volatility Comparison
The current volatility for TIAA-CREF Inflation-Linked Bond Fund (TIILX) is 1.01%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.57%. This indicates that TIILX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIILX | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 4.57% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 9.28% | -7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 16.31% | -13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 18.80% | -14.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.83% | 20.70% | -16.87% |