TIMVX vs. FIMVX
TIMVX (TIAA-CREF Mid-Cap Value Fund) and FIMVX (Fidelity Mid Cap Value Index Fund) are both Mid Cap Value Equities funds. Over the past 5 years, TIMVX returned 10.33%/yr vs 9.70%/yr for FIMVX. Their 0.97 correlation means they have historically moved very closely together. TIMVX charges 0.45%/yr vs 0.05%/yr for FIMVX.
Performance
TIMVX vs. FIMVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TIMVX having a 19.61% return and FIMVX slightly higher at 19.64%.
TIMVX
- 1D
- 0.51%
- 1M
- 0.19%
- 6M
- 14.89%
- YTD
- 19.61%
- 1Y
- 29.29%
- 3Y*
- 16.25%
- 5Y*
- 10.33%
- 10Y*
- 9.37%
- ALL TIME*
- 10.85%
FIMVX
- 1D
- -0.28%
- 1M
- 0.89%
- 6M
- 14.72%
- YTD
- 19.64%
- 1Y
- 28.18%
- 3Y*
- 15.49%
- 5Y*
- 9.70%
- 10Y*
- —
- ALL TIME*
- 11.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TIMVX vs. FIMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 19.61% | 10.11% | 14.48% | 11.40% | -10.44% | 32.27% | -4.21% | 6.79% |
FIMVX Fidelity Mid Cap Value Index Fund | 19.64% | 11.01% | 13.02% | 12.75% | -12.08% | 28.21% | 4.74% | 7.42% |
Correlation
The correlation between TIMVX and FIMVX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.97 |
The correlation between TIMVX and FIMVX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
TIMVX vs. FIMVX — Risk / Return Rank
TIMVX
FIMVX
TIMVX vs. FIMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Value Fund (TIMVX) and Fidelity Mid Cap Value Index Fund (FIMVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIMVX | FIMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 3.43 | +0.42 |
| Martin ratioReturn relative to average drawdown | 15.23 | 13.17 | +2.06 |
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Drawdowns
TIMVX vs. FIMVX - Drawdown Comparison
The maximum TIMVX drawdown since its inception was -59.15%, which is greater than FIMVX's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for TIMVX and FIMVX.
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Drawdown Indicators
| TIMVX | FIMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.15% | -43.61% | -15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -7.52% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -20.40% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -21.23% | -0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -52.60% | — | — |
Current DrawdownCurrent decline from peak | -1.69% | -1.15% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -6.29% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.96% | -0.12% |
Volatility
TIMVX vs. FIMVX - Volatility Comparison
TIAA-CREF Mid-Cap Value Fund (TIMVX) has a higher volatility of 3.43% compared to Fidelity Mid Cap Value Index Fund (FIMVX) at 2.93%. This indicates that TIMVX's price experiences larger fluctuations and is considered to be riskier than FIMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIMVX | FIMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.93% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 9.94% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 13.48% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 17.27% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 21.68% | -0.03% |
TIMVX vs. FIMVX - Expense Ratio Comparison
TIMVX has a 0.45% expense ratio, which is higher than FIMVX's 0.05% expense ratio.
Dividends
TIMVX vs. FIMVX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 6.88%, more than FIMVX's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIMVX Fidelity Mid Cap Value Index Fund | 2.07% | 2.48% | 4.44% | 1.89% | 2.75% | 5.62% | 1.23% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
TIMVX TIAA-CREF Mid-Cap Value Fund | 6.88% | 8.23% | 7.09% | 1.63% | 15.58% | 14.87% | 1.77% | 20.99% | 18.64% | 7.13% | 4.60% | 10.06% |
Frequently Asked Questions
With a correlation of 0.93, TIMVX and FIMVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TIMVX has higher volatility (3.43%) compared to FIMVX (2.93%). In terms of maximum drawdown, TIMVX dropped -59.15% vs FIMVX's -43.61%.
TIMVX currently has the higher Sharpe Ratio (2.04 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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