TIMVX vs. VIMAX
Compare and contrast key facts about TIAA-CREF Mid-Cap Value Fund (TIMVX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX).
TIMVX is managed by TIAA Investments. It was launched on Oct 1, 2002. VIMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIMVX or VIMAX.
Key characteristics
| TIMVX | VIMAX | |
|---|---|---|
| YTD Return | 22.24% | 21.15% |
| 1Y Return | 36.71% | 36.93% |
| 3Y Return (Ann) | 7.40% | 4.11% |
| 5Y Return (Ann) | 10.19% | 11.94% |
| 10Y Return (Ann) | 7.87% | 10.34% |
| Sharpe Ratio | 2.72 | 3.05 |
| Sortino Ratio | 3.53 | 4.20 |
| Omega Ratio | 1.49 | 1.54 |
| Calmar Ratio | 3.16 | 2.10 |
| Martin Ratio | 18.66 | 18.93 |
| Ulcer Index | 2.08% | 2.04% |
| Daily Std Dev | 14.21% | 12.62% |
| Max Drawdown | -59.15% | -58.88% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TIMVX and VIMAX is 0.96, 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.
Performance
TIMVX vs. VIMAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with TIMVX having a 22.24% return and VIMAX slightly lower at 21.15%. Over the past 10 years, TIMVX has underperformed VIMAX with an annualized return of 7.87%, while VIMAX has yielded a comparatively higher 10.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIMVX vs. VIMAX - Expense Ratio Comparison
TIMVX has a 0.45% expense ratio, which is higher than VIMAX's 0.05% expense ratio.
Risk-Adjusted Performance
TIMVX vs. VIMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Value Fund (TIMVX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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.
Dividends
TIMVX vs. VIMAX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 1.33%, less than VIMAX's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 1.33% | 1.63% | 2.40% | 1.18% | 1.77% | 2.47% | 2.37% | 1.70% | 1.77% | 1.63% | 1.44% | 1.29% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.44% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
Drawdowns
TIMVX vs. VIMAX - Drawdown Comparison
The maximum TIMVX drawdown since its inception was -59.15%, roughly equal to the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for TIMVX and VIMAX. For additional features, visit the drawdowns tool.
Volatility
TIMVX vs. VIMAX - Volatility Comparison
TIAA-CREF Mid-Cap Value Fund (TIMVX) has a higher volatility of 4.57% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 3.77%. This indicates that TIMVX's price experiences larger fluctuations and is considered to be riskier than VIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.