TIOIX vs. TISCX
TIOIX (TIAA-CREF International Opportunities Fund) and TISCX (TIAA-CREF Social Choice Equity Fund) are both mutual funds - TIOIX is a Foreign Large Cap Equities fund managed by TIAA Investments, while TISCX is a Large Cap Blend Equities fund managed by TIAA Investments. Over the past 10 years, TIOIX returned 8.80%/yr vs 14.46%/yr for TISCX. Their correlation of 0.80 suggests significant overlap in exposure. TIOIX charges 0.61%/yr vs 0.17%/yr for TISCX.
Performance
TIOIX vs. TISCX - Performance Comparison
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Returns By Period
In the year-to-date period, TIOIX achieves a 10.46% return, which is significantly lower than TISCX's 13.71% return. Over the past 10 years, TIOIX has underperformed TISCX with an annualized return of 8.80%, while TISCX has yielded a comparatively higher 14.46% annualized return.
TIOIX
- 1D
- 1.00%
- 1M
- 7.34%
- YTD
- 10.46%
- 6M
- 10.99%
- 1Y
- 21.96%
- 3Y*
- 12.07%
- 5Y*
- 2.69%
- 10Y*
- 8.80%
TISCX
- 1D
- 0.47%
- 1M
- 6.10%
- YTD
- 13.71%
- 6M
- 14.34%
- 1Y
- 26.88%
- 3Y*
- 21.09%
- 5Y*
- 12.07%
- 10Y*
- 14.46%
TIOIX vs. TISCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIOIX TIAA-CREF International Opportunities Fund | 10.46% | 20.35% | 0.72% | 15.43% | -24.44% | 3.30% | 32.67% | 30.33% | -17.31% | 35.21% |
TISCX TIAA-CREF Social Choice Equity Fund | 13.71% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Correlation
The correlation between TIOIX and TISCX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014 | 0.80 |
The correlation between TIOIX and TISCX has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
TIOIX vs. TISCX — Risk / Return Rank
TIOIX
TISCX
TIOIX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Opportunities Fund (TIOIX) 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.
| TIOIX | TISCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.20 | -1.65 |
| Martin ratioReturn relative to average drawdown | 5.83 | 13.41 | -7.58 |
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
| TIOIX | TISCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.19 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.63 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.75 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.42 | -0.06 |
Drawdowns
TIOIX vs. TISCX - Drawdown Comparison
The maximum TIOIX drawdown since its inception was -38.26%, smaller than the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TIOIX and TISCX.
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Drawdown Indicators
| TIOIX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.26% | -54.65% | +16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -8.76% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -28.29% | +11.80% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -28.29% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.26% | -34.89% | -3.37% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -10.09% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.08% | +1.56% |
Volatility
TIOIX vs. TISCX - Volatility Comparison
TIAA-CREF International Opportunities Fund (TIOIX) has a higher volatility of 6.22% compared to TIAA-CREF Social Choice Equity Fund (TISCX) at 3.05%. This indicates that TIOIX's price experiences larger fluctuations and is considered to be riskier 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
| TIOIX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 3.05% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 9.86% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 12.79% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 19.31% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 19.39% | -0.86% |
TIOIX vs. TISCX - Expense Ratio Comparison
TIOIX has a 0.61% expense ratio, which is higher than TISCX's 0.17% expense ratio.
Dividends
TIOIX vs. TISCX - Dividend Comparison
TIOIX's dividend yield for the trailing twelve months is around 6.10%, less than TISCX's 6.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIOIX TIAA-CREF International Opportunities Fund | 6.10% | 6.74% | 1.49% | 1.21% | 1.25% | 8.14% | 2.51% | 1.02% | 1.39% | 1.18% | 1.31% | 1.25% |
TISCX TIAA-CREF Social Choice Equity Fund | 6.82% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
Frequently Asked Questions
TIOIX and TISCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIOIX has higher volatility (6.22%) compared to TISCX (3.05%). In terms of maximum drawdown, TIOIX dropped -38.26% vs TISCX's -54.65%.
TISCX currently has the higher Sharpe Ratio (2.19 vs 1.24), 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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