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TIREX vs. TISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIREX vs. TISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and TIAA-CREF Short Term Bond Fund (TISIX). The values are adjusted to include any dividend payments, if applicable.

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TIREX vs. TISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
1.02%2.10%5.30%12.16%-28.74%39.39%1.29%31.09%-4.06%11.73%
TISIX
TIAA-CREF Short Term Bond Fund
-0.09%5.91%4.59%5.07%-3.32%0.18%3.76%4.43%1.25%1.88%

Returns By Period

In the year-to-date period, TIREX achieves a 1.02% return, which is significantly higher than TISIX's -0.09% return. Over the past 10 years, TIREX has outperformed TISIX with an annualized return of 5.59%, while TISIX has yielded a comparatively lower 2.45% annualized return.


TIREX

1D
0.28%
1M
-7.87%
YTD
1.02%
6M
-0.32%
1Y
1.98%
3Y*
6.06%
5Y*
2.33%
10Y*
5.59%

TISIX

1D
0.10%
1M
-0.98%
YTD
-0.09%
6M
1.10%
1Y
4.05%
3Y*
4.61%
5Y*
2.43%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIREX vs. TISIX - Expense Ratio Comparison

TIREX has a 0.47% expense ratio, which is higher than TISIX's 0.26% expense ratio.


Return for Risk

TIREX vs. TISIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TIREX
TIREX Risk / Return Rank: 1010
Overall Rank
TIREX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TIREX Sortino Ratio Rank: 99
Sortino Ratio Rank
TIREX Omega Ratio Rank: 99
Omega Ratio Rank
TIREX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TIREX Martin Ratio Rank: 1111
Martin Ratio Rank

TISIX
TISIX Risk / Return Rank: 9797
Overall Rank
TISIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TISIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TISIX Omega Ratio Rank: 9696
Omega Ratio Rank
TISIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TISIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TIREX vs. TISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and TIAA-CREF Short Term Bond Fund (TISIX). 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.


TIREXTISIXDifference

Sharpe ratio

Return per unit of total volatility

0.19

2.31

-2.13

Sortino ratio

Return per unit of downside risk

0.36

4.26

-3.90

Omega ratio

Gain probability vs. loss probability

1.05

1.58

-0.53

Calmar ratio

Return relative to maximum drawdown

0.21

3.87

-3.66

Martin ratio

Return relative to average drawdown

0.87

16.04

-15.17

TIREX vs. TISIX - Sharpe Ratio Comparison

The current TIREX Sharpe Ratio is 0.19, which is lower than the TISIX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TIREX and TISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIREXTISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

2.31

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

1.22

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

1.40

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.44

-1.12

Correlation

The correlation between TIREX and TISIX is -0.03. 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

TIREX vs. TISIX - Dividend Comparison

TIREX's dividend yield for the trailing twelve months is around 2.72%, less than TISIX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.72%3.56%3.08%2.71%5.13%3.07%1.80%6.18%3.54%7.20%4.16%5.65%
TISIX
TIAA-CREF Short Term Bond Fund
3.99%4.34%3.57%3.18%2.10%1.63%2.14%2.87%2.21%1.87%1.86%1.72%

Drawdowns

TIREX vs. TISIX - Drawdown Comparison

The maximum TIREX drawdown since its inception was -74.18%, which is greater than TISIX's maximum drawdown of -5.31%. Use the drawdown chart below to compare losses from any high point for TIREX and TISIX.


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Drawdown Indicators


TIREXTISIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.18%

-5.31%

-68.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-1.17%

-11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.67%

-5.31%

-30.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.26%

-5.31%

-33.95%

Current Drawdown

Current decline from peak

-13.19%

-0.98%

-12.21%

Average Drawdown

Average peak-to-trough decline

-13.54%

-0.50%

-13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

0.28%

+2.66%

Volatility

TIREX vs. TISIX - Volatility Comparison

TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) has a higher volatility of 4.24% compared to TIAA-CREF Short Term Bond Fund (TISIX) at 0.49%. This indicates that TIREX's price experiences larger fluctuations and is considered to be riskier than TISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIREXTISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

0.49%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

1.25%

+7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

1.94%

+14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

2.00%

+16.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

1.76%

+18.37%