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TISBX vs. ASQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISBX vs. ASQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Small-Cap Blend Index Fund (TISBX) and American Century Small Company Fund (ASQIX). The values are adjusted to include any dividend payments, if applicable.

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TISBX vs. ASQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISBX
TIAA-CREF Small-Cap Blend Index Fund
-2.48%12.72%11.60%17.07%-20.31%14.85%20.14%25.61%-10.99%13.14%
ASQIX
American Century Small Company Fund
-1.97%12.93%4.44%21.29%-21.34%21.65%16.42%19.71%-14.39%10.58%

Returns By Period

In the year-to-date period, TISBX achieves a -2.48% return, which is significantly lower than ASQIX's -1.97% return. Over the past 10 years, TISBX has outperformed ASQIX with an annualized return of 9.40%, while ASQIX has yielded a comparatively lower 7.68% annualized return.


TISBX

1D
-1.45%
1M
-8.16%
YTD
-2.48%
6M
-0.39%
1Y
21.39%
3Y*
11.79%
5Y*
3.13%
10Y*
9.40%

ASQIX

1D
-1.19%
1M
-7.24%
YTD
-1.97%
6M
0.88%
1Y
20.44%
3Y*
11.14%
5Y*
3.49%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISBX vs. ASQIX - Expense Ratio Comparison

TISBX has a 0.05% expense ratio, which is lower than ASQIX's 0.85% expense ratio.


Return for Risk

TISBX vs. ASQIX — Risk / Return Rank

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

TISBX
TISBX Risk / Return Rank: 4747
Overall Rank
TISBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4040
Omega Ratio Rank
TISBX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TISBX Martin Ratio Rank: 4747
Martin Ratio Rank

ASQIX
ASQIX Risk / Return Rank: 5050
Overall Rank
ASQIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ASQIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
ASQIX Omega Ratio Rank: 4040
Omega Ratio Rank
ASQIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
ASQIX Martin Ratio Rank: 5353
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.

TISBX vs. ASQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and American Century Small Company Fund (ASQIX). 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.


TISBXASQIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.92

-0.02

Sortino ratio

Return per unit of downside risk

1.39

1.43

-0.04

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.22

1.39

-0.17

Martin ratio

Return relative to average drawdown

4.66

5.16

-0.50

TISBX vs. ASQIX - Sharpe Ratio Comparison

The current TISBX Sharpe Ratio is 0.91, which is comparable to the ASQIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TISBX and ASQIX, 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


TISBXASQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.92

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.16

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.34

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.35

+0.01

Correlation

The correlation between TISBX and ASQIX is 0.97, 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.


Dividends

TISBX vs. ASQIX - Dividend Comparison

TISBX's dividend yield for the trailing twelve months is around 4.23%, more than ASQIX's 2.53% yield.


TTM20252024202320222021202020192018201720162015
TISBX
TIAA-CREF Small-Cap Blend Index Fund
4.23%4.12%6.82%3.09%1.97%8.96%2.65%5.16%9.29%4.49%4.03%4.77%
ASQIX
American Century Small Company Fund
2.53%2.57%0.30%0.49%0.55%18.62%0.51%0.34%13.12%5.19%0.37%0.31%

Drawdowns

TISBX vs. ASQIX - Drawdown Comparison

The maximum TISBX drawdown since its inception was -56.50%, smaller than the maximum ASQIX drawdown of -63.58%. Use the drawdown chart below to compare losses from any high point for TISBX and ASQIX.


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Drawdown Indicators


TISBXASQIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.50%

-63.58%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-12.69%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-31.29%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

-45.59%

+3.90%

Current Drawdown

Current decline from peak

-10.95%

-8.94%

-2.01%

Average Drawdown

Average peak-to-trough decline

-9.74%

-11.75%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.40%

+0.43%

Volatility

TISBX vs. ASQIX - Volatility Comparison

TIAA-CREF Small-Cap Blend Index Fund (TISBX) and American Century Small Company Fund (ASQIX) have volatilities of 6.56% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TISBXASQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

6.46%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.13%

13.32%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

23.17%

21.80%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

21.38%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

22.46%

+0.91%