TISBX vs. QQQ
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Invesco QQQ ETF (QQQ).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
TISBX vs. QQQ - Performance Comparison
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TISBX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 0.89% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -10.99% | 13.14% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, TISBX achieves a 0.89% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, TISBX has underperformed QQQ with an annualized return of 9.78%, while QQQ has yielded a comparatively higher 18.99% annualized return.
TISBX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.89%
- 6M
- 2.81%
- 1Y
- 25.58%
- 3Y*
- 13.07%
- 5Y*
- 3.52%
- 10Y*
- 9.78%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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TISBX vs. QQQ - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is lower than QQQ's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TISBX vs. QQQ — Risk / Return Rank
TISBX
QQQ
TISBX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Invesco QQQ ETF (QQQ). 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.
| TISBX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.07 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.66 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.00 | -0.39 |
Martin ratioReturn relative to average drawdown | 6.05 | 7.32 | -1.27 |
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
| TISBX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.07 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.59 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.86 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.38 | -0.01 |
Correlation
The correlation between TISBX and QQQ is 0.77, 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. QQQ - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 4.09%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 4.09% | 4.12% | 6.82% | 3.09% | 1.97% | 8.96% | 2.65% | 5.16% | 9.29% | 4.49% | 4.03% | 4.77% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
TISBX vs. QQQ - Drawdown Comparison
The maximum TISBX drawdown since its inception was -56.50%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TISBX and QQQ.
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Drawdown Indicators
| TISBX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.50% | -82.97% | +26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -12.62% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -31.89% | -35.12% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -35.12% | -6.57% |
Current DrawdownCurrent decline from peak | -7.88% | -7.86% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -32.99% | +23.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.44% | +0.26% |
Volatility
TISBX vs. QQQ - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.49% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISBX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 6.61% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 12.82% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 22.70% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 22.38% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 22.25% | +1.14% |