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TISBX vs. RGAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISBX and RGAGX is 0.84, 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.


-0.50.00.51.00.8

Performance

TISBX vs. RGAGX - 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 Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
443.78%
764.50%
TISBX
RGAGX

Key characteristics

Sharpe Ratio

TISBX:

0.35

RGAGX:

1.11

Sortino Ratio

TISBX:

0.63

RGAGX:

1.37

Omega Ratio

TISBX:

1.08

RGAGX:

1.25

Calmar Ratio

TISBX:

0.42

RGAGX:

1.70

Martin Ratio

TISBX:

1.81

RGAGX:

7.94

Ulcer Index

TISBX:

4.32%

RGAGX:

2.68%

Daily Std Dev

TISBX:

22.08%

RGAGX:

19.17%

Max Drawdown

TISBX:

-58.62%

RGAGX:

-36.19%

Current Drawdown

TISBX:

-13.54%

RGAGX:

-11.71%

Returns By Period

In the year-to-date period, TISBX achieves a 5.42% return, which is significantly lower than RGAGX's 19.19% return. Over the past 10 years, TISBX has underperformed RGAGX with an annualized return of 7.33%, while RGAGX has yielded a comparatively higher 13.12% annualized return.


TISBX

YTD

5.42%

1M

-10.70%

6M

5.00%

1Y

5.14%

5Y*

6.25%

10Y*

7.33%

RGAGX

YTD

19.19%

1M

-7.42%

6M

2.21%

1Y

19.64%

5Y*

13.57%

10Y*

13.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TISBX vs. RGAGX - Expense Ratio Comparison

TISBX has a 0.05% expense ratio, which is lower than RGAGX's 0.30% expense ratio.


RGAGX
American Funds The Growth Fund of America Class R-6
Expense ratio chart for RGAGX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for TISBX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

TISBX vs. RGAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and American Funds The Growth Fund of America Class R-6 (RGAGX). 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.


Sharpe ratio
The chart of Sharpe ratio for TISBX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.000.351.11
The chart of Sortino ratio for TISBX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.631.37
The chart of Omega ratio for TISBX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.25
The chart of Calmar ratio for TISBX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.0014.000.421.70
The chart of Martin ratio for TISBX, currently valued at 1.81, compared to the broader market0.0020.0040.0060.001.817.94
TISBX
RGAGX

The current TISBX Sharpe Ratio is 0.35, which is lower than the RGAGX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TISBX and RGAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.35
1.11
TISBX
RGAGX

Dividends

TISBX vs. RGAGX - Dividend Comparison

Neither TISBX nor RGAGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TISBX
TIAA-CREF Small-Cap Blend Index Fund
0.00%1.76%1.61%1.25%1.06%1.38%1.60%1.48%1.59%1.79%1.65%1.40%
RGAGX
American Funds The Growth Fund of America Class R-6
0.00%0.89%0.72%0.40%0.53%1.26%1.09%0.82%0.93%1.00%10.99%7.70%

Drawdowns

TISBX vs. RGAGX - Drawdown Comparison

The maximum TISBX drawdown since its inception was -58.62%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for TISBX and RGAGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.54%
-11.71%
TISBX
RGAGX

Volatility

TISBX vs. RGAGX - Volatility Comparison

The current volatility for TIAA-CREF Small-Cap Blend Index Fund (TISBX) is 8.65%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 13.06%. This indicates that TISBX experiences smaller price fluctuations and is considered to be less risky than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.65%
13.06%
TISBX
RGAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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