TISBX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Performance
TISBX vs. TCIEX - Performance Comparison
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TISBX vs. TCIEX - 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% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 1.04% | 31.55% | 3.69% | 18.21% | -14.19% | 11.30% | 8.13% | 21.82% | -13.27% | 25.34% |
Returns By Period
In the year-to-date period, TISBX achieves a 0.89% return, which is significantly lower than TCIEX's 1.04% return. Over the past 10 years, TISBX has outperformed TCIEX with an annualized return of 9.78%, while TCIEX has yielded a comparatively lower 8.90% 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%
TCIEX
- 1D
- 3.00%
- 1M
- -6.29%
- YTD
- 1.04%
- 6M
- 4.81%
- 1Y
- 22.86%
- 3Y*
- 14.48%
- 5Y*
- 8.26%
- 10Y*
- 8.90%
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TISBX vs. TCIEX - Expense Ratio Comparison
Both TISBX and TCIEX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
TISBX vs. TCIEX — Risk / Return Rank
TISBX
TCIEX
TISBX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). 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 | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.36 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.87 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.83 | -0.22 |
Martin ratioReturn relative to average drawdown | 6.05 | 6.94 | -0.88 |
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 | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.36 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.52 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.03 |
Correlation
The correlation between TISBX and TCIEX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TISBX vs. TCIEX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 4.09%, more than TCIEX's 3.85% 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% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.85% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
Drawdowns
TISBX vs. TCIEX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -56.50%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TISBX and TCIEX.
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Drawdown Indicators
| TISBX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.50% | -59.27% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -11.35% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.89% | -29.25% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -33.58% | -8.11% |
Current DrawdownCurrent decline from peak | -7.88% | -8.19% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -10.64% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.00% | +0.70% |
Volatility
TISBX vs. TCIEX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) have volatilities of 7.49% and 7.73%, 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
| TISBX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.73% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 11.19% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 17.19% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 15.94% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 16.58% | +6.81% |