TISBX vs. TILIX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISBX or TILIX.
Key characteristics
| TISBX | TILIX | |
|---|---|---|
| YTD Return | 19.73% | 32.14% |
| 1Y Return | 44.34% | 45.19% |
| 3Y Return (Ann) | 1.17% | 10.39% |
| 5Y Return (Ann) | 10.05% | 20.13% |
| 10Y Return (Ann) | 8.96% | 16.76% |
| Sharpe Ratio | 1.92 | 2.59 |
| Sortino Ratio | 2.67 | 3.32 |
| Omega Ratio | 1.34 | 1.47 |
| Calmar Ratio | 1.47 | 3.34 |
| Martin Ratio | 11.36 | 13.14 |
| Ulcer Index | 3.71% | 3.34% |
| Daily Std Dev | 21.93% | 16.96% |
| Max Drawdown | -58.62% | -51.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISBX and TILIX is 0.82, 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.
Performance
TISBX vs. TILIX - Performance Comparison
In the year-to-date period, TISBX achieves a 19.73% return, which is significantly lower than TILIX's 32.14% return. Over the past 10 years, TISBX has underperformed TILIX with an annualized return of 8.96%, while TILIX has yielded a comparatively higher 16.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TISBX vs. TILIX - Expense Ratio Comparison
Both TISBX and TILIX 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%.
Risk-Adjusted Performance
TISBX vs. TILIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.
Dividends
TISBX vs. TILIX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.47%, more than TILIX's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 1.47% | 1.76% | 1.61% | 1.25% | 1.06% | 1.38% | 1.60% | 1.48% | 1.59% | 1.79% | 1.65% | 1.40% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 0.57% | 0.76% | 1.10% | 0.87% | 0.71% | 1.09% | 1.43% | 1.22% | 1.33% | 1.49% | 1.39% | 1.37% |
Drawdowns
TISBX vs. TILIX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, which is greater than TILIX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for TISBX and TILIX. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. TILIX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.21% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.09%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.