TISBX vs. TISEX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF Quant Small-Cap Equity Fund (TISEX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. TISEX 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 TISEX.
Key characteristics
| TISBX | TISEX | |
|---|---|---|
| YTD Return | 19.37% | 24.22% |
| 1Y Return | 42.30% | 46.32% |
| 3Y Return (Ann) | 1.28% | 5.81% |
| 5Y Return (Ann) | 10.13% | 12.95% |
| 10Y Return (Ann) | 8.99% | 10.41% |
| Sharpe Ratio | 1.93 | 2.26 |
| Sortino Ratio | 2.68 | 3.18 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.52 | 2.37 |
| Martin Ratio | 11.41 | 14.46 |
| Ulcer Index | 3.71% | 3.22% |
| Daily Std Dev | 21.97% | 20.66% |
| Max Drawdown | -58.62% | -59.91% |
| Current Drawdown | -1.74% | -1.67% |
Correlation
The correlation between TISBX and TISEX is 0.99, 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. TISEX - Performance Comparison
In the year-to-date period, TISBX achieves a 19.37% return, which is significantly lower than TISEX's 24.22% return. Over the past 10 years, TISBX has underperformed TISEX with an annualized return of 8.99%, while TISEX has yielded a comparatively higher 10.41% 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. TISEX - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is lower than TISEX's 0.41% expense ratio.
Risk-Adjusted Performance
TISBX vs. TISEX - 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 Quant Small-Cap Equity Fund (TISEX). 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. TISEX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.48%, more than TISEX's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 1.48% | 1.76% | 1.61% | 1.25% | 1.06% | 1.38% | 1.60% | 1.48% | 1.59% | 1.79% | 1.65% | 1.40% |
TISEX TIAA-CREF Quant Small-Cap Equity Fund | 0.85% | 1.05% | 1.02% | 0.63% | 0.63% | 1.08% | 0.96% | 0.85% | 0.93% | 0.82% | 0.83% | 0.87% |
Drawdowns
TISBX vs. TISEX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, roughly equal to the maximum TISEX drawdown of -59.91%. Use the drawdown chart below to compare losses from any high point for TISBX and TISEX. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. TISEX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF Quant Small-Cap Equity Fund (TISEX) have volatilities of 7.39% and 7.18%, 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.