PortfoliosLab logoPortfoliosLab logo
TISBX vs. TSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISBX vs. TSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Small-Cap Blend Index Fund (TISBX) and TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TISBX vs. TSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSBIX
TIAA-CREF Core Impact Bond Fund Institutional Class
-0.18%8.69%3.32%6.05%-14.43%-1.03%7.43%8.94%0.08%4.52%

Returns By Period

In the year-to-date period, TISBX achieves a 0.89% return, which is significantly higher than TSBIX's -0.18% return. Over the past 10 years, TISBX has outperformed TSBIX with an annualized return of 9.78%, while TSBIX has yielded a comparatively lower 2.17% 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%

TSBIX

1D
0.22%
1M
-1.74%
YTD
-0.18%
6M
1.06%
1Y
4.54%
3Y*
4.80%
5Y*
0.67%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. TSBIX - Expense Ratio Comparison

TISBX has a 0.05% expense ratio, which is lower than TSBIX's 0.35% expense ratio.


Return for Risk

TISBX vs. TSBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TISBX
TISBX Risk / Return Rank: 5959
Overall Rank
TISBX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4848
Omega Ratio Rank
TISBX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TISBX Martin Ratio Rank: 6161
Martin Ratio Rank

TSBIX
TSBIX Risk / Return Rank: 6262
Overall Rank
TSBIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TSBIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TSBIX Omega Ratio Rank: 4545
Omega Ratio Rank
TSBIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
TSBIX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TISBX vs. TSBIX - 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 Core Impact Bond Fund Institutional Class (TSBIX). 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.


TISBXTSBIXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.15

-0.05

Sortino ratio

Return per unit of downside risk

1.65

1.64

+0.01

Omega ratio

Gain probability vs. loss probability

1.21

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.61

2.12

-0.51

Martin ratio

Return relative to average drawdown

6.05

6.29

-0.24

TISBX vs. TSBIX - Sharpe Ratio Comparison

The current TISBX Sharpe Ratio is 1.11, which is comparable to the TSBIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TISBX and TSBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TISBXTSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.15

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.12

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.56

-0.19

Correlation

The correlation between TISBX and TSBIX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TISBX vs. TSBIX - Dividend Comparison

TISBX's dividend yield for the trailing twelve months is around 4.09%, less than TSBIX's 4.34% yield.


TTM20252024202320222021202020192018201720162015
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%
TSBIX
TIAA-CREF Core Impact Bond Fund Institutional Class
4.34%5.38%5.10%3.77%2.31%1.69%4.56%3.68%2.63%2.45%3.19%2.89%

Drawdowns

TISBX vs. TSBIX - Drawdown Comparison

The maximum TISBX drawdown since its inception was -56.50%, which is greater than TSBIX's maximum drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for TISBX and TSBIX.


Loading graphics...

Drawdown Indicators


TISBXTSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.50%

-19.21%

-37.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-2.82%

-11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-19.21%

-12.68%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

-19.21%

-22.48%

Current Drawdown

Current decline from peak

-7.88%

-2.17%

-5.71%

Average Drawdown

Average peak-to-trough decline

-9.74%

-3.58%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

0.95%

+2.75%

Volatility

TISBX vs. TSBIX - Volatility Comparison

TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.49% compared to TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) at 1.50%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than TSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TISBXTSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

1.50%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

2.52%

+11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

4.32%

+19.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

5.80%

+16.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

4.83%

+18.56%