TISBX vs. VEXRX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Explorer Fund Admiral Shares (VEXRX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. VEXRX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISBX or VEXRX.
Key characteristics
| TISBX | VEXRX | |
|---|---|---|
| YTD Return | 21.49% | 18.02% |
| 1Y Return | 44.82% | 37.99% |
| 3Y Return (Ann) | 1.88% | -5.42% |
| 5Y Return (Ann) | 10.53% | 5.05% |
| 10Y Return (Ann) | 9.18% | 2.59% |
| Sharpe Ratio | 2.12 | 2.36 |
| Sortino Ratio | 2.90 | 3.29 |
| Omega Ratio | 1.37 | 1.41 |
| Calmar Ratio | 1.66 | 1.02 |
| Martin Ratio | 12.54 | 13.87 |
| Ulcer Index | 3.71% | 2.87% |
| Daily Std Dev | 21.93% | 16.87% |
| Max Drawdown | -58.62% | -61.00% |
| Current Drawdown | 0.00% | -15.73% |
Correlation
The correlation between TISBX and VEXRX is 0.96, 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. VEXRX - Performance Comparison
In the year-to-date period, TISBX achieves a 21.49% return, which is significantly higher than VEXRX's 18.02% return. Over the past 10 years, TISBX has outperformed VEXRX with an annualized return of 9.18%, while VEXRX has yielded a comparatively lower 2.59% 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. VEXRX - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is lower than VEXRX's 0.29% expense ratio.
Risk-Adjusted Performance
TISBX vs. VEXRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Explorer Fund Admiral Shares (VEXRX). 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. VEXRX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.45%, more than VEXRX's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISBX TIAA-CREF Small-Cap Blend Index Fund | 1.45% | 1.76% | 1.61% | 1.25% | 1.06% | 1.38% | 1.60% | 1.48% | 1.59% | 1.79% | 1.65% | 1.40% |
VEXRX Vanguard Explorer Fund Admiral Shares | 0.53% | 0.62% | 0.51% | 0.36% | 0.23% | 0.39% | 0.51% | 0.50% | 0.50% | 0.51% | 0.37% | 0.22% |
Drawdowns
TISBX vs. VEXRX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, roughly equal to the maximum VEXRX drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for TISBX and VEXRX. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. VEXRX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.07% compared to Vanguard Explorer Fund Admiral Shares (VEXRX) at 5.07%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.