TISBX vs. VMCIX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISBX or VMCIX.
Key characteristics
| TISBX | VMCIX | |
|---|---|---|
| YTD Return | 19.73% | 20.22% |
| 1Y Return | 44.34% | 37.52% |
| 3Y Return (Ann) | 1.17% | 3.81% |
| 5Y Return (Ann) | 10.05% | 11.78% |
| 10Y Return (Ann) | 8.96% | 10.26% |
| Sharpe Ratio | 1.92 | 2.88 |
| Sortino Ratio | 2.67 | 3.98 |
| Omega Ratio | 1.34 | 1.51 |
| Calmar Ratio | 1.47 | 1.89 |
| Martin Ratio | 11.36 | 17.87 |
| Ulcer Index | 3.71% | 2.04% |
| Daily Std Dev | 21.93% | 12.65% |
| Max Drawdown | -58.62% | -58.86% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISBX and VMCIX is 0.93, 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. VMCIX - Performance Comparison
The year-to-date returns for both investments are quite close, with TISBX having a 19.73% return and VMCIX slightly higher at 20.22%. Over the past 10 years, TISBX has underperformed VMCIX with an annualized return of 8.96%, while VMCIX has yielded a comparatively higher 10.26% 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. VMCIX - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is higher than VMCIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
TISBX vs. VMCIX - 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 Mid-Cap Index Fund Institutional Shares (VMCIX). 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. VMCIX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.47%, which matches VMCIX's 1.46% 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.46% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% | 1.29% | 1.18% |
Drawdowns
TISBX vs. VMCIX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, roughly equal to the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for TISBX and VMCIX. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. VMCIX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.21% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 3.86%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.