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TISBX vs. VMCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISBX and VMCIX is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TISBX vs. VMCIX - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
201.81%
900.13%
TISBX
VMCIX

Key characteristics

Sharpe Ratio

TISBX:

-0.15

VMCIX:

0.50

Sortino Ratio

TISBX:

-0.06

VMCIX:

0.81

Omega Ratio

TISBX:

0.99

VMCIX:

1.11

Calmar Ratio

TISBX:

-0.10

VMCIX:

0.48

Martin Ratio

TISBX:

-0.33

VMCIX:

1.86

Ulcer Index

TISBX:

10.57%

VMCIX:

4.87%

Daily Std Dev

TISBX:

22.96%

VMCIX:

18.22%

Max Drawdown

TISBX:

-63.05%

VMCIX:

-58.86%

Current Drawdown

TISBX:

-26.37%

VMCIX:

-9.91%

Returns By Period

In the year-to-date period, TISBX achieves a -11.83% return, which is significantly lower than VMCIX's -3.31% return. Over the past 10 years, TISBX has underperformed VMCIX with an annualized return of 2.23%, while VMCIX has yielded a comparatively higher 8.67% annualized return.


TISBX

YTD

-11.83%

1M

-6.46%

6M

-15.03%

1Y

-4.89%

5Y*

7.90%

10Y*

2.23%

VMCIX

YTD

-3.31%

1M

-3.62%

6M

-3.73%

1Y

7.73%

5Y*

13.54%

10Y*

8.67%

*Annualized

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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%.


Expense ratio chart for TISBX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TISBX: 0.05%
Expense ratio chart for VMCIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMCIX: 0.04%

Risk-Adjusted Performance

TISBX vs. VMCIX — Risk-Adjusted Performance Rank

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

TISBX
The Risk-Adjusted Performance Rank of TISBX is 1717
Overall Rank
The Sharpe Ratio Rank of TISBX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of TISBX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TISBX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of TISBX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TISBX is 1818
Martin Ratio Rank

VMCIX
The Risk-Adjusted Performance Rank of VMCIX is 5858
Overall Rank
The Sharpe Ratio Rank of VMCIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VMCIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VMCIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VMCIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VMCIX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TISBX, currently valued at -0.15, compared to the broader market-1.000.001.002.003.00
TISBX: -0.15
VMCIX: 0.50
The chart of Sortino ratio for TISBX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.00
TISBX: -0.06
VMCIX: 0.81
The chart of Omega ratio for TISBX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
TISBX: 0.99
VMCIX: 1.11
The chart of Calmar ratio for TISBX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.00
TISBX: -0.10
VMCIX: 0.48
The chart of Martin ratio for TISBX, currently valued at -0.33, compared to the broader market0.0010.0020.0030.0040.00
TISBX: -0.33
VMCIX: 1.86

The current TISBX Sharpe Ratio is -0.15, which is lower than the VMCIX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TISBX and VMCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.15
0.50
TISBX
VMCIX

Dividends

TISBX vs. VMCIX - Dividend Comparison

TISBX's dividend yield for the trailing twelve months is around 2.08%, more than VMCIX's 1.63% yield.


TTM20242023202220212020201920182017201620152014
TISBX
TIAA-CREF Small-Cap Blend Index Fund
2.08%1.83%1.76%1.61%1.25%1.06%1.38%1.60%1.48%1.59%1.79%1.65%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.63%1.49%1.52%1.60%1.12%1.45%1.48%1.83%1.36%1.46%1.48%1.29%

Drawdowns

TISBX vs. VMCIX - Drawdown Comparison

The maximum TISBX drawdown since its inception was -63.05%, which is greater than VMCIX's maximum 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.37%
-9.91%
TISBX
VMCIX

Volatility

TISBX vs. VMCIX - Volatility Comparison

The current volatility for TIAA-CREF Small-Cap Blend Index Fund (TISBX) is 11.25%, while Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) has a volatility of 13.15%. This indicates that TISBX experiences smaller price fluctuations and is considered to be less risky than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.25%
13.15%
TISBX
VMCIX