TISBX vs. VOO
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard S&P 500 ETF (VOO).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISBX or VOO.
Key characteristics
| TISBX | VOO | |
|---|---|---|
| YTD Return | 19.37% | 26.88% |
| 1Y Return | 42.30% | 37.59% |
| 3Y Return (Ann) | 1.28% | 10.23% |
| 5Y Return (Ann) | 10.13% | 15.93% |
| 10Y Return (Ann) | 8.99% | 13.41% |
| Sharpe Ratio | 1.93 | 3.06 |
| Sortino Ratio | 2.68 | 4.08 |
| Omega Ratio | 1.34 | 1.58 |
| Calmar Ratio | 1.52 | 4.43 |
| Martin Ratio | 11.41 | 20.25 |
| Ulcer Index | 3.71% | 1.85% |
| Daily Std Dev | 21.97% | 12.23% |
| Max Drawdown | -58.62% | -33.99% |
| Current Drawdown | -1.74% | -0.30% |
Correlation
The correlation between TISBX and VOO is 0.84, 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. VOO - Performance Comparison
In the year-to-date period, TISBX achieves a 19.37% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, TISBX has underperformed VOO with an annualized return of 8.99%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.48%, more than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TISBX vs. VOO - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TISBX and VOO. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. VOO - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.39% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.