TISBX vs. VSMAX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
TISBX vs. VSMAX - Performance Comparison
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TISBX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, TISBX achieves a 0.89% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, TISBX has underperformed VSMAX with an annualized return of 9.78%, while VSMAX has yielded a comparatively higher 10.49% 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%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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TISBX vs. VSMAX - Expense Ratio Comparison
Both TISBX and VSMAX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
TISBX vs. VSMAX — Risk / Return Rank
TISBX
VSMAX
TISBX vs. VSMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
| TISBX | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.91 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.40 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.38 | +0.23 |
Martin ratioReturn relative to average drawdown | 6.05 | 5.95 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TISBX | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.91 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.26 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.49 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.37 | -0.01 |
Correlation
The correlation between TISBX and VSMAX is 0.98, 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.
Dividends
TISBX vs. VSMAX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 4.09%, more than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
TISBX vs. VSMAX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -56.50%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for TISBX and VSMAX.
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Drawdown Indicators
| TISBX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.50% | -59.68% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -14.30% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -31.89% | -28.14% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -41.82% | +0.13% |
Current DrawdownCurrent decline from peak | -7.88% | -6.11% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -9.75% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.32% | +0.38% |
Volatility
TISBX vs. VSMAX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a higher volatility of 7.49% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 6.82%. This indicates that TISBX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISBX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 6.82% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 12.61% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 21.80% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 20.74% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 21.54% | +1.85% |