TISBX vs. VTMSX
Compare and contrast key facts about TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX).
TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002. VTMSX is managed by Blackrock. It was launched on Mar 25, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISBX or VTMSX.
Key characteristics
| TISBX | VTMSX | |
|---|---|---|
| YTD Return | 19.73% | 16.08% |
| 1Y Return | 44.34% | 39.07% |
| 3Y Return (Ann) | 1.17% | 2.77% |
| 5Y Return (Ann) | 10.05% | 10.55% |
| 10Y Return (Ann) | 8.96% | 9.89% |
| Sharpe Ratio | 1.92 | 1.80 |
| Sortino Ratio | 2.67 | 2.68 |
| Omega Ratio | 1.34 | 1.32 |
| Calmar Ratio | 1.47 | 1.68 |
| Martin Ratio | 11.36 | 10.70 |
| Ulcer Index | 3.71% | 3.48% |
| Daily Std Dev | 21.93% | 20.67% |
| Max Drawdown | -58.62% | -57.84% |
| Current Drawdown | 0.00% | -0.16% |
Correlation
The correlation between TISBX and VTMSX 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.
Performance
TISBX vs. VTMSX - Performance Comparison
In the year-to-date period, TISBX achieves a 19.73% return, which is significantly higher than VTMSX's 16.08% return. Over the past 10 years, TISBX has underperformed VTMSX with an annualized return of 8.96%, while VTMSX has yielded a comparatively higher 9.89% 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. VTMSX - Expense Ratio Comparison
TISBX has a 0.05% expense ratio, which is lower than VTMSX's 0.09% expense ratio. Despite the difference, 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. VTMSX - 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 Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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. VTMSX - Dividend Comparison
TISBX's dividend yield for the trailing twelve months is around 1.47%, more than VTMSX's 1.45% 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% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.45% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
Drawdowns
TISBX vs. VTMSX - Drawdown Comparison
The maximum TISBX drawdown since its inception was -58.62%, roughly equal to the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for TISBX and VTMSX. For additional features, visit the drawdowns tool.
Volatility
TISBX vs. VTMSX - Volatility Comparison
TIAA-CREF Small-Cap Blend Index Fund (TISBX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) have volatilities of 7.21% and 7.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.