TISCX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and S&P 500 Index (^GSPC).

TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.

Performance

TISCX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Social Choice Equity Fund (TISCX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TISCX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TISCX TIAA-CREF Social Choice Equity Fund	-5.91%	16.51%	18.23%	22.53%	-17.80%	26.54%	20.34%	31.55%	-5.74%	19.01%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TISCX achieves a -5.91% return, which is significantly lower than ^GSPC's -4.63% return. Both investments have delivered pretty close results over the past 10 years, with TISCX having a 12.53% annualized return and ^GSPC not far behind at 12.16%.

TISCX

• 1D: -0.30%
• 1M: -7.34%
• YTD: -5.91%
• 6M: -4.09%
• 1Y: 13.20%
• 3Y*: 14.50%
• 5Y*: 9.03%
• 10Y*: 12.53%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TISCX vs. ^GSPC — Risk / Return Rank

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

TISCX

TISCX Risk / Return Rank: 40
TISCX Sharpe Ratio Rank: 37
TISCX Sortino Ratio Rank: 40
TISCX Omega Ratio Rank: 38
TISCX Calmar Ratio Rank: 40
TISCX Martin Ratio Rank: 46

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TISCX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and S&P 500 Index (^GSPC). 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.

	TISCX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.90	-0.11
Sortino ratio Return per unit of downside risk	1.22	1.39	-0.16
Omega ratio Gain probability vs. loss probability	1.17	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.03	1.40	-0.37
Martin ratio Return relative to average drawdown	4.59	6.61	-2.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TISCX vs. ^GSPC - Sharpe Ratio Comparison

The current TISCX Sharpe Ratio is 0.78, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TISCX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TISCX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.90	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.61	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.68	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.46	-0.07

Correlation

The correlation between TISCX and ^GSPC 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.

Drawdowns

TISCX vs. ^GSPC - Drawdown Comparison

The maximum TISCX drawdown since its inception was -54.65%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TISCX and ^GSPC.

Drawdown Indicators

	TISCX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-54.65%	-56.78%	+2.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.07%	-12.14%	+1.07%
Max Drawdown (5Y) Largest decline over 5 years	-28.29%	-25.43%	-2.86%
Max Drawdown (10Y) Largest decline over 10 years	-34.89%	-33.92%	-0.97%
Current Drawdown Current decline from peak	-9.71%	-6.45%	-3.26%
Average Drawdown Average peak-to-trough decline	-10.15%	-10.75%	+0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.57%	-0.07%

Volatility

TISCX vs. ^GSPC - Volatility Comparison

The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 4.32%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that TISCX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TISCX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	5.34%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	9.54%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	18.33%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.28%	16.91%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	18.05%	+1.30%