TISCX vs. ^GSPC
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and S&P 500 (^GSPC).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or ^GSPC.
Key characteristics
| TISCX | ^GSPC | |
|---|---|---|
| YTD Return | 24.04% | 25.48% |
| 1Y Return | 36.69% | 33.14% |
| 3Y Return (Ann) | 7.92% | 8.55% |
| 5Y Return (Ann) | 14.93% | 13.96% |
| 10Y Return (Ann) | 12.35% | 11.39% |
| Sharpe Ratio | 2.42 | 2.91 |
| Sortino Ratio | 3.18 | 3.88 |
| Omega Ratio | 1.50 | 1.55 |
| Calmar Ratio | 4.06 | 4.20 |
| Martin Ratio | 16.64 | 18.80 |
| Ulcer Index | 2.20% | 1.90% |
| Daily Std Dev | 15.13% | 12.27% |
| Max Drawdown | -54.64% | -56.78% |
| Current Drawdown | -0.47% | -0.27% |
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.
Performance
TISCX vs. ^GSPC - Performance Comparison
In the year-to-date period, TISCX achieves a 24.04% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, TISCX has outperformed ^GSPC with an annualized return of 12.35%, while ^GSPC has yielded a comparatively lower 11.39% 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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Risk-Adjusted Performance
TISCX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and S&P 500 (^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.
Drawdowns
TISCX vs. ^GSPC - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, 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. For additional features, visit the drawdowns tool.
Volatility
TISCX vs. ^GSPC - Volatility Comparison
TIAA-CREF Social Choice Equity Fund (TISCX) has a higher volatility of 3.95% compared to S&P 500 (^GSPC) at 3.75%. This indicates that TISCX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.