TISCX vs. GOOG

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Alphabet Inc (GOOG).

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

Performance

TISCX vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Social Choice Equity Fund (TISCX) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

TISCX vs. GOOG - 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%
GOOG Alphabet Inc	-8.52%	65.42%	35.62%	58.83%	-38.67%	65.17%	31.03%	29.10%	-1.03%	35.58%

Returns By Period

In the year-to-date period, TISCX achieves a -5.91% return, which is significantly higher than GOOG's -8.52% return. Over the past 10 years, TISCX has underperformed GOOG with an annualized return of 12.53%, while GOOG has yielded a comparatively higher 22.67% annualized return.

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%

GOOG

• 1D: 5.02%
• 1M: -7.82%
• YTD: -8.52%
• 6M: 17.94%
• 1Y: 84.25%
• 3Y*: 40.63%
• 5Y*: 22.03%
• 10Y*: 22.67%

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

Return for Risk

TISCX vs. GOOG — 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

GOOG

GOOG Risk / Return Rank: 95
GOOG Sharpe Ratio Rank: 96
GOOG Sortino Ratio Rank: 96
GOOG Omega Ratio Rank: 94
GOOG Calmar Ratio Rank: 91
GOOG Martin Ratio Rank: 95

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. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Alphabet Inc (GOOG). 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	GOOG	Difference
Sharpe ratio Return per unit of total volatility	0.78	2.82	-2.03
Sortino ratio Return per unit of downside risk	1.22	3.77	-2.55
Omega ratio Gain probability vs. loss probability	1.17	1.47	-0.29
Calmar ratio Return relative to maximum drawdown	1.03	4.07	-3.04
Martin ratio Return relative to average drawdown	4.59	15.83	-11.24
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. GOOG - Sharpe Ratio Comparison

The current TISCX Sharpe Ratio is 0.78, which is lower than the GOOG Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of TISCX and GOOG, 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	GOOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	2.82	-2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.72	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.79	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.75	-0.37

Correlation

The correlation between TISCX and GOOG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TISCX vs. GOOG - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 8.24%, more than GOOG's 0.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TISCX TIAA-CREF Social Choice Equity Fund	8.24%	7.75%	16.74%	5.64%	4.99%	9.46%	1.38%	4.84%	9.85%	2.38%	6.84%	3.51%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TISCX vs. GOOG - Drawdown Comparison

The maximum TISCX drawdown since its inception was -54.65%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for TISCX and GOOG.

Drawdown Indicators

	TISCX	GOOG	Difference
Max Drawdown Largest peak-to-trough decline	-54.65%	-44.60%	-10.05%
Max Drawdown (1Y) Largest decline over 1 year	-11.07%	-20.75%	+9.68%
Max Drawdown (5Y) Largest decline over 5 years	-28.29%	-44.60%	+16.31%
Max Drawdown (10Y) Largest decline over 10 years	-34.89%	-44.60%	+9.71%
Current Drawdown Current decline from peak	-9.71%	-16.77%	+7.06%
Average Drawdown Average peak-to-trough decline	-10.15%	-8.96%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	5.33%	-2.83%

Volatility

TISCX vs. GOOG - Volatility Comparison

The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 4.32%, while Alphabet Inc (GOOG) has a volatility of 8.69%. This indicates that TISCX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TISCX	GOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	8.69%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	19.30%	-9.39%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	30.09%	-12.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.28%	30.71%	-11.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	28.73%	-9.38%