TISCX vs. NAESX
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Small Cap Index Fund (NAESX).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999. NAESX is managed by Vanguard. It was launched on Oct 3, 1960.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or NAESX.
Key characteristics
| TISCX | NAESX | |
|---|---|---|
| YTD Return | 24.62% | 21.18% |
| 1Y Return | 37.28% | 41.62% |
| 3Y Return (Ann) | 8.10% | 4.04% |
| 5Y Return (Ann) | 15.06% | 11.46% |
| 10Y Return (Ann) | 12.40% | 9.84% |
| Sharpe Ratio | 2.60 | 2.45 |
| Sortino Ratio | 3.39 | 3.40 |
| Omega Ratio | 1.54 | 1.42 |
| Calmar Ratio | 4.38 | 2.04 |
| Martin Ratio | 17.93 | 13.97 |
| Ulcer Index | 2.20% | 3.09% |
| Daily Std Dev | 15.15% | 17.63% |
| Max Drawdown | -54.64% | -59.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISCX and NAESX is 0.92, 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. NAESX - Performance Comparison
In the year-to-date period, TISCX achieves a 24.62% return, which is significantly higher than NAESX's 21.18% return. Over the past 10 years, TISCX has outperformed NAESX with an annualized return of 12.40%, while NAESX has yielded a comparatively lower 9.84% 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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TISCX vs. NAESX - Expense Ratio Comparison
Both TISCX and NAESX have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
TISCX vs. NAESX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Small Cap Index Fund (NAESX). 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
TISCX vs. NAESX - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 1.27%, more than NAESX's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISCX TIAA-CREF Social Choice Equity Fund | 1.27% | 1.58% | 1.62% | 1.16% | 1.23% | 1.57% | 1.86% | 1.61% | 2.38% | 1.93% | 1.42% | 1.40% |
NAESX Vanguard Small Cap Index Fund | 1.19% | 1.44% | 1.41% | 1.12% | 1.05% | 1.28% | 1.53% | 1.24% | 1.39% | 1.35% | 1.27% | 1.17% |
Drawdowns
TISCX vs. NAESX - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, smaller than the maximum NAESX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for TISCX and NAESX. For additional features, visit the drawdowns tool.
Volatility
TISCX vs. NAESX - Volatility Comparison
The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 4.13%, while Vanguard Small Cap Index Fund (NAESX) has a volatility of 5.27%. This indicates that TISCX experiences smaller price fluctuations and is considered to be less risky than NAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.