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.
Performance
TISCX vs. NAESX - Performance Comparison
Loading graphics...
TISCX vs. NAESX - 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% |
NAESX Vanguard Small Cap Index Fund | -1.24% | 8.71% | 12.83% | 19.35% | -17.71% | 17.60% | 18.92% | 27.22% | -9.44% | 16.10% |
Returns By Period
In the year-to-date period, TISCX achieves a -5.91% return, which is significantly lower than NAESX's -1.24% return. Over the past 10 years, TISCX has outperformed NAESX with an annualized return of 12.53%, while NAESX has yielded a comparatively lower 10.02% 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%
NAESX
- 1D
- -0.98%
- 1M
- -8.10%
- YTD
- -1.24%
- 6M
- 0.53%
- 1Y
- 15.94%
- 3Y*
- 11.71%
- 5Y*
- 4.89%
- 10Y*
- 10.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
Return for Risk
TISCX vs. NAESX — Risk / Return Rank
TISCX
NAESX
TISCX vs. NAESX - Risk-Adjusted Trends 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.
| TISCX | NAESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.74 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.18 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.96 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.59 | 4.15 | +0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TISCX | NAESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.74 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.24 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.47 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.42 | -0.03 |
Correlation
The correlation between TISCX and NAESX is 0.90, 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.
Dividends
TISCX vs. NAESX - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 8.24%, more than NAESX's 1.25% 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% |
NAESX Vanguard Small Cap Index Fund | 1.25% | 1.22% | 1.19% | 1.43% | 1.41% | 1.12% | 1.05% | 1.27% | 1.53% | 1.24% | 1.39% | 1.35% |
Drawdowns
TISCX vs. NAESX - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.65%, 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.
Loading graphics...
Drawdown Indicators
| TISCX | NAESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.65% | -59.77% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -14.30% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.29% | -28.19% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.89% | -41.82% | +6.93% |
Current DrawdownCurrent decline from peak | -9.71% | -8.98% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -11.86% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.30% | -0.80% |
Volatility
TISCX vs. NAESX - Volatility Comparison
The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 4.32%, while Vanguard Small Cap Index Fund (NAESX) has a volatility of 5.90%. 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.
Loading graphics...
Volatility by Period
| TISCX | NAESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 5.90% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 12.22% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 21.62% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 20.70% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 21.56% | -2.21% |