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TISCX vs. VIIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISCX and VIIIX 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.


-0.50.00.51.0
Correlation: 1.0

Performance

TISCX vs. VIIIX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
309.44%
575.95%
TISCX
VIIIX

Key characteristics

Sharpe Ratio

TISCX:

-0.21

VIIIX:

0.49

Sortino Ratio

TISCX:

-0.13

VIIIX:

0.81

Omega Ratio

TISCX:

0.98

VIIIX:

1.12

Calmar Ratio

TISCX:

-0.16

VIIIX:

0.51

Martin Ratio

TISCX:

-0.39

VIIIX:

2.09

Ulcer Index

TISCX:

11.51%

VIIIX:

4.59%

Daily Std Dev

TISCX:

21.41%

VIIIX:

19.52%

Max Drawdown

TISCX:

-55.12%

VIIIX:

-55.18%

Current Drawdown

TISCX:

-21.48%

VIIIX:

-10.67%

Returns By Period

In the year-to-date period, TISCX achieves a -4.22% return, which is significantly higher than VIIIX's -6.54% return. Over the past 10 years, TISCX has underperformed VIIIX with an annualized return of 5.61%, while VIIIX has yielded a comparatively higher 10.76% annualized return.


TISCX

YTD

-4.22%

1M

-3.56%

6M

-17.03%

1Y

-5.70%

5Y*

8.19%

10Y*

5.61%

VIIIX

YTD

-6.54%

1M

-4.97%

6M

-6.14%

1Y

8.25%

5Y*

13.76%

10Y*

10.76%

*Annualized

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TISCX vs. VIIIX - Expense Ratio Comparison

TISCX has a 0.17% expense ratio, which is higher than VIIIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for TISCX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TISCX: 0.17%
Expense ratio chart for VIIIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIIIX: 0.02%

Risk-Adjusted Performance

TISCX vs. VIIIX — Risk-Adjusted Performance Rank

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

TISCX
The Risk-Adjusted Performance Rank of TISCX is 1414
Overall Rank
The Sharpe Ratio Rank of TISCX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of TISCX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of TISCX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of TISCX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of TISCX is 1616
Martin Ratio Rank

VIIIX
The Risk-Adjusted Performance Rank of VIIIX is 6060
Overall Rank
The Sharpe Ratio Rank of VIIIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VIIIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VIIIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VIIIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VIIIX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TISCX vs. VIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


The chart of Sharpe ratio for TISCX, currently valued at -0.21, compared to the broader market-1.000.001.002.003.00
TISCX: -0.21
VIIIX: 0.49
The chart of Sortino ratio for TISCX, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
TISCX: -0.13
VIIIX: 0.81
The chart of Omega ratio for TISCX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
TISCX: 0.98
VIIIX: 1.12
The chart of Calmar ratio for TISCX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.00
TISCX: -0.16
VIIIX: 0.51
The chart of Martin ratio for TISCX, currently valued at -0.39, compared to the broader market0.0010.0020.0030.0040.0050.00
TISCX: -0.39
VIIIX: 2.09

The current TISCX Sharpe Ratio is -0.21, which is lower than the VIIIX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of TISCX and VIIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.21
0.49
TISCX
VIIIX

Dividends

TISCX vs. VIIIX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 1.51%, more than VIIIX's 1.42% yield.


TTM20242023202220212020201920182017201620152014
TISCX
TIAA-CREF Social Choice Equity Fund
1.51%1.44%1.58%1.62%1.16%1.23%1.57%1.86%1.61%2.38%1.93%1.42%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.42%1.28%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%

Drawdowns

TISCX vs. VIIIX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -55.12%, roughly equal to the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for TISCX and VIIIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.48%
-10.67%
TISCX
VIIIX

Volatility

TISCX vs. VIIIX - Volatility Comparison

The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 10.99%, while Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a volatility of 14.21%. This indicates that TISCX experiences smaller price fluctuations and is considered to be less risky than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.99%
14.21%
TISCX
VIIIX