TISCX vs. VIIIX
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or VIIIX.
Performance
TISCX vs. VIIIX - Performance Comparison
Returns By Period
In the year-to-date period, TISCX achieves a 24.19% return, which is significantly lower than VIIIX's 25.89% return. Both investments have delivered pretty close results over the past 10 years, with TISCX having a 12.19% annualized return and VIIIX not far behind at 12.04%.
TISCX
24.19%
3.70%
13.89%
31.96%
14.79%
12.19%
VIIIX
25.89%
1.79%
13.67%
30.47%
13.55%
12.04%
Key characteristics
| TISCX | VIIIX | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.52 |
| Sortino Ratio | 2.86 | 3.38 |
| Omega Ratio | 1.44 | 1.46 |
| Calmar Ratio | 3.84 | 3.67 |
| Martin Ratio | 14.73 | 16.20 |
| Ulcer Index | 2.21% | 1.91% |
| Daily Std Dev | 15.07% | 12.30% |
| Max Drawdown | -54.64% | -55.18% |
| Current Drawdown | -0.34% | -0.81% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
TISCX vs. VIIIX - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 1.28%, more than VIIIX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISCX TIAA-CREF Social Choice Equity Fund | 1.28% | 1.58% | 1.62% | 1.16% | 1.23% | 1.57% | 1.86% | 1.61% | 2.38% | 1.93% | 1.42% | 1.40% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.26% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
Drawdowns
TISCX vs. VIIIX - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, 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.
Volatility
TISCX vs. VIIIX - Volatility Comparison
TIAA-CREF Social Choice Equity Fund (TISCX) has a higher volatility of 4.19% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 3.96%. This indicates that TISCX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.