TISCX vs. VIMSX
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Mid Cap Index Fund (VIMSX).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999. VIMSX is managed by Vanguard. It was launched on May 21, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or VIMSX.
Performance
TISCX vs. VIMSX - Performance Comparison
Returns By Period
In the year-to-date period, TISCX achieves a 24.19% return, which is significantly higher than VIMSX's 21.25% return. Over the past 10 years, TISCX has outperformed VIMSX with an annualized return of 12.19%, while VIMSX has yielded a comparatively lower 10.01% annualized return.
TISCX
24.19%
3.70%
13.89%
31.96%
14.79%
12.19%
VIMSX
21.25%
4.64%
14.95%
31.44%
11.64%
10.01%
Key characteristics
| TISCX | VIMSX | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.59 |
| Sortino Ratio | 2.86 | 3.55 |
| Omega Ratio | 1.44 | 1.45 |
| Calmar Ratio | 3.84 | 2.13 |
| Martin Ratio | 14.73 | 15.58 |
| Ulcer Index | 2.21% | 2.06% |
| Daily Std Dev | 15.07% | 12.37% |
| Max Drawdown | -54.64% | -58.96% |
| Current Drawdown | -0.34% | 0.00% |
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TISCX vs. VIMSX - Expense Ratio Comparison
Both TISCX and VIMSX 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%.
Correlation
The correlation between TISCX and VIMSX is 0.96, 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. VIMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Mid Cap Index Fund (VIMSX). 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. VIMSX - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 1.28%, less than VIMSX's 1.33% 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% |
VIMSX Vanguard Mid Cap Index Fund | 1.33% | 1.40% | 1.46% | 1.00% | 1.34% | 1.37% | 1.68% | 1.24% | 1.34% | 1.33% | 1.14% | 1.03% |
Drawdowns
TISCX vs. VIMSX - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, smaller than the maximum VIMSX drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for TISCX and VIMSX. For additional features, visit the drawdowns tool.
Volatility
TISCX vs. VIMSX - Volatility Comparison
TIAA-CREF Social Choice Equity Fund (TISCX) has a higher volatility of 4.19% compared to Vanguard Mid Cap Index Fund (VIMSX) at 3.94%. This indicates that TISCX's price experiences larger fluctuations and is considered to be riskier than VIMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.