TISCX vs. VSMAX
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or VSMAX.
Key characteristics
| TISCX | VSMAX | |
|---|---|---|
| YTD Return | 24.00% | 19.89% |
| 1Y Return | 38.78% | 41.69% |
| 3Y Return (Ann) | 7.79% | 3.58% |
| 5Y Return (Ann) | 14.91% | 11.27% |
| 10Y Return (Ann) | 12.32% | 9.81% |
| Sharpe Ratio | 2.47 | 2.26 |
| Sortino Ratio | 3.24 | 3.16 |
| Omega Ratio | 1.51 | 1.39 |
| Calmar Ratio | 3.60 | 1.83 |
| Martin Ratio | 17.05 | 12.94 |
| Ulcer Index | 2.20% | 3.08% |
| Daily Std Dev | 15.22% | 17.62% |
| Max Drawdown | -54.64% | -59.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISCX and VSMAX 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. VSMAX - Performance Comparison
In the year-to-date period, TISCX achieves a 24.00% return, which is significantly higher than VSMAX's 19.89% return. Over the past 10 years, TISCX has outperformed VSMAX with an annualized return of 12.32%, while VSMAX has yielded a comparatively lower 9.81% 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. VSMAX - Expense Ratio Comparison
TISCX has a 0.17% expense ratio, which is higher than VSMAX's 0.05% 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%.
Risk-Adjusted Performance
TISCX vs. VSMAX - 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 Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 1.28%, less than VSMAX's 1.31% 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.31% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
TISCX vs. VSMAX - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for TISCX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
TISCX vs. VSMAX - Volatility Comparison
The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 4.15%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.36%. This indicates that TISCX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.