TISCX vs. VSMPX

Last updated Jun 23, 2026

TISCX (TIAA-CREF Social Choice Equity Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, TISCX returned 14.44%/yr vs 15.08%/yr for VSMPX. With a 0.98 correlation, they move nearly in lockstep. TISCX charges 0.17%/yr vs 0.02%/yr for VSMPX.

Performance

TISCX vs. VSMPX - Performance Comparison

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

Returns By Period

In the year-to-date period, TISCX achieves a 12.97% return, which is significantly higher than VSMPX's 10.73% return. Both investments have delivered pretty close results over the past 10 years, with TISCX having a 14.44% annualized return and VSMPX not far ahead at 15.08%.

TISCX

• 1D: 0.75%
• 1M: 1.61%
• YTD: 12.97%
• 6M: 12.10%
• 1Y: 26.29%
• 3Y*: 19.52%
• 5Y*: 12.10%
• 10Y*: 14.44%

VSMPX

• 1D: 1.14%
• 1M: 0.90%
• YTD: 10.73%
• 6M: 9.94%
• 1Y: 27.59%
• 3Y*: 20.69%
• 5Y*: 12.89%
• 10Y*: 15.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TISCX vs. VSMPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TISCX TIAA-CREF Social Choice Equity Fund	12.97%	16.51%	18.23%	22.53%	-17.80%	26.54%	20.34%	31.55%	-5.74%	19.01%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	10.73%	17.15%	23.26%	26.53%	-19.50%	25.74%	21.01%	30.79%	-5.16%	21.19%

Correlation

The correlation between TISCX and VSMPX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.98

The correlation between TISCX and VSMPX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

Return for Risk

TISCX vs. VSMPX — Risk / Return Rank

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

TISCX

TISCX Risk / Return Rank: 57
TISCX Sharpe Ratio Rank: 53
TISCX Sortino Ratio Rank: 49
TISCX Omega Ratio Rank: 49
TISCX Calmar Ratio Rank: 67
TISCX Martin Ratio Rank: 68

VSMPX

VSMPX Risk / Return Rank: 66
VSMPX Sharpe Ratio Rank: 63
VSMPX Sortino Ratio Rank: 57
VSMPX Omega Ratio Rank: 58
VSMPX Calmar Ratio Rank: 70
VSMPX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TISCX vs. VSMPX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TISCX	VSMPX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.14	-0.15
Sortino ratio: Return per unit of downside risk	2.72	2.90	-0.19
Omega ratio: Gain probability vs. loss probability	1.35	1.38	-0.04
Calmar ratio: Return relative to maximum drawdown	3.01	3.08	-0.07
Martin ratio: Return relative to average drawdown	12.40	13.79	-1.40

TISCX vs. VSMPX - Sharpe Ratio Comparison

The current TISCX Sharpe Ratio is 1.99, which is comparable to the VSMPX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of TISCX and VSMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TISCX vs. VSMPX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -54.65%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for TISCX and VSMPX.

Drawdown Indicators

	TISCX	VSMPX	Difference
Max Drawdown Largest peak-to-trough decline	-54.65%	-34.97%	-19.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.76%	-8.92%	+0.16%
Max Drawdown (3Y) Largest decline over 3 years	-28.29%	-19.36%	-8.93%
Max Drawdown (5Y) Largest decline over 5 years	-28.29%	-25.35%	-2.94%
Max Drawdown (10Y) Largest decline over 10 years	-34.89%	-34.97%	+0.08%
Current Drawdown Current decline from peak	-0.65%	-1.13%	+0.48%
Average Drawdown Average peak-to-trough decline	-10.08%	-4.58%	-5.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	1.99%	+0.13%

Volatility

TISCX vs. VSMPX - Volatility Comparison

TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 4.69% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TISCX	VSMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	4.88%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	10.11%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	13.25%	12.80%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.39%	17.45%	+1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.42%	18.45%	+0.97%

TISCX vs. VSMPX - Expense Ratio Comparison

TISCX has a 0.17% expense ratio, which is higher than VSMPX'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%.

Dividends

TISCX vs. VSMPX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 6.86%, more than VSMPX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TISCX TIAA-CREF Social Choice Equity Fund	6.86%	7.75%	16.74%	5.64%	4.99%	9.46%	1.38%	4.84%	9.85%	2.38%	6.84%	3.51%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	1.03%	1.13%	1.27%	1.43%	1.67%	1.22%	1.43%	1.78%	2.05%	1.73%	1.95%	0.00%

Frequently Asked Questions

Can I hold both TISCX and VSMPX in my portfolio?

With a correlation of 0.95, TISCX and VSMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TISCX or VSMPX?

VSMPX has higher volatility (4.88%) compared to TISCX (4.69%). In terms of maximum drawdown, TISCX dropped -54.65% vs VSMPX's -34.97%.

Which has better risk-adjusted returns?

VSMPX currently has the higher Sharpe Ratio (2.14 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.