TISCX vs. VTHR
Compare and contrast key facts about TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Russell 3000 ETF (VTHR).
TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999. VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISCX or VTHR.
Key characteristics
| TISCX | VTHR | |
|---|---|---|
| YTD Return | 24.00% | 26.26% |
| 1Y Return | 38.78% | 40.42% |
| 3Y Return (Ann) | 7.79% | 8.85% |
| 5Y Return (Ann) | 14.91% | 15.37% |
| 10Y Return (Ann) | 12.32% | 12.84% |
| Sharpe Ratio | 2.47 | 3.09 |
| Sortino Ratio | 3.24 | 4.12 |
| Omega Ratio | 1.51 | 1.57 |
| Calmar Ratio | 3.60 | 4.36 |
| Martin Ratio | 17.05 | 20.39 |
| Ulcer Index | 2.20% | 1.93% |
| Daily Std Dev | 15.22% | 12.73% |
| Max Drawdown | -54.64% | -34.61% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISCX and VTHR is 0.93, 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. VTHR - Performance Comparison
In the year-to-date period, TISCX achieves a 24.00% return, which is significantly lower than VTHR's 26.26% return. Both investments have delivered pretty close results over the past 10 years, with TISCX having a 12.32% annualized return and VTHR not far ahead at 12.84%. 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. VTHR - Expense Ratio Comparison
TISCX has a 0.17% expense ratio, which is higher than VTHR's 0.10% 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. VTHR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Russell 3000 ETF (VTHR). 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. VTHR - Dividend Comparison
TISCX's dividend yield for the trailing twelve months is around 1.28%, more than VTHR's 1.18% 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% |
VTHR Vanguard Russell 3000 ETF | 1.18% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
Drawdowns
TISCX vs. VTHR - Drawdown Comparison
The maximum TISCX drawdown since its inception was -54.64%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for TISCX and VTHR. For additional features, visit the drawdowns tool.
Volatility
TISCX vs. VTHR - Volatility Comparison
TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Russell 3000 ETF (VTHR) have volatilities of 4.15% and 4.11%, 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.