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TISCX vs. VTMNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISCX and VTMNX is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

TISCX vs. VTMNX - Performance Comparison

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

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
301.47%
301.09%
TISCX
VTMNX

Key characteristics

Sharpe Ratio

TISCX:

-0.55

VTMNX:

0.31

Sortino Ratio

TISCX:

-0.56

VTMNX:

0.51

Omega Ratio

TISCX:

0.90

VTMNX:

1.06

Calmar Ratio

TISCX:

-0.47

VTMNX:

0.42

Martin Ratio

TISCX:

-1.08

VTMNX:

0.99

Ulcer Index

TISCX:

9.93%

VTMNX:

4.22%

Daily Std Dev

TISCX:

19.32%

VTMNX:

13.54%

Max Drawdown

TISCX:

-55.12%

VTMNX:

-60.58%

Current Drawdown

TISCX:

-23.01%

VTMNX:

-5.02%

Returns By Period

In the year-to-date period, TISCX achieves a -6.09% return, which is significantly lower than VTMNX's 5.23% return. Both investments have delivered pretty close results over the past 10 years, with TISCX having a 5.44% annualized return and VTMNX not far behind at 5.19%.


TISCX

YTD

-6.09%

1M

-5.37%

6M

-17.27%

1Y

-10.71%

5Y*

10.81%

10Y*

5.44%

VTMNX

YTD

5.23%

1M

-2.03%

6M

-1.64%

1Y

3.59%

5Y*

12.84%

10Y*

5.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TISCX vs. VTMNX - Expense Ratio Comparison

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


TISCX
TIAA-CREF Social Choice Equity Fund
Expense ratio chart for TISCX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TISCX: 0.17%
Expense ratio chart for VTMNX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTMNX: 0.05%

Risk-Adjusted Performance

TISCX vs. VTMNX — Risk-Adjusted Performance Rank

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

TISCX
The Risk-Adjusted Performance Rank of TISCX is 55
Overall Rank
The Sharpe Ratio Rank of TISCX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TISCX is 66
Sortino Ratio Rank
The Omega Ratio Rank of TISCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of TISCX is 33
Calmar Ratio Rank
The Martin Ratio Rank of TISCX is 88
Martin Ratio Rank

VTMNX
The Risk-Adjusted Performance Rank of VTMNX is 4747
Overall Rank
The Sharpe Ratio Rank of VTMNX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMNX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VTMNX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VTMNX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTMNX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TISCX vs. VTMNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX). 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.


Sharpe ratio
The chart of Sharpe ratio for TISCX, currently valued at -0.55, compared to the broader market-1.000.001.002.003.004.00
TISCX: -0.55
VTMNX: 0.31
The chart of Sortino ratio for TISCX, currently valued at -0.56, compared to the broader market-2.000.002.004.006.008.0010.00
TISCX: -0.56
VTMNX: 0.51
The chart of Omega ratio for TISCX, currently valued at 0.90, compared to the broader market1.002.003.00
TISCX: 0.90
VTMNX: 1.06
The chart of Calmar ratio for TISCX, currently valued at -0.47, compared to the broader market0.005.0010.0015.0020.00
TISCX: -0.47
VTMNX: 0.42
The chart of Martin ratio for TISCX, currently valued at -1.08, compared to the broader market0.0020.0040.0060.00
TISCX: -1.08
VTMNX: 0.99

The current TISCX Sharpe Ratio is -0.55, which is lower than the VTMNX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of TISCX and VTMNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.55
0.31
TISCX
VTMNX

Dividends

TISCX vs. VTMNX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 1.54%, less than VTMNX's 3.12% yield.


TTM20242023202220212020201920182017201620152014
TISCX
TIAA-CREF Social Choice Equity Fund
1.54%1.44%1.58%1.62%1.16%1.23%1.57%1.86%1.61%2.38%1.93%1.42%
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
3.12%3.36%3.15%2.91%3.15%2.04%3.05%3.34%2.77%3.06%2.92%3.71%

Drawdowns

TISCX vs. VTMNX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -55.12%, smaller than the maximum VTMNX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for TISCX and VTMNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.01%
-5.02%
TISCX
VTMNX

Volatility

TISCX vs. VTMNX - Volatility Comparison

TIAA-CREF Social Choice Equity Fund (TISCX) has a higher volatility of 6.73% compared to Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) at 4.69%. This indicates that TISCX's price experiences larger fluctuations and is considered to be riskier than VTMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
6.73%
4.69%
TISCX
VTMNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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