TISEX vs. AVUV
Compare and contrast key facts about TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Avantis US Small Cap Value ETF (AVUV).
TISEX is managed by TIAA Investments. It was launched on Oct 1, 2002. AVUV is a passively managed fund by Avantis that tracks the performance of the Russell 2000 Value. It was launched on Sep 24, 2019.
Performance
TISEX vs. AVUV - Performance Comparison
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TISEX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | 1.12% | 16.31% | 16.29% | 18.72% | -15.49% | 25.00% | 12.81% | 6.82% |
AVUV Avantis US Small Cap Value ETF | 8.80% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Returns By Period
In the year-to-date period, TISEX achieves a 1.12% return, which is significantly lower than AVUV's 8.80% return.
TISEX
- 1D
- 3.17%
- 1M
- -5.07%
- YTD
- 1.12%
- 6M
- 5.29%
- 1Y
- 28.31%
- 3Y*
- 16.37%
- 5Y*
- 7.74%
- 10Y*
- 11.40%
AVUV
- 1D
- 0.18%
- 1M
- -2.36%
- YTD
- 8.80%
- 6M
- 11.45%
- 1Y
- 28.45%
- 3Y*
- 16.26%
- 5Y*
- 10.42%
- 10Y*
- —
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TISEX vs. AVUV - Expense Ratio Comparison
TISEX has a 0.41% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Return for Risk
TISEX vs. AVUV — Risk / Return Rank
TISEX
AVUV
TISEX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Avantis US Small Cap Value ETF (AVUV). 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.
| TISEX | AVUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.22 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.78 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.88 | +0.01 |
Martin ratioReturn relative to average drawdown | 7.92 | 7.40 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TISEX | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.22 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.46 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.52 | -0.07 |
Correlation
The correlation between TISEX and AVUV is 0.91, 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.
Dividends
TISEX vs. AVUV - Dividend Comparison
TISEX's dividend yield for the trailing twelve months is around 9.01%, more than AVUV's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | 9.01% | 9.11% | 12.26% | 2.08% | 6.47% | 21.14% | 0.63% | 5.41% | 20.46% | 10.29% | 3.48% | 7.75% |
AVUV Avantis US Small Cap Value ETF | 1.40% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TISEX vs. AVUV - Drawdown Comparison
The maximum TISEX drawdown since its inception was -59.91%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for TISEX and AVUV.
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Drawdown Indicators
| TISEX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.91% | -49.42% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -15.43% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -28.79% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -45.76% | — | — |
Current DrawdownCurrent decline from peak | -6.32% | -3.97% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -8.14% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.91% | -0.68% |
Volatility
TISEX vs. AVUV - Volatility Comparison
TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a higher volatility of 7.43% compared to Avantis US Small Cap Value ETF (AVUV) at 5.41%. This indicates that TISEX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISEX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 5.41% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 13.10% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 23.46% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 22.95% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 28.59% | -5.24% |