PortfoliosLab logoPortfoliosLab logo
TISEX vs. AVUV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISEX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TISEX vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

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

TISEX
TISEX Risk / Return Rank: 7070
Overall Rank
TISEX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TISEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TISEX Omega Ratio Rank: 5959
Omega Ratio Rank
TISEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TISEX Martin Ratio Rank: 7777
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 6969
Overall Rank
AVUV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 6969
Sortino Ratio Rank
AVUV Omega Ratio Rank: 6666
Omega Ratio Rank
AVUV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7070
Martin Ratio Rank
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.

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.


TISEXAVUVDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.22

+0.04

Sortino ratio

Return per unit of downside risk

1.81

1.78

+0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.88

1.88

+0.01

Martin ratio

Return relative to average drawdown

7.92

7.40

+0.52

TISEX vs. AVUV - Sharpe Ratio Comparison

The current TISEX Sharpe Ratio is 1.26, which is comparable to the AVUV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TISEX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TISEXAVUVDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


TISEXAVUVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.32%

-3.97%

-2.35%

Average Drawdown

Average peak-to-trough decline

-9.42%

-8.14%

-1.28%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


TISEXAVUVDifference

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%