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TISEX vs. AZBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISEX vs. AZBIX - Performance Comparison

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

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TISEX vs. AZBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISEX
TIAA-CREF Quant Small-Cap Equity Fund
1.12%16.31%16.29%18.72%-15.49%25.00%12.81%23.94%-12.33%14.07%
AZBIX
Virtus Small-Cap Fund
2.47%8.49%19.06%14.09%-18.04%18.92%16.98%24.13%-9.25%21.27%

Returns By Period

In the year-to-date period, TISEX achieves a 1.12% return, which is significantly lower than AZBIX's 2.47% return. Over the past 10 years, TISEX has outperformed AZBIX with an annualized return of 11.40%, while AZBIX has yielded a comparatively lower 10.62% annualized 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%

AZBIX

1D
3.39%
1M
-4.85%
YTD
2.47%
6M
0.78%
1Y
21.35%
3Y*
12.90%
5Y*
5.52%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISEX vs. AZBIX - Expense Ratio Comparison

TISEX has a 0.41% expense ratio, which is lower than AZBIX's 0.89% expense ratio.


Return for Risk

TISEX vs. AZBIX — 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

AZBIX
AZBIX Risk / Return Rank: 5959
Overall Rank
AZBIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AZBIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AZBIX Omega Ratio Rank: 4646
Omega Ratio Rank
AZBIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AZBIX Martin Ratio Rank: 6565
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. AZBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Virtus Small-Cap Fund (AZBIX). 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.


TISEXAZBIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.11

+0.15

Sortino ratio

Return per unit of downside risk

1.81

1.66

+0.16

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.88

1.85

+0.03

Martin ratio

Return relative to average drawdown

7.92

6.82

+1.09

TISEX vs. AZBIX - Sharpe Ratio Comparison

The current TISEX Sharpe Ratio is 1.26, which is comparable to the AZBIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of TISEX and AZBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TISEXAZBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.11

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.27

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.50

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.49

-0.04

Correlation

The correlation between TISEX and AZBIX is 0.97, 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. AZBIX - Dividend Comparison

TISEX's dividend yield for the trailing twelve months is around 9.01%, more than AZBIX's 4.78% 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%
AZBIX
Virtus Small-Cap Fund
4.78%4.90%10.82%2.31%4.78%13.82%0.45%0.38%9.62%13.80%0.03%3.59%

Drawdowns

TISEX vs. AZBIX - Drawdown Comparison

The maximum TISEX drawdown since its inception was -59.91%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for TISEX and AZBIX.


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Drawdown Indicators


TISEXAZBIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.91%

-40.80%

-19.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-11.76%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-29.85%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.76%

-40.80%

-4.96%

Current Drawdown

Current decline from peak

-6.32%

-5.35%

-0.97%

Average Drawdown

Average peak-to-trough decline

-9.42%

-7.80%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.19%

+0.04%

Volatility

TISEX vs. AZBIX - Volatility Comparison

TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Virtus Small-Cap Fund (AZBIX) have volatilities of 7.43% and 7.23%, 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.


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Volatility by Period


TISEXAZBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.23%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

13.00%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

19.97%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

20.54%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

21.31%

+2.04%