TISEX vs. DFISX
Compare and contrast key facts about TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and DFA International Small Company Portfolio (DFISX).
TISEX is managed by TIAA Investments. It was launched on Oct 1, 2002. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
TISEX vs. DFISX - Performance Comparison
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TISEX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | -1.99% | 16.31% | 16.29% | 18.72% | -15.49% | 25.00% | 12.81% | 23.94% | -12.33% | 14.07% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
The year-to-date returns for both investments are quite close, with TISEX having a -1.99% return and DFISX slightly higher at -1.97%. Over the past 10 years, TISEX has outperformed DFISX with an annualized return of 11.05%, while DFISX has yielded a comparatively lower 7.66% annualized return.
TISEX
- 1D
- -1.69%
- 1M
- -7.23%
- YTD
- -1.99%
- 6M
- 2.00%
- 1Y
- 24.74%
- 3Y*
- 15.17%
- 5Y*
- 7.44%
- 10Y*
- 11.05%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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TISEX vs. DFISX - Expense Ratio Comparison
TISEX has a 0.41% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
TISEX vs. DFISX — Risk / Return Rank
TISEX
DFISX
TISEX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and DFA International Small Company Portfolio (DFISX). 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 | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.66 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.15 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.04 | -0.56 |
Martin ratioReturn relative to average drawdown | 6.32 | 7.97 | -1.66 |
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 | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.66 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.42 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | 0.00 |
Correlation
The correlation between TISEX and DFISX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TISEX vs. DFISX - Dividend Comparison
TISEX's dividend yield for the trailing twelve months is around 9.30%, more than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISEX TIAA-CREF Quant Small-Cap Equity Fund | 9.30% | 9.11% | 12.26% | 2.08% | 6.47% | 21.14% | 0.63% | 5.41% | 20.46% | 10.29% | 3.48% | 7.75% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
TISEX vs. DFISX - Drawdown Comparison
The maximum TISEX drawdown since its inception was -59.91%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for TISEX and DFISX.
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Drawdown Indicators
| TISEX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.91% | -60.66% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -11.96% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -35.06% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -45.76% | -43.00% | -2.76% |
Current DrawdownCurrent decline from peak | -9.20% | -11.77% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -11.69% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.06% | +0.26% |
Volatility
TISEX vs. DFISX - Volatility Comparison
TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a higher volatility of 6.65% compared to DFA International Small Company Portfolio (DFISX) at 5.90%. This indicates that TISEX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISEX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 5.90% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 10.04% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 15.38% | +7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 15.75% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 16.11% | +7.22% |