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TISEX vs. TIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISEX vs. TIEIX - Performance Comparison

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

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TISEX vs. TIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIEIX
TIAA-CREF Equity Index Fund
-6.70%17.04%23.71%25.92%-19.18%25.64%20.82%30.89%-5.27%19.05%

Returns By Period

In the year-to-date period, TISEX achieves a -1.99% return, which is significantly higher than TIEIX's -6.70% return. Over the past 10 years, TISEX has underperformed TIEIX with an annualized return of 11.05%, while TIEIX has yielded a comparatively higher 13.08% 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%

TIEIX

1D
-0.43%
1M
-7.68%
YTD
-6.70%
6M
-4.49%
1Y
14.63%
3Y*
16.66%
5Y*
10.18%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISEX vs. TIEIX - Expense Ratio Comparison

TISEX has a 0.41% expense ratio, which is higher than TIEIX's 0.05% expense ratio.


Return for Risk

TISEX vs. TIEIX — Risk / Return Rank

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

TISEX
TISEX Risk / Return Rank: 6161
Overall Rank
TISEX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TISEX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TISEX Omega Ratio Rank: 5252
Omega Ratio Rank
TISEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TISEX Martin Ratio Rank: 6666
Martin Ratio Rank

TIEIX
TIEIX Risk / Return Rank: 4444
Overall Rank
TIEIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TIEIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIEIX Omega Ratio Rank: 4848
Omega Ratio Rank
TIEIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIEIX Martin Ratio Rank: 4848
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. TIEIX - Risk-Adjusted Trends Comparison

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


TISEXTIEIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.83

+0.24

Sortino ratio

Return per unit of downside risk

1.57

1.29

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.49

0.98

+0.51

Martin ratio

Return relative to average drawdown

6.32

4.75

+1.56

TISEX vs. TIEIX - Sharpe Ratio Comparison

The current TISEX Sharpe Ratio is 1.07, which is comparable to the TIEIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TISEX and TIEIX, 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


TISEXTIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.83

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.59

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.72

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.41

+0.04

Correlation

The correlation between TISEX and TIEIX is 0.90, 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. TIEIX - Dividend Comparison

TISEX's dividend yield for the trailing twelve months is around 9.30%, more than TIEIX's 2.56% yield.


TTM20252024202320222021202020192018201720162015
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%
TIEIX
TIAA-CREF Equity Index Fund
2.56%2.39%1.63%1.47%1.83%2.08%1.43%1.99%2.45%0.52%2.45%1.27%

Drawdowns

TISEX vs. TIEIX - Drawdown Comparison

The maximum TISEX drawdown since its inception was -59.91%, which is greater than TIEIX's maximum drawdown of -55.55%. Use the drawdown chart below to compare losses from any high point for TISEX and TIEIX.


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Drawdown Indicators


TISEXTIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.91%

-55.55%

-4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-12.37%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-25.06%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-45.76%

-34.90%

-10.86%

Current Drawdown

Current decline from peak

-9.20%

-8.84%

-0.36%

Average Drawdown

Average peak-to-trough decline

-9.42%

-10.36%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.61%

+0.71%

Volatility

TISEX vs. TIEIX - Volatility Comparison

TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a higher volatility of 6.65% compared to TIAA-CREF Equity Index Fund (TIEIX) at 4.38%. This indicates that TISEX's price experiences larger fluctuations and is considered to be riskier than TIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TISEXTIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

4.38%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

9.32%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

18.41%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

17.28%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

18.36%

+4.97%