TISEX vs. VBR
Compare and contrast key facts about TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Vanguard Small-Cap Value ETF (VBR).
TISEX is managed by TIAA Investments. It was launched on Oct 1, 2002. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
TISEX vs. VBR - Performance Comparison
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TISEX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, TISEX achieves a 1.12% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, TISEX has outperformed VBR with an annualized return of 11.40%, while VBR has yielded a comparatively lower 10.14% 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%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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TISEX vs. VBR - Expense Ratio Comparison
TISEX has a 0.41% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
TISEX vs. VBR — Risk / Return Rank
TISEX
VBR
TISEX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small-Cap Equity Fund (TISEX) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.93 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.43 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.37 | +0.51 |
Martin ratioReturn relative to average drawdown | 7.92 | 5.62 | +2.30 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.93 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.39 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.47 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.40 | +0.05 |
Correlation
The correlation between TISEX and VBR is 0.95, 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. VBR - Dividend Comparison
TISEX's dividend yield for the trailing twelve months is around 9.01%, more than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
TISEX vs. VBR - Drawdown Comparison
The maximum TISEX drawdown since its inception was -59.91%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for TISEX and VBR.
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Drawdown Indicators
| TISEX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.91% | -61.98% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -14.18% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -24.19% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -45.76% | -45.28% | -0.48% |
Current DrawdownCurrent decline from peak | -6.32% | -5.75% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -8.32% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.46% | -0.23% |
Volatility
TISEX vs. VBR - Volatility Comparison
TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a higher volatility of 7.43% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that TISEX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISEX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 5.40% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 11.29% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 20.64% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 19.85% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 21.73% | +1.62% |