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TISIX vs. TIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISIX vs. TIEIX - Performance Comparison

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

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TISIX vs. TIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISIX
TIAA-CREF Short Term Bond Fund
-0.09%5.91%4.59%5.07%-3.32%0.18%3.76%4.43%1.25%1.88%
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, TISIX achieves a -0.09% return, which is significantly higher than TIEIX's -6.70% return. Over the past 10 years, TISIX has underperformed TIEIX with an annualized return of 2.45%, while TIEIX has yielded a comparatively higher 13.08% annualized return.


TISIX

1D
0.10%
1M
-0.98%
YTD
-0.09%
6M
1.10%
1Y
4.05%
3Y*
4.61%
5Y*
2.43%
10Y*
2.45%

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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TISIX vs. TIEIX - Expense Ratio Comparison

TISIX has a 0.26% expense ratio, which is higher than TIEIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TISIX vs. TIEIX — Risk / Return Rank

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

TISIX
TISIX Risk / Return Rank: 9797
Overall Rank
TISIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TISIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TISIX Omega Ratio Rank: 9696
Omega Ratio Rank
TISIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TISIX Martin Ratio Rank: 9797
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.

TISIX vs. TIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Short Term Bond Fund (TISIX) 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.


TISIXTIEIXDifference

Sharpe ratio

Return per unit of total volatility

2.31

0.83

+1.48

Sortino ratio

Return per unit of downside risk

4.26

1.29

+2.97

Omega ratio

Gain probability vs. loss probability

1.58

1.19

+0.38

Calmar ratio

Return relative to maximum drawdown

3.87

0.98

+2.89

Martin ratio

Return relative to average drawdown

16.04

4.75

+11.29

TISIX vs. TIEIX - Sharpe Ratio Comparison

The current TISIX Sharpe Ratio is 2.31, which is higher than the TIEIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TISIX 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


TISIXTIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.83

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.59

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.40

0.72

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.41

+1.03

Correlation

The correlation between TISIX and TIEIX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TISIX vs. TIEIX - Dividend Comparison

TISIX's dividend yield for the trailing twelve months is around 3.99%, more than TIEIX's 2.56% yield.


TTM20252024202320222021202020192018201720162015
TISIX
TIAA-CREF Short Term Bond Fund
3.99%4.34%3.57%3.18%2.10%1.63%2.14%2.87%2.21%1.87%1.86%1.72%
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

TISIX vs. TIEIX - Drawdown Comparison

The maximum TISIX drawdown since its inception was -5.31%, smaller than the maximum TIEIX drawdown of -55.55%. Use the drawdown chart below to compare losses from any high point for TISIX and TIEIX.


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Drawdown Indicators


TISIXTIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.31%

-55.55%

+50.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-12.37%

+11.20%

Max Drawdown (5Y)

Largest decline over 5 years

-5.31%

-25.06%

+19.75%

Max Drawdown (10Y)

Largest decline over 10 years

-5.31%

-34.90%

+29.59%

Current Drawdown

Current decline from peak

-0.98%

-8.84%

+7.86%

Average Drawdown

Average peak-to-trough decline

-0.50%

-10.36%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.61%

-2.33%

Volatility

TISIX vs. TIEIX - Volatility Comparison

The current volatility for TIAA-CREF Short Term Bond Fund (TISIX) is 0.49%, while TIAA-CREF Equity Index Fund (TIEIX) has a volatility of 4.38%. This indicates that TISIX experiences smaller price fluctuations and is considered to be less risky 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


TISIXTIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

4.38%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

9.32%

-8.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

18.41%

-16.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

17.28%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.76%

18.36%

-16.60%