TISIX vs. TSITX
TISIX (TIAA-CREF Short Term Bond Fund) and TSITX (TIAA-CREF Lifestyle Income Fund) are both mutual funds - TISIX is a Short-Term Bond fund managed by TIAA Investments, while TSITX is a Diversified Portfolio fund managed by TIAA Investments. Over the past 10 years, TISIX returned 2.47%/yr vs 4.24%/yr for TSITX. At a 0.37 correlation, their price movements are largely independent. TISIX charges 0.26%/yr vs 0.10%/yr for TSITX.
Performance
TISIX vs. TSITX - Performance Comparison
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Returns By Period
In the year-to-date period, TISIX achieves a 0.70% return, which is significantly lower than TSITX's 1.94% return. Over the past 10 years, TISIX has underperformed TSITX with an annualized return of 2.47%, while TSITX has yielded a comparatively higher 4.24% annualized return.
TISIX
- 1D
- 0.00%
- 1M
- 0.37%
- YTD
- 0.70%
- 6M
- 1.17%
- 1Y
- 4.01%
- 3Y*
- 4.88%
- 5Y*
- 2.54%
- 10Y*
- 2.47%
TSITX
- 1D
- 0.35%
- 1M
- 0.96%
- YTD
- 1.94%
- 6M
- 2.12%
- 1Y
- 7.84%
- 3Y*
- 7.31%
- 5Y*
- 3.15%
- 10Y*
- 4.24%
TISIX vs. TSITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISIX TIAA-CREF Short Term Bond Fund | 0.70% | 5.91% | 4.59% | 5.07% | -3.32% | 0.18% | 3.76% | 4.43% | 1.25% | 1.88% |
TSITX TIAA-CREF Lifestyle Income Fund | 1.94% | 9.19% | 6.23% | 9.24% | -10.72% | 3.04% | 8.79% | 10.93% | -2.04% | 6.36% |
Correlation
The correlation between TISIX and TSITX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2011 | 0.37 |
The correlation between TISIX and TSITX shifts across timeframes, from 0.37 (all time) to 0.57 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TISIX vs. TSITX — Risk / Return Rank
TISIX
TSITX
TISIX vs. TSITX - 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 Lifestyle Income Fund (TSITX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TISIX | TSITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.40 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 1.94 | +1.51 |
| Martin ratioReturn relative to average drawdown | 14.03 | 8.74 | +5.29 |
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Drawdowns
TISIX vs. TSITX - Drawdown Comparison
The maximum TISIX drawdown since its inception was -5.31%, smaller than the maximum TSITX drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for TISIX and TSITX.
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Drawdown Indicators
| TISIX | TSITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.31% | -14.75% | +9.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -4.08% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -1.17% | -4.08% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -5.31% | -14.75% | +9.44% |
Max Drawdown (10Y)Largest decline over 10 years | -5.31% | -14.75% | +9.44% |
Current DrawdownCurrent decline from peak | -0.30% | 0.00% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -0.50% | -1.85% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 0.90% | -0.61% |
Volatility
TISIX vs. TSITX - Volatility Comparison
The current volatility for TIAA-CREF Short Term Bond Fund (TISIX) is 0.67%, while TIAA-CREF Lifestyle Income Fund (TSITX) has a volatility of 1.63%. This indicates that TISIX experiences smaller price fluctuations and is considered to be less risky than TSITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISIX | TSITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 1.63% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 3.49% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 4.05% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.05% | 4.75% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.79% | 4.46% | -2.67% |
TISIX vs. TSITX - Expense Ratio Comparison
TISIX has a 0.26% expense ratio, which is higher than TSITX's 0.10% 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%.
Dividends
TISIX vs. TSITX - Dividend Comparison
TISIX's dividend yield for the trailing twelve months is around 4.35%, more than TSITX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISIX TIAA-CREF Short Term Bond Fund | 4.35% | 4.34% | 3.57% | 3.18% | 2.10% | 1.63% | 2.14% | 2.87% | 2.21% | 1.87% | 1.86% | 1.72% |
TSITX TIAA-CREF Lifestyle Income Fund | 2.77% | 3.66% | 3.83% | 3.29% | 3.82% | 4.97% | 3.75% | 3.56% | 3.68% | 1.93% | 3.02% | 2.24% |
Frequently Asked Questions
TISIX and TSITX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSITX has higher volatility (1.63%) compared to TISIX (0.67%). In terms of maximum drawdown, TISIX dropped -5.31% vs TSITX's -14.75%.
TISIX currently has the higher Sharpe Ratio (2.16 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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