TISPX vs. DURPX

Last updated Jun 23, 2026

TISPX (TIAA-CREF S&P 500 Index Fund) and DURPX (DFA US High Relative Profitability Portfolio) are both Large Cap Blend Equities funds. Over the past 5 years, TISPX returned 14.06%/yr vs 13.00%/yr for DURPX. With a 0.95 correlation, they move nearly in lockstep. TISPX charges 0.05%/yr vs 0.23%/yr for DURPX.

Performance

TISPX vs. DURPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TISPX achieves a 10.18% return, which is significantly higher than DURPX's 8.98% return.

TISPX

• 1D: 1.09%
• 1M: 0.47%
• YTD: 10.18%
• 6M: 9.67%
• 1Y: 27.10%
• 3Y*: 20.92%
• 5Y*: 14.06%
• 10Y*: 15.32%

DURPX

• 1D: 1.02%
• 1M: 1.85%
• YTD: 8.98%
• 6M: 8.14%
• 1Y: 20.99%
• 3Y*: 17.61%
• 5Y*: 13.00%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TISPX vs. DURPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TISPX TIAA-CREF S&P 500 Index Fund	10.18%	17.79%	24.94%	26.22%	-18.13%	28.66%	18.34%	31.44%	-4.52%	10.63%
DURPX DFA US High Relative Profitability Portfolio	8.98%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-5.11%	17.77%

Correlation

The correlation between TISPX and DURPX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since May 16, 2017	0.95

The correlation between TISPX and DURPX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Return for Risk

TISPX vs. DURPX — Risk / Return Rank

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

TISPX

TISPX Risk / Return Rank: 66
TISPX Sharpe Ratio Rank: 64
TISPX Sortino Ratio Rank: 58
TISPX Omega Ratio Rank: 60
TISPX Calmar Ratio Rank: 68
TISPX Martin Ratio Rank: 79

DURPX

DURPX Risk / Return Rank: 45
DURPX Sharpe Ratio Rank: 43
DURPX Sortino Ratio Rank: 43
DURPX Omega Ratio Rank: 41
DURPX Calmar Ratio Rank: 44
DURPX Martin Ratio Rank: 53

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.

TISPX vs. DURPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and DFA US High Relative Profitability Portfolio (DURPX). 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.

	TISPX	DURPX	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.79	+0.38
Sortino ratio: Return per unit of downside risk	2.93	2.53	+0.40
Omega ratio: Gain probability vs. loss probability	1.39	1.32	+0.07
Calmar ratio: Return relative to maximum drawdown	3.04	2.42	+0.62
Martin ratio: Return relative to average drawdown	13.72	10.18	+3.55

TISPX vs. DURPX - Sharpe Ratio Comparison

The current TISPX Sharpe Ratio is 2.17, which is comparable to the DURPX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of TISPX and DURPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TISPX vs. DURPX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for TISPX and DURPX.

Drawdown Indicators

	TISPX	DURPX	Difference
Max Drawdown Largest peak-to-trough decline	-55.16%	-31.02%	-24.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-8.67%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-18.74%	-18.38%	-0.36%
Max Drawdown (5Y) Largest decline over 5 years	-24.48%	-21.90%	-2.58%
Max Drawdown (10Y) Largest decline over 10 years	-33.75%	—	—
Current Drawdown Current decline from peak	-1.35%	-0.80%	-0.55%
Average Drawdown Average peak-to-trough decline	-6.71%	-4.05%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.06%	-0.10%

Volatility

TISPX vs. DURPX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 4.76% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TISPX	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	4.54%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	9.47%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.49%	11.76%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.99%	15.96%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.11%	17.59%	+0.52%

TISPX vs. DURPX - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is lower than DURPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

TISPX vs. DURPX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 2.13%, more than DURPX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%	0.00%	0.00%
TISPX TIAA-CREF S&P 500 Index Fund	2.13%	2.35%	1.52%	1.48%	1.91%	1.77%	1.53%	2.16%	2.94%	0.36%	2.39%	0.65%

Frequently Asked Questions

Can I hold both TISPX and DURPX in my portfolio?

With a correlation of 0.92, TISPX and DURPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TISPX or DURPX?

TISPX has higher volatility (4.76%) compared to DURPX (4.54%). In terms of maximum drawdown, TISPX dropped -55.16% vs DURPX's -31.02%.

Which has better risk-adjusted returns?

TISPX currently has the higher Sharpe Ratio (2.17 vs 1.79), 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.