TISPX vs. FSKAX
Compare and contrast key facts about TIAA-CREF S&P 500 Index Fund (TISPX) and Fidelity Total Market Index Fund (FSKAX).
TISPX is managed by TIAA Investments. It was launched on Oct 1, 2002. FSKAX is managed by Fidelity.
Performance
TISPX vs. FSKAX - Performance Comparison
Loading graphics...
TISPX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | -7.06% | 17.79% | 24.94% | 26.22% | -18.13% | 28.66% | 18.34% | 31.44% | -4.52% | 19.58% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
The year-to-date returns for both investments are quite close, with TISPX having a -7.06% return and FSKAX slightly higher at -6.77%. Both investments have delivered pretty close results over the past 10 years, with TISPX having a 13.49% annualized return and FSKAX not far behind at 13.23%.
TISPX
- 1D
- -0.41%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.64%
- 1Y
- 14.36%
- 3Y*
- 17.11%
- 5Y*
- 11.36%
- 10Y*
- 13.49%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TISPX vs. FSKAX - Expense Ratio Comparison
TISPX has a 0.05% expense ratio, which is higher than FSKAX's 0.02% 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
TISPX vs. FSKAX — Risk / Return Rank
TISPX
FSKAX
TISPX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and Fidelity Total Market Index Fund (FSKAX). 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.
| TISPX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.83 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.29 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.04 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.83 | 5.05 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TISPX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.83 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.72 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.78 | -0.20 |
Correlation
The correlation between TISPX and FSKAX is 0.99, 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
TISPX vs. FSKAX - Dividend Comparison
TISPX's dividend yield for the trailing twelve months is around 2.53%, more than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | 2.53% | 2.35% | 1.52% | 1.48% | 1.91% | 1.77% | 1.53% | 2.16% | 2.94% | 0.36% | 2.39% | 0.65% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
TISPX vs. FSKAX - Drawdown Comparison
The maximum TISPX drawdown since its inception was -55.16%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for TISPX and FSKAX.
Loading graphics...
Drawdown Indicators
| TISPX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.16% | -35.01% | -20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.42% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.48% | -25.39% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -35.01% | +1.26% |
Current DrawdownCurrent decline from peak | -8.90% | -8.92% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -4.05% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.57% | -0.01% |
Volatility
TISPX vs. FSKAX - Volatility Comparison
TIAA-CREF S&P 500 Index Fund (TISPX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.24% and 4.42%, 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.
Loading graphics...
Volatility by Period
| TISPX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.42% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 9.40% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.50% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.38% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.42% | -0.39% |