PortfoliosLab logoPortfoliosLab logo
TISPX vs. SPFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISPX vs. SPFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and Shelton Capital Management S&P 500 Index Fund (SPFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TISPX vs. SPFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPFIX
Shelton Capital Management S&P 500 Index Fund
-7.11%17.23%42.83%25.48%-18.22%27.99%17.41%41.64%-4.68%21.55%

Returns By Period

The year-to-date returns for both stocks are quite close, with TISPX having a -7.06% return and SPFIX slightly lower at -7.11%. Over the past 10 years, TISPX has underperformed SPFIX with an annualized return of 13.49%, while SPFIX has yielded a comparatively higher 15.75% annualized return.


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%

SPFIX

1D
-0.37%
1M
-7.67%
YTD
-7.11%
6M
-4.66%
1Y
14.10%
3Y*
22.03%
5Y*
14.01%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SPFIX - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is lower than SPFIX's 0.43% expense ratio.


Return for Risk

TISPX vs. SPFIX — Risk / Return Rank

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

TISPX
TISPX Risk / Return Rank: 4444
Overall Rank
TISPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TISPX Omega Ratio Rank: 4949
Omega Ratio Rank
TISPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TISPX Martin Ratio Rank: 5050
Martin Ratio Rank

SPFIX
SPFIX Risk / Return Rank: 4343
Overall Rank
SPFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPFIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPFIX Omega Ratio Rank: 4646
Omega Ratio Rank
SPFIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SPFIX Martin Ratio Rank: 5050
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.

TISPX vs. SPFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and Shelton Capital Management S&P 500 Index Fund (SPFIX). 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.


TISPXSPFIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.81

+0.03

Sortino ratio

Return per unit of downside risk

1.30

1.26

+0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

1.01

-0.02

Martin ratio

Return relative to average drawdown

4.83

4.90

-0.07

TISPX vs. SPFIX - Sharpe Ratio Comparison

The current TISPX Sharpe Ratio is 0.84, which is comparable to the SPFIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TISPX and SPFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TISPXSPFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.81

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.77

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.84

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.56

+0.02

Correlation

The correlation between TISPX and SPFIX is 1.00, 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. SPFIX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 2.53%, less than SPFIX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
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%
SPFIX
Shelton Capital Management S&P 500 Index Fund
3.68%3.45%27.20%8.08%5.07%5.43%8.06%16.60%2.49%3.01%2.92%4.35%

Drawdowns

TISPX vs. SPFIX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, roughly equal to the maximum SPFIX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for TISPX and SPFIX.


Loading graphics...

Drawdown Indicators


TISPXSPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.16%

-54.81%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.11%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-24.69%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-33.83%

+0.08%

Current Drawdown

Current decline from peak

-8.90%

-8.90%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.76%

-8.99%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.50%

+0.06%

Volatility

TISPX vs. SPFIX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) and Shelton Capital Management S&P 500 Index Fund (SPFIX) have volatilities of 4.24% and 4.22%, 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


TISPXSPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.22%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

9.04%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

18.09%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

18.19%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

18.84%

-0.81%