TISPX vs. TIILX
Compare and contrast key facts about TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Inflation-Linked Bond Fund (TIILX).
TISPX is managed by TIAA Investments. It was launched on Oct 1, 2002. TIILX is managed by TIAA Investments. It was launched on Sep 30, 2002.
Performance
TISPX vs. TIILX - Performance Comparison
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TISPX vs. TIILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | -4.34% | 17.79% | 24.94% | 26.22% | -18.13% | 28.66% | 18.34% | 31.44% | -4.52% | 19.58% |
TIILX TIAA-CREF Inflation-Linked Bond Fund | 0.56% | 7.09% | 3.28% | 4.35% | -7.22% | 5.26% | 8.10% | 6.60% | -0.49% | 1.74% |
Returns By Period
In the year-to-date period, TISPX achieves a -4.34% return, which is significantly lower than TIILX's 0.56% return. Over the past 10 years, TISPX has outperformed TIILX with an annualized return of 13.81%, while TIILX has yielded a comparatively lower 2.85% annualized return.
TISPX
- 1D
- 2.93%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.19%
- 1Y
- 17.27%
- 3Y*
- 18.25%
- 5Y*
- 11.75%
- 10Y*
- 13.81%
TIILX
- 1D
- 0.00%
- 1M
- -0.73%
- YTD
- 0.56%
- 6M
- 0.56%
- 1Y
- 3.73%
- 3Y*
- 4.06%
- 5Y*
- 2.51%
- 10Y*
- 2.85%
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TISPX vs. TIILX - Expense Ratio Comparison
TISPX has a 0.05% expense ratio, which is lower than TIILX'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%.
Return for Risk
TISPX vs. TIILX — Risk / Return Rank
TISPX
TIILX
TISPX vs. TIILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Inflation-Linked Bond Fund (TIILX). 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 | TIILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.16 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.69 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.07 | -0.75 |
Martin ratioReturn relative to average drawdown | 6.36 | 8.19 | -1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TISPX | TIILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.16 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.57 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.75 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.69 | -0.10 |
Correlation
The correlation between TISPX and TIILX is -0.13. 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
TISPX vs. TIILX - Dividend Comparison
TISPX's dividend yield for the trailing twelve months is around 2.46%, less than TIILX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | 2.46% | 2.35% | 1.52% | 1.48% | 1.91% | 1.77% | 1.53% | 2.16% | 2.94% | 0.36% | 2.39% | 0.65% |
TIILX TIAA-CREF Inflation-Linked Bond Fund | 3.12% | 3.95% | 3.45% | 3.38% | 8.60% | 6.29% | 1.28% | 1.85% | 2.59% | 2.00% | 1.55% | 0.33% |
Drawdowns
TISPX vs. TIILX - Drawdown Comparison
The maximum TISPX drawdown since its inception was -55.16%, which is greater than TIILX's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for TISPX and TIILX.
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Drawdown Indicators
| TISPX | TIILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.16% | -14.24% | -40.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -2.12% | -9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.48% | -9.57% | -14.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -9.57% | -24.18% |
Current DrawdownCurrent decline from peak | -6.23% | -0.91% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -2.94% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 0.54% | +1.98% |
Volatility
TISPX vs. TIILX - Volatility Comparison
TIAA-CREF S&P 500 Index Fund (TISPX) has a higher volatility of 5.34% compared to TIAA-CREF Inflation-Linked Bond Fund (TIILX) at 1.01%. This indicates that TISPX's price experiences larger fluctuations and is considered to be riskier than TIILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TISPX | TIILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 1.01% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 1.75% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 3.17% | +15.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 4.39% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 3.83% | +14.22% |