TISPX vs. TISBX
Compare and contrast key facts about TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).
TISPX is managed by TIAA Investments. It was launched on Oct 1, 2002. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TISPX or TISBX.
Key characteristics
| TISPX | TISBX | |
|---|---|---|
| YTD Return | 27.09% | 19.73% |
| 1Y Return | 39.81% | 44.34% |
| 3Y Return (Ann) | 10.25% | 1.17% |
| 5Y Return (Ann) | 15.96% | 10.05% |
| 10Y Return (Ann) | 13.40% | 8.96% |
| Sharpe Ratio | 3.00 | 1.92 |
| Sortino Ratio | 3.84 | 2.67 |
| Omega Ratio | 1.58 | 1.34 |
| Calmar Ratio | 4.58 | 1.47 |
| Martin Ratio | 20.96 | 11.36 |
| Ulcer Index | 1.85% | 3.71% |
| Daily Std Dev | 12.88% | 21.93% |
| Max Drawdown | -55.16% | -58.62% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TISPX and TISBX is 0.86, 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.
Performance
TISPX vs. TISBX - Performance Comparison
In the year-to-date period, TISPX achieves a 27.09% return, which is significantly higher than TISBX's 19.73% return. Over the past 10 years, TISPX has outperformed TISBX with an annualized return of 13.40%, while TISBX has yielded a comparatively lower 8.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TISPX vs. TISBX - Expense Ratio Comparison
Both TISPX and TISBX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
TISPX vs. TISBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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.
Dividends
TISPX vs. TISBX - Dividend Comparison
TISPX's dividend yield for the trailing twelve months is around 1.16%, less than TISBX's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TISPX TIAA-CREF S&P 500 Index Fund | 1.16% | 1.48% | 1.66% | 1.22% | 1.53% | 1.88% | 2.13% | 1.82% | 1.95% | 2.04% | 1.77% | 1.70% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 1.47% | 1.76% | 1.61% | 1.25% | 1.06% | 1.38% | 1.60% | 1.48% | 1.59% | 1.79% | 1.65% | 1.40% |
Drawdowns
TISPX vs. TISBX - Drawdown Comparison
The maximum TISPX drawdown since its inception was -55.16%, smaller than the maximum TISBX drawdown of -58.62%. Use the drawdown chart below to compare losses from any high point for TISPX and TISBX. For additional features, visit the drawdowns tool.
Volatility
TISPX vs. TISBX - Volatility Comparison
The current volatility for TIAA-CREF S&P 500 Index Fund (TISPX) is 3.92%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.21%. This indicates that TISPX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.