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TISPX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TISPX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.63%
14.24%
TISPX
VTI

Returns By Period

The year-to-date returns for both stocks are quite close, with TISPX having a 26.19% return and VTI slightly lower at 25.64%. Both investments have delivered pretty close results over the past 10 years, with TISPX having a 13.14% annualized return and VTI not far behind at 12.67%.


TISPX

YTD

26.19%

1M

1.77%

6M

13.63%

1Y

32.29%

5Y (annualized)

15.67%

10Y (annualized)

13.14%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


TISPXVTI
Sharpe Ratio2.582.68
Sortino Ratio3.313.57
Omega Ratio1.501.49
Calmar Ratio3.893.91
Martin Ratio17.6617.13
Ulcer Index1.86%1.96%
Daily Std Dev12.74%12.51%
Max Drawdown-55.16%-55.45%
Current Drawdown-0.82%-0.84%

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TISPX vs. VTI - Expense Ratio Comparison

TISPX has a 0.05% expense ratio, which is higher than VTI's 0.03% 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%.


TISPX
TIAA-CREF S&P 500 Index Fund
Expense ratio chart for TISPX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between TISPX and VTI is 0.98, 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.

Risk-Adjusted Performance

TISPX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for TISPX, currently valued at 2.58, compared to the broader market-1.000.001.002.003.004.005.002.582.68
The chart of Sortino ratio for TISPX, currently valued at 3.31, compared to the broader market0.005.0010.003.313.57
The chart of Omega ratio for TISPX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.49
The chart of Calmar ratio for TISPX, currently valued at 3.89, compared to the broader market0.005.0010.0015.0020.003.893.91
The chart of Martin ratio for TISPX, currently valued at 17.66, compared to the broader market0.0020.0040.0060.0080.00100.0017.6617.13
TISPX
VTI

The current TISPX Sharpe Ratio is 2.58, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of TISPX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.68
TISPX
VTI

Dividends

TISPX vs. VTI - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 1.17%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
TISPX
TIAA-CREF S&P 500 Index Fund
1.17%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%1.70%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TISPX vs. VTI - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TISPX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.82%
-0.84%
TISPX
VTI

Volatility

TISPX vs. VTI - Volatility Comparison

The current volatility for TIAA-CREF S&P 500 Index Fund (TISPX) is 3.96%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that TISPX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
4.19%
TISPX
VTI