PortfoliosLab logoPortfoliosLab logo
TNSHX vs. GPICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNSHX vs. GPICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Short-Term Bond Index Fund (TNSHX) and GuidepathConservative Income Fund (GPICX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TNSHX vs. GPICX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TNSHX
TIAA-CREF Short-Term Bond Index Fund
-0.07%5.31%4.03%4.05%-3.96%-0.57%3.26%4.05%1.50%
GPICX
GuidepathConservative Income Fund
0.31%3.49%4.73%4.87%-1.67%0.08%-0.23%2.30%0.80%

Returns By Period

In the year-to-date period, TNSHX achieves a -0.07% return, which is significantly lower than GPICX's 0.31% return.


TNSHX

1D
0.00%
1M
-0.62%
YTD
-0.07%
6M
0.96%
1Y
3.56%
3Y*
3.89%
5Y*
1.72%
10Y*
1.78%

GPICX

1D
0.10%
1M
-0.04%
YTD
0.31%
6M
1.09%
1Y
2.86%
3Y*
4.05%
5Y*
2.33%
10Y*
*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.


TNSHX vs. GPICX - Expense Ratio Comparison

TNSHX has a 0.09% expense ratio, which is lower than GPICX's 0.75% expense ratio.


Return for Risk

TNSHX vs. GPICX — Risk / Return Rank

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

TNSHX
TNSHX Risk / Return Rank: 9393
Overall Rank
TNSHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TNSHX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TNSHX Omega Ratio Rank: 9292
Omega Ratio Rank
TNSHX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TNSHX Martin Ratio Rank: 9494
Martin Ratio Rank

GPICX
GPICX Risk / Return Rank: 9898
Overall Rank
GPICX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GPICX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GPICX Omega Ratio Rank: 9898
Omega Ratio Rank
GPICX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GPICX Martin Ratio Rank: 9999
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.

TNSHX vs. GPICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Short-Term Bond Index Fund (TNSHX) and GuidepathConservative Income Fund (GPICX). 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.


TNSHXGPICXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.51

-0.68

Sortino ratio

Return per unit of downside risk

3.29

3.71

-0.42

Omega ratio

Gain probability vs. loss probability

1.45

1.94

-0.49

Calmar ratio

Return relative to maximum drawdown

3.67

5.53

-1.86

Martin ratio

Return relative to average drawdown

13.23

32.23

-19.00

TNSHX vs. GPICX - Sharpe Ratio Comparison

The current TNSHX Sharpe Ratio is 1.83, which is comparable to the GPICX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of TNSHX and GPICX, 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


TNSHXGPICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.51

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

2.12

-1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.75

-0.72

Correlation

The correlation between TNSHX and GPICX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TNSHX vs. GPICX - Dividend Comparison

TNSHX's dividend yield for the trailing twelve months is around 3.82%, more than GPICX's 3.68% yield.


TTM2025202420232022202120202019201820172016
TNSHX
TIAA-CREF Short-Term Bond Index Fund
3.82%4.22%3.94%2.68%1.00%1.03%1.81%2.45%1.80%1.31%0.98%
GPICX
GuidepathConservative Income Fund
3.68%3.86%4.53%4.23%1.51%0.48%0.57%1.67%1.30%0.00%0.00%

Drawdowns

TNSHX vs. GPICX - Drawdown Comparison

The maximum TNSHX drawdown since its inception was -5.99%, which is greater than GPICX's maximum drawdown of -3.10%. Use the drawdown chart below to compare losses from any high point for TNSHX and GPICX.


Loading graphics...

Drawdown Indicators


TNSHXGPICXDifference

Max Drawdown

Largest peak-to-trough decline

-5.99%

-3.10%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-0.52%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-5.99%

-2.79%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-5.99%

Current Drawdown

Current decline from peak

-0.82%

-0.04%

-0.78%

Average Drawdown

Average peak-to-trough decline

-0.90%

-0.57%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.09%

+0.22%

Volatility

TNSHX vs. GPICX - Volatility Comparison

TIAA-CREF Short-Term Bond Index Fund (TNSHX) has a higher volatility of 0.52% compared to GuidepathConservative Income Fund (GPICX) at 0.37%. This indicates that TNSHX's price experiences larger fluctuations and is considered to be riskier than GPICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TNSHXGPICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.37%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

0.56%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

1.14%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

1.10%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.80%

1.07%

+0.73%