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TNSHX vs. WEFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNSHX vs. WEFIX - Performance Comparison

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

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TNSHX vs. WEFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNSHX
TIAA-CREF Short-Term Bond Index Fund
-0.07%5.31%4.03%4.05%-3.96%-0.57%3.26%4.05%1.31%0.70%
WEFIX
Weitz Short Duration Income Fund
0.14%5.64%6.12%5.90%-2.72%1.04%3.34%4.23%1.34%1.54%

Returns By Period

In the year-to-date period, TNSHX achieves a -0.07% return, which is significantly lower than WEFIX's 0.14% return. Over the past 10 years, TNSHX has underperformed WEFIX with an annualized return of 1.78%, while WEFIX has yielded a comparatively higher 2.80% annualized return.


TNSHX

1D
0.21%
1M
-0.82%
YTD
-0.07%
6M
1.06%
1Y
3.56%
3Y*
3.89%
5Y*
1.72%
10Y*
1.78%

WEFIX

1D
0.08%
1M
-0.74%
YTD
0.14%
6M
1.29%
1Y
4.10%
3Y*
5.25%
5Y*
3.03%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNSHX vs. WEFIX - Expense Ratio Comparison

TNSHX has a 0.09% expense ratio, which is lower than WEFIX's 0.48% expense ratio.


Return for Risk

TNSHX vs. WEFIX — Risk / Return Rank

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

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

WEFIX
WEFIX Risk / Return Rank: 9898
Overall Rank
WEFIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
WEFIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
WEFIX Omega Ratio Rank: 9898
Omega Ratio Rank
WEFIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
WEFIX Martin Ratio Rank: 9898
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. WEFIX - Risk-Adjusted Trends Comparison

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


TNSHXWEFIXDifference

Sharpe ratio

Return per unit of total volatility

2.00

2.59

-0.59

Sortino ratio

Return per unit of downside risk

3.63

5.54

-1.90

Omega ratio

Gain probability vs. loss probability

1.50

1.77

-0.28

Calmar ratio

Return relative to maximum drawdown

3.67

5.11

-1.44

Martin ratio

Return relative to average drawdown

13.41

20.72

-7.30

TNSHX vs. WEFIX - Sharpe Ratio Comparison

The current TNSHX Sharpe Ratio is 2.00, which is comparable to the WEFIX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of TNSHX and WEFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TNSHXWEFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.59

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.64

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

1.68

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.62

-0.59

Correlation

The correlation between TNSHX and WEFIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TNSHX vs. WEFIX - Dividend Comparison

TNSHX's dividend yield for the trailing twelve months is around 3.82%, less than WEFIX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
WEFIX
Weitz Short Duration Income Fund
4.19%4.55%5.07%3.73%2.54%1.87%2.54%2.49%2.41%2.11%2.43%2.39%

Drawdowns

TNSHX vs. WEFIX - Drawdown Comparison

The maximum TNSHX drawdown since its inception was -5.99%, roughly equal to the maximum WEFIX drawdown of -5.98%. Use the drawdown chart below to compare losses from any high point for TNSHX and WEFIX.


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Drawdown Indicators


TNSHXWEFIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.99%

-5.98%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-0.91%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-5.99%

-4.75%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-5.99%

-5.98%

-0.01%

Current Drawdown

Current decline from peak

-0.82%

-0.74%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.90%

-0.60%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.22%

+0.09%

Volatility

TNSHX vs. WEFIX - Volatility Comparison

TIAA-CREF Short-Term Bond Index Fund (TNSHX) has a higher volatility of 0.55% compared to Weitz Short Duration Income Fund (WEFIX) at 0.43%. This indicates that TNSHX's price experiences larger fluctuations and is considered to be riskier than WEFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNSHXWEFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

0.43%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

1.14%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

1.79%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

1.86%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.80%

1.67%

+0.13%