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TSBIX vs. SPUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSBIX vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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TSBIX vs. SPUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSBIX
TIAA-CREF Core Impact Bond Fund Institutional Class
-0.40%8.69%3.32%6.05%-14.43%-1.03%7.43%0.41%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-5.55%19.77%26.49%34.24%-22.76%35.92%25.68%0.81%

Returns By Period

In the year-to-date period, TSBIX achieves a -0.40% return, which is significantly higher than SPUS's -5.55% return.


TSBIX

1D
0.45%
1M
-2.38%
YTD
-0.40%
6M
1.06%
1Y
4.65%
3Y*
4.72%
5Y*
0.69%
10Y*
2.14%

SPUS

1D
3.24%
1M
-5.39%
YTD
-5.55%
6M
-2.24%
1Y
24.49%
3Y*
19.34%
5Y*
13.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSBIX vs. SPUS - Expense Ratio Comparison

TSBIX has a 0.35% expense ratio, which is lower than SPUS's 0.49% expense ratio.


Return for Risk

TSBIX vs. SPUS — Risk / Return Rank

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

TSBIX
TSBIX Risk / Return Rank: 6969
Overall Rank
TSBIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TSBIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
TSBIX Omega Ratio Rank: 5858
Omega Ratio Rank
TSBIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
TSBIX Martin Ratio Rank: 6363
Martin Ratio Rank

SPUS
SPUS Risk / Return Rank: 7676
Overall Rank
SPUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPUS Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPUS Omega Ratio Rank: 7474
Omega Ratio Rank
SPUS Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPUS Martin Ratio Rank: 8282
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.

TSBIX vs. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


TSBIXSPUSDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.18

+0.06

Sortino ratio

Return per unit of downside risk

1.77

1.80

-0.03

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

2.00

1.96

+0.04

Martin ratio

Return relative to average drawdown

5.98

8.40

-2.42

TSBIX vs. SPUS - Sharpe Ratio Comparison

The current TSBIX Sharpe Ratio is 1.23, which is comparable to the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TSBIX and SPUS, 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


TSBIXSPUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.18

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.72

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.75

-0.20

Correlation

The correlation between TSBIX and SPUS is 0.08, 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

TSBIX vs. SPUS - Dividend Comparison

TSBIX's dividend yield for the trailing twelve months is around 4.35%, more than SPUS's 0.63% yield.


TTM20252024202320222021202020192018201720162015
TSBIX
TIAA-CREF Core Impact Bond Fund Institutional Class
4.35%5.38%5.10%3.77%2.31%1.69%4.56%3.68%2.63%2.45%3.19%2.89%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.63%0.60%0.70%0.87%1.21%1.15%1.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSBIX vs. SPUS - Drawdown Comparison

The maximum TSBIX drawdown since its inception was -19.21%, smaller than the maximum SPUS drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for TSBIX and SPUS.


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Drawdown Indicators


TSBIXSPUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.21%

-30.80%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-12.76%

+9.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.21%

-28.06%

+8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-19.21%

Current Drawdown

Current decline from peak

-2.38%

-7.77%

+5.39%

Average Drawdown

Average peak-to-trough decline

-3.58%

-6.35%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.98%

-2.04%

Volatility

TSBIX vs. SPUS - Volatility Comparison

The current volatility for TIAA-CREF Core Impact Bond Fund Institutional Class (TSBIX) is 1.51%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 6.04%. This indicates that TSBIX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSBIXSPUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

6.04%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

11.25%

-8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

20.90%

-16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

19.20%

-13.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

21.43%

-16.60%