TSMWX vs. DFVQX
Compare and contrast key facts about TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and DFA International Vector Equity Portfolio (DFVQX).
TSMWX is managed by TIAA Investments. It was launched on Aug 5, 2016. DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSMWX or DFVQX.
Correlation
The correlation between TSMWX and DFVQX is 0.74, 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
TSMWX vs. DFVQX - Performance Comparison
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Key characteristics
TSMWX:
-0.26
DFVQX:
0.80
TSMWX:
-0.12
DFVQX:
1.23
TSMWX:
0.98
DFVQX:
1.17
TSMWX:
-0.14
DFVQX:
1.05
TSMWX:
-0.38
DFVQX:
3.22
TSMWX:
12.68%
DFVQX:
4.17%
TSMWX:
23.27%
DFVQX:
15.79%
TSMWX:
-48.28%
DFVQX:
-46.36%
TSMWX:
-23.49%
DFVQX:
0.00%
Returns By Period
In the year-to-date period, TSMWX achieves a -4.29% return, which is significantly lower than DFVQX's 13.86% return.
TSMWX
-4.29%
11.32%
-17.94%
-5.71%
8.37%
N/A
DFVQX
13.86%
11.56%
10.63%
12.32%
13.77%
5.37%
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TSMWX vs. DFVQX - Expense Ratio Comparison
TSMWX has a 0.47% expense ratio, which is higher than DFVQX's 0.36% expense ratio.
Risk-Adjusted Performance
TSMWX vs. DFVQX — Risk-Adjusted Performance Rank
TSMWX
DFVQX
TSMWX vs. DFVQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and DFA International Vector Equity Portfolio (DFVQX). 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.
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Dividends
TSMWX vs. DFVQX - Dividend Comparison
TSMWX's dividend yield for the trailing twelve months is around 0.91%, less than DFVQX's 3.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 0.91% | 0.87% | 0.98% | 0.94% | 1.22% | 0.71% | 0.90% | 0.98% | 1.03% | 0.21% | 0.00% | 0.00% |
DFVQX DFA International Vector Equity Portfolio | 3.20% | 3.56% | 3.47% | 2.74% | 2.83% | 1.80% | 2.67% | 2.59% | 2.50% | 2.71% | 2.41% | 2.82% |
Drawdowns
TSMWX vs. DFVQX - Drawdown Comparison
The maximum TSMWX drawdown since its inception was -48.28%, roughly equal to the maximum DFVQX drawdown of -46.36%. Use the drawdown chart below to compare losses from any high point for TSMWX and DFVQX. For additional features, visit the drawdowns tool.
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Volatility
TSMWX vs. DFVQX - Volatility Comparison
TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) has a higher volatility of 6.91% compared to DFA International Vector Equity Portfolio (DFVQX) at 3.43%. This indicates that TSMWX's price experiences larger fluctuations and is considered to be riskier than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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