TSMWX vs. IJR

In the year-to-date period, TSMWX achieves a -2.93% return, which is significantly higher than IJR's -8.91% return.

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TSMWX has a 0.47% expense ratio, which is higher than IJR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and iShares Core S&P Small-Cap ETF (IJR). 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.

The current TSMWX Sharpe Ratio is -0.26, which is lower than the IJR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of TSMWX and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSMWX's dividend yield for the trailing twelve months is around 13.23%, more than IJR's 2.26% yield.

The maximum TSMWX drawdown since its inception was -48.28%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for TSMWX and IJR. For additional features, visit the drawdowns tool.

The current volatility for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) is 5.89%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.28%. This indicates that TSMWX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.