TSMWX vs. IJR
Compare and contrast key facts about TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and iShares Core S&P Small-Cap ETF (IJR).
TSMWX is managed by TIAA Investments. It was launched on Aug 5, 2016. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSMWX or IJR.
Correlation
The correlation between TSMWX and IJR is 0.95, 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. IJR - Performance Comparison
Key characteristics
TSMWX:
-0.35
IJR:
-0.20
TSMWX:
-0.31
IJR:
-0.12
TSMWX:
0.95
IJR:
0.98
TSMWX:
-0.23
IJR:
-0.16
TSMWX:
-0.71
IJR:
-0.55
TSMWX:
11.31%
IJR:
8.25%
TSMWX:
22.88%
IJR:
23.40%
TSMWX:
-48.28%
IJR:
-58.15%
TSMWX:
-29.64%
IJR:
-23.46%
Returns By Period
In the year-to-date period, TSMWX achieves a -11.98% return, which is significantly higher than IJR's -16.17% return.
TSMWX
-11.98%
-7.84%
-20.92%
-6.97%
8.32%
N/A
IJR
-16.17%
-9.19%
-17.48%
-4.78%
12.41%
6.58%
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TSMWX vs. IJR - Expense Ratio Comparison
TSMWX has a 0.47% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
TSMWX vs. IJR — Risk-Adjusted Performance Rank
TSMWX
IJR
TSMWX vs. IJR - 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 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.
Dividends
TSMWX vs. IJR - Dividend Comparison
TSMWX's dividend yield for the trailing twelve months is around 0.99%, less than IJR's 2.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 0.99% | 0.87% | 0.98% | 0.94% | 1.22% | 0.71% | 0.90% | 0.98% | 1.03% | 0.21% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 2.45% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
Drawdowns
TSMWX vs. IJR - Drawdown Comparison
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.
Volatility
TSMWX vs. IJR - Volatility Comparison
The current volatility for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) is 11.05%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 14.13%. 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.