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TSMWX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSMWX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

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TSMWX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSMWX
TIAA-CREF Quant Small/Mid-Cap Equity Fund
-1.27%16.07%18.33%20.97%-16.46%32.06%15.98%30.01%-7.82%17.44%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%10.43%

Returns By Period

In the year-to-date period, TSMWX achieves a -1.27% return, which is significantly lower than SSLCX's 0.38% return.


TSMWX

1D
-1.59%
1M
-7.63%
YTD
-1.27%
6M
0.62%
1Y
22.52%
3Y*
16.44%
5Y*
9.34%
10Y*

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSMWX vs. SSLCX - Expense Ratio Comparison

TSMWX has a 0.47% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Return for Risk

TSMWX vs. SSLCX — Risk / Return Rank

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

TSMWX
TSMWX Risk / Return Rank: 5858
Overall Rank
TSMWX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TSMWX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TSMWX Omega Ratio Rank: 5353
Omega Ratio Rank
TSMWX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TSMWX Martin Ratio Rank: 6464
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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.

TSMWX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and DWS Small Cap Core Fund (SSLCX). 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.


TSMWXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.50

+0.52

Sortino ratio

Return per unit of downside risk

1.52

0.81

+0.71

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.37

0.62

+0.75

Martin ratio

Return relative to average drawdown

6.12

2.03

+4.10

TSMWX vs. SSLCX - Sharpe Ratio Comparison

The current TSMWX Sharpe Ratio is 1.02, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TSMWX and SSLCX, 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


TSMWXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.50

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.32

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.37

+0.19

Correlation

The correlation between TSMWX and SSLCX is 0.91, 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.


Dividends

TSMWX vs. SSLCX - Dividend Comparison

TSMWX's dividend yield for the trailing twelve months is around 9.03%, more than SSLCX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
TSMWX
TIAA-CREF Quant Small/Mid-Cap Equity Fund
9.03%8.92%12.84%2.50%7.84%20.81%1.81%5.84%13.26%4.51%0.00%0.00%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

TSMWX vs. SSLCX - Drawdown Comparison

The maximum TSMWX drawdown since its inception was -44.34%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for TSMWX and SSLCX.


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Drawdown Indicators


TSMWXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-44.34%

-63.14%

+18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-10.06%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-22.57%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-48.07%

Current Drawdown

Current decline from peak

-8.78%

-5.55%

-3.23%

Average Drawdown

Average peak-to-trough decline

-6.86%

-11.38%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.09%

+0.05%

Volatility

TSMWX vs. SSLCX - Volatility Comparison

TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) has a higher volatility of 6.72% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that TSMWX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSMWXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

4.67%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

11.01%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

17.54%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

17.64%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

21.06%

+1.27%