TSMWX vs. TILVX
Compare and contrast key facts about TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and TIAA-CREF Large-Cap Value Index Fund (TILVX).
TSMWX is managed by TIAA Investments. It was launched on Aug 5, 2016. TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TSMWX vs. TILVX - Performance Comparison
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TSMWX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 2.23% | 16.07% | 18.33% | 20.97% | -16.46% | 32.06% | 15.98% | 30.01% | -7.82% | 17.44% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 2.07% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 9.96% |
Returns By Period
In the year-to-date period, TSMWX achieves a 2.23% return, which is significantly higher than TILVX's 2.07% return.
TSMWX
- 1D
- 3.55%
- 1M
- -5.09%
- YTD
- 2.23%
- 6M
- 4.19%
- 1Y
- 26.32%
- 3Y*
- 17.80%
- 5Y*
- 9.67%
- 10Y*
- —
TILVX
- 1D
- 2.11%
- 1M
- -4.67%
- YTD
- 2.07%
- 6M
- 5.80%
- 1Y
- 15.81%
- 3Y*
- 14.23%
- 5Y*
- 9.17%
- 10Y*
- 10.22%
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TSMWX vs. TILVX - Expense Ratio Comparison
TSMWX has a 0.47% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Return for Risk
TSMWX vs. TILVX — Risk / Return Rank
TSMWX
TILVX
TSMWX vs. TILVX - 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 TIAA-CREF Large-Cap Value Index Fund (TILVX). 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.
| TSMWX | TILVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.01 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.46 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.30 | +0.45 |
Martin ratioReturn relative to average drawdown | 7.75 | 6.11 | +1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSMWX | TILVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.01 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.45 | +0.13 |
Correlation
The correlation between TSMWX and TILVX is 0.88, 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. TILVX - Dividend Comparison
TSMWX's dividend yield for the trailing twelve months is around 8.72%, more than TILVX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 8.72% | 8.92% | 12.84% | 2.50% | 7.84% | 20.81% | 1.81% | 5.84% | 13.26% | 4.51% | 0.00% | 0.00% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.84% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Drawdowns
TSMWX vs. TILVX - Drawdown Comparison
The maximum TSMWX drawdown since its inception was -44.34%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for TSMWX and TILVX.
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Drawdown Indicators
| TSMWX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.34% | -60.05% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.79% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -19.00% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.15% | — |
Current DrawdownCurrent decline from peak | -5.54% | -4.83% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -8.32% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.51% | +0.63% |
Volatility
TSMWX vs. TILVX - Volatility Comparison
TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) has a higher volatility of 7.69% compared to TIAA-CREF Large-Cap Value Index Fund (TILVX) at 4.38%. This indicates that TSMWX's price experiences larger fluctuations and is considered to be riskier than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSMWX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 4.38% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 8.32% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 15.76% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 14.82% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 17.65% | +4.71% |