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TVIIX vs. TISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TVIIX vs. TISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and TIAA-CREF Short Term Bond Fund (TISIX). The values are adjusted to include any dividend payments, if applicable.

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TVIIX vs. TISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
-4.41%21.10%15.59%20.90%-17.60%17.62%17.39%26.52%-7.17%19.58%
TISIX
TIAA-CREF Short Term Bond Fund
-0.09%5.91%4.59%5.07%-3.32%0.18%3.76%4.43%1.25%1.88%

Returns By Period

In the year-to-date period, TVIIX achieves a -4.41% return, which is significantly lower than TISIX's -0.09% return. Over the past 10 years, TVIIX has outperformed TISIX with an annualized return of 10.88%, while TISIX has yielded a comparatively lower 2.45% annualized return.


TVIIX

1D
-0.31%
1M
-8.49%
YTD
-4.41%
6M
-1.59%
1Y
16.41%
3Y*
14.81%
5Y*
8.39%
10Y*
10.88%

TISIX

1D
0.10%
1M
-0.98%
YTD
-0.09%
6M
1.10%
1Y
4.05%
3Y*
4.61%
5Y*
2.43%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TVIIX vs. TISIX - Expense Ratio Comparison

TVIIX has a 0.10% expense ratio, which is lower than TISIX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TVIIX vs. TISIX — Risk / Return Rank

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

TVIIX
TVIIX Risk / Return Rank: 6060
Overall Rank
TVIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TVIIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TVIIX Omega Ratio Rank: 6262
Omega Ratio Rank
TVIIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
TVIIX Martin Ratio Rank: 6262
Martin Ratio Rank

TISIX
TISIX Risk / Return Rank: 9797
Overall Rank
TISIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TISIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TISIX Omega Ratio Rank: 9696
Omega Ratio Rank
TISIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TISIX Martin Ratio Rank: 9797
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.

TVIIX vs. TISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) and TIAA-CREF Short Term Bond Fund (TISIX). 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.


TVIIXTISIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.31

-1.25

Sortino ratio

Return per unit of downside risk

1.57

4.26

-2.70

Omega ratio

Gain probability vs. loss probability

1.23

1.58

-0.34

Calmar ratio

Return relative to maximum drawdown

1.26

3.87

-2.61

Martin ratio

Return relative to average drawdown

5.94

16.04

-10.10

TVIIX vs. TISIX - Sharpe Ratio Comparison

The current TVIIX Sharpe Ratio is 1.07, which is lower than the TISIX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TVIIX and TISIX, 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


TVIIXTISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.31

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.22

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

1.40

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.44

-0.83

Correlation

The correlation between TVIIX and TISIX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TVIIX vs. TISIX - Dividend Comparison

TVIIX's dividend yield for the trailing twelve months is around 2.73%, less than TISIX's 3.99% yield.


TTM20252024202320222021202020192018201720162015
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
2.73%2.61%2.16%2.13%2.22%1.92%1.63%2.18%2.80%0.12%2.69%0.40%
TISIX
TIAA-CREF Short Term Bond Fund
3.99%4.34%3.57%3.18%2.10%1.63%2.14%2.87%2.21%1.87%1.86%1.72%

Drawdowns

TVIIX vs. TISIX - Drawdown Comparison

The maximum TVIIX drawdown since its inception was -32.04%, which is greater than TISIX's maximum drawdown of -5.31%. Use the drawdown chart below to compare losses from any high point for TVIIX and TISIX.


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Drawdown Indicators


TVIIXTISIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.04%

-5.31%

-26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-1.17%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-5.31%

-20.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.04%

-5.31%

-26.73%

Current Drawdown

Current decline from peak

-9.05%

-0.98%

-8.07%

Average Drawdown

Average peak-to-trough decline

-4.64%

-0.50%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

0.28%

+2.17%

Volatility

TVIIX vs. TISIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) has a higher volatility of 4.78% compared to TIAA-CREF Short Term Bond Fund (TISIX) at 0.49%. This indicates that TVIIX's price experiences larger fluctuations and is considered to be riskier than TISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TVIIXTISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

0.49%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

1.25%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

1.94%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

2.00%

+12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

1.76%

+14.12%