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UTBPX vs. TIBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTBPX vs. TIBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Multi Income Bond Fund (UTBPX) and TIAA-CREF Core Bond Fund (TIBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTBPX achieves a 0.93% return, which is significantly higher than TIBDX's 0.45% return. Both investments have delivered pretty close results over the past 10 years, with UTBPX having a 1.98% annualized return and TIBDX not far behind at 1.92%.


UTBPX

1D
-0.37%
1M
0.67%
YTD
0.93%
6M
1.01%
1Y
5.18%
3Y*
4.40%
5Y*
0.56%
10Y*
1.98%

TIBDX

1D
0.11%
1M
0.71%
YTD
0.45%
6M
0.71%
1Y
4.64%
3Y*
4.22%
5Y*
0.10%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTBPX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTBPX
UBS Multi Income Bond Fund
0.93%6.60%1.67%6.67%-11.74%-1.49%6.51%10.62%-2.08%4.81%
TIBDX
TIAA-CREF Core Bond Fund
0.45%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%

Correlation

The correlation between UTBPX and TIBDX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.88

The correlation between UTBPX and TIBDX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

UTBPX vs. TIBDX — Risk / Return Rank

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

UTBPX
UTBPX Risk / Return Rank: 3131
Overall Rank
UTBPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UTBPX Sortino Ratio Rank: 3131
Sortino Ratio Rank
UTBPX Omega Ratio Rank: 3131
Omega Ratio Rank
UTBPX Calmar Ratio Rank: 3030
Calmar Ratio Rank
UTBPX Martin Ratio Rank: 3434
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 2525
Overall Rank
TIBDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 2727
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 2525
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 2323
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.

UTBPX vs. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Multi Income Bond Fund (UTBPX) and TIAA-CREF Core Bond Fund (TIBDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UTBPXTIBDXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

1.87

1.69

+0.18

Martin ratioReturn relative to average drawdown

6.93

4.96

+1.97

UTBPX vs. TIBDX - Sharpe Ratio Comparison

The current UTBPX Sharpe Ratio is 1.41, which is comparable to the TIBDX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UTBPX and TIBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UTBPX vs. TIBDX - Drawdown Comparison

The maximum UTBPX drawdown since its inception was -16.84%, smaller than the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for UTBPX and TIBDX.


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Drawdown Indicators


UTBPXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-18.82%

+1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-2.98%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-5.33%

-6.29%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-18.82%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-18.82%

+1.98%

Current Drawdown

Current decline from peak

-0.81%

-1.43%

+0.62%

Average Drawdown

Average peak-to-trough decline

-4.01%

-2.30%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.01%

-0.21%

Volatility

UTBPX vs. TIBDX - Volatility Comparison

UBS Multi Income Bond Fund (UTBPX) has a higher volatility of 1.19% compared to TIAA-CREF Core Bond Fund (TIBDX) at 1.10%. This indicates that UTBPX's price experiences larger fluctuations and is considered to be riskier than TIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTBPXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.10%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.95%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.88%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

5.64%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

4.74%

-0.38%

UTBPX vs. TIBDX - Expense Ratio Comparison

UTBPX has a 1.72% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Dividends

UTBPX vs. TIBDX - Dividend Comparison

UTBPX's dividend yield for the trailing twelve months is around 4.25%, less than TIBDX's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
TIBDX
TIAA-CREF Core Bond Fund
4.46%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%
UTBPX
UBS Multi Income Bond Fund
4.25%4.18%4.53%3.54%2.84%1.89%2.11%2.80%3.05%2.46%1.68%0.00%

Frequently Asked Questions


UTBPX and TIBDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTBPX has higher volatility (1.19%) compared to TIBDX (1.10%). In terms of maximum drawdown, UTBPX dropped -16.84% vs TIBDX's -18.82%.

UTBPX currently has the higher Sharpe Ratio (1.41 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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