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VTIFX vs. TISCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VTIFXTISCX
YTD Return3.10%24.00%
1Y Return8.39%38.78%
3Y Return (Ann)-1.26%7.79%
5Y Return (Ann)-0.13%14.91%
10Y Return (Ann)1.99%12.32%
Sharpe Ratio2.032.47
Sortino Ratio3.163.24
Omega Ratio1.361.51
Calmar Ratio0.633.60
Martin Ratio7.9117.05
Ulcer Index1.00%2.20%
Daily Std Dev3.90%15.22%
Max Drawdown-16.74%-54.64%
Current Drawdown-5.25%0.00%

Correlation

-0.50.00.51.0-0.0

The correlation between VTIFX and TISCX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

VTIFX vs. TISCX - Performance Comparison

In the year-to-date period, VTIFX achieves a 3.10% return, which is significantly lower than TISCX's 24.00% return. Over the past 10 years, VTIFX has underperformed TISCX with an annualized return of 1.99%, while TISCX has yielded a comparatively higher 12.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
30.18%
302.14%
VTIFX
TISCX

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VTIFX vs. TISCX - Expense Ratio Comparison

VTIFX has a 0.07% expense ratio, which is lower than TISCX's 0.17% 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%.


TISCX
TIAA-CREF Social Choice Equity Fund
Expense ratio chart for TISCX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VTIFX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTIFX vs. TISCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.


VTIFX
Sharpe ratio
The chart of Sharpe ratio for VTIFX, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for VTIFX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VTIFX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for VTIFX, currently valued at 0.63, compared to the broader market0.005.0010.0015.0020.0025.000.63
Martin ratio
The chart of Martin ratio for VTIFX, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.007.91
TISCX
Sharpe ratio
The chart of Sharpe ratio for TISCX, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for TISCX, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for TISCX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for TISCX, currently valued at 3.60, compared to the broader market0.005.0010.0015.0020.0025.003.60
Martin ratio
The chart of Martin ratio for TISCX, currently valued at 17.05, compared to the broader market0.0020.0040.0060.0080.00100.0017.05

VTIFX vs. TISCX - Sharpe Ratio Comparison

The current VTIFX Sharpe Ratio is 2.03, which is comparable to the TISCX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VTIFX and TISCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.03
2.47
VTIFX
TISCX

Dividends

VTIFX vs. TISCX - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 4.78%, more than TISCX's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.78%4.44%1.52%3.07%0.97%3.41%3.04%2.29%1.95%1.68%1.60%0.90%
TISCX
TIAA-CREF Social Choice Equity Fund
1.28%1.58%1.62%1.16%1.23%1.57%1.86%1.61%2.38%1.93%1.42%1.40%

Drawdowns

VTIFX vs. TISCX - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.74%, smaller than the maximum TISCX drawdown of -54.64%. Use the drawdown chart below to compare losses from any high point for VTIFX and TISCX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.25%
0
VTIFX
TISCX

Volatility

VTIFX vs. TISCX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) is 0.96%, while TIAA-CREF Social Choice Equity Fund (TISCX) has a volatility of 4.15%. This indicates that VTIFX experiences smaller price fluctuations and is considered to be less risky than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.96%
4.15%
VTIFX
TISCX