VTMGX vs. TISCX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and TIAA-CREF Social Choice Equity Fund (TISCX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
VTMGX vs. TISCX - Performance Comparison
Loading graphics...
VTMGX vs. TISCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
TISCX TIAA-CREF Social Choice Equity Fund | -5.91% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Returns By Period
In the year-to-date period, VTMGX achieves a -0.48% return, which is significantly higher than TISCX's -5.91% return. Over the past 10 years, VTMGX has underperformed TISCX with an annualized return of 8.99%, while TISCX has yielded a comparatively higher 12.53% annualized return.
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
TISCX
- 1D
- -0.30%
- 1M
- -7.34%
- YTD
- -5.91%
- 6M
- -4.09%
- 1Y
- 13.20%
- 3Y*
- 14.50%
- 5Y*
- 9.03%
- 10Y*
- 12.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTMGX vs. TISCX - Expense Ratio Comparison
VTMGX 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%.
Return for Risk
VTMGX vs. TISCX — Risk / Return Rank
VTMGX
TISCX
VTMGX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) 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.
| VTMGX | TISCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.78 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.22 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.03 | +0.98 |
Martin ratioReturn relative to average drawdown | 7.98 | 4.59 | +3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTMGX | TISCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.78 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.65 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.39 | -0.11 |
Correlation
The correlation between VTMGX and TISCX is 0.73, 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
VTMGX vs. TISCX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.01%, less than TISCX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
TISCX TIAA-CREF Social Choice Equity Fund | 8.24% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
Drawdowns
VTMGX vs. TISCX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than TISCX's maximum drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for VTMGX and TISCX.
Loading graphics...
Drawdown Indicators
| VTMGX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -54.65% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -11.07% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -28.29% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -34.89% | -0.79% |
Current DrawdownCurrent decline from peak | -11.62% | -9.71% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -10.15% | -4.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.50% | +0.44% |
Volatility
VTMGX vs. TISCX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 7.09% compared to TIAA-CREF Social Choice Equity Fund (TISCX) at 4.32%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VTMGX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 4.32% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 9.91% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 17.92% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 19.28% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 19.35% | -2.93% |