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TIAA-CREF International Equity Index Fund Institut...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US87244W5168

CUSIP

87244W516

Issuer

TIAA Investments

Inception Date

Oct 1, 2002

Min. Investment

$10,000,000

Index Tracked

MSCI EAFE Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TCIEX vs. EWL TCIEX vs. TISPX TCIEX vs. TILGX TCIEX vs. TIEIX TCIEX vs. SPY TCIEX vs. FTIHX TCIEX vs. VTMNX TCIEX vs. VNQ TCIEX vs. FSPSX TCIEX vs. VTMGX
Popular comparisons:
TCIEX vs. EWL TCIEX vs. TISPX TCIEX vs. TILGX TCIEX vs. TIEIX TCIEX vs. SPY TCIEX vs. FTIHX TCIEX vs. VTMNX TCIEX vs. VNQ TCIEX vs. FSPSX TCIEX vs. VTMGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TIAA-CREF International Equity Index Fund Institutional Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
12.33%
TCIEX (TIAA-CREF International Equity Index Fund Institutional Class)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF International Equity Index Fund Institutional Class had a return of 4.39% year-to-date (YTD) and 10.92% in the last 12 months. Over the past 10 years, TIAA-CREF International Equity Index Fund Institutional Class had an annualized return of 5.06%, while the S&P 500 had an annualized return of 11.13%, indicating that TIAA-CREF International Equity Index Fund Institutional Class did not perform as well as the benchmark.


TCIEX

YTD

4.39%

1M

-4.76%

6M

-2.60%

1Y

10.92%

5Y (annualized)

5.72%

10Y (annualized)

5.06%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of TCIEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.41%2.89%3.26%-3.16%5.18%-2.08%2.90%3.45%0.73%-5.46%4.39%
20238.53%-2.99%3.13%2.75%-3.85%4.44%2.76%-3.91%-3.60%-3.04%8.51%5.36%18.21%
2022-3.80%-3.00%-0.09%-6.42%1.90%-8.90%5.13%-5.90%-9.33%5.90%13.64%-1.84%-14.19%
2021-1.37%2.44%2.43%2.92%3.72%-1.37%0.82%1.55%-3.30%3.06%-4.50%4.82%11.30%
2020-2.60%-7.55%-14.50%6.50%5.43%3.30%1.96%4.89%-2.25%-3.91%14.78%5.03%8.13%
20196.56%2.33%0.92%3.01%-5.00%5.92%-2.07%-1.85%2.96%3.45%1.21%3.07%21.82%
20185.25%-5.09%-0.65%1.55%-1.97%-1.30%2.75%-2.18%0.91%-7.92%0.27%-5.03%-13.27%
20173.44%1.05%3.12%2.63%3.60%0.16%2.74%0.05%2.36%1.65%0.79%1.29%25.34%
2016-5.76%-3.22%6.65%2.32%-0.24%-2.51%4.24%0.47%1.35%-2.31%-1.78%2.70%1.24%
20150.86%6.08%-1.45%3.97%0.00%-2.82%1.61%-7.20%-4.51%6.75%-1.01%-1.89%-0.54%
2014-4.58%6.05%-0.51%1.60%1.58%0.90%-2.48%0.31%-3.96%-0.58%0.43%-3.97%-5.57%
20134.25%-1.36%1.50%5.08%-3.09%-2.67%5.42%-1.64%7.47%3.21%0.67%1.81%21.95%

Expense Ratio

TCIEX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for TCIEX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TCIEX is 20, indicating that it is in the bottom 20% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TCIEX is 2020
Combined Rank
The Sharpe Ratio Rank of TCIEX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of TCIEX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of TCIEX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TCIEX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TCIEX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TCIEX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.005.000.772.46
The chart of Sortino ratio for TCIEX, currently valued at 1.15, compared to the broader market0.005.0010.001.153.31
The chart of Omega ratio for TCIEX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.46
The chart of Calmar ratio for TCIEX, currently valued at 1.18, compared to the broader market0.005.0010.0015.0020.0025.001.183.55
The chart of Martin ratio for TCIEX, currently valued at 3.67, compared to the broader market0.0020.0040.0060.0080.00100.003.6715.76
TCIEX
^GSPC

The current TIAA-CREF International Equity Index Fund Institutional Class Sharpe ratio is 0.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of TIAA-CREF International Equity Index Fund Institutional Class with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.77
2.46
TCIEX (TIAA-CREF International Equity Index Fund Institutional Class)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF International Equity Index Fund Institutional Class provided a 3.01% dividend yield over the last twelve months, with an annual payout of $0.69 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.69$0.69$0.54$0.69$0.42$0.62$0.58$0.56$0.49$0.51$0.69$0.54

Dividend yield

3.01%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.05%3.94%2.83%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF International Equity Index Fund Institutional Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69
2013$0.54$0.54

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.72%
-1.40%
TCIEX (TIAA-CREF International Equity Index Fund Institutional Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF International Equity Index Fund Institutional Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TIAA-CREF International Equity Index Fund Institutional Class was 60.62%, occurring on Mar 9, 2009. Recovery took 1312 trading sessions.

The current TIAA-CREF International Equity Index Fund Institutional Class drawdown is 8.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.62%Nov 1, 2007338Mar 9, 20091312May 27, 20141650
-33.58%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.25%Sep 8, 2021266Sep 27, 2022348Feb 15, 2024614
-22.83%Jul 7, 2014405Feb 11, 2016309May 4, 2017714
-16.55%Dec 2, 200269Mar 12, 200338May 6, 2003107

Volatility

Volatility Chart

The current TIAA-CREF International Equity Index Fund Institutional Class volatility is 3.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.75%
4.07%
TCIEX (TIAA-CREF International Equity Index Fund Institutional Class)
Benchmark (^GSPC)