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ISIN
US87245M2695
Inception Date
Aug 30, 2010
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TEMLX Performance Chart

TIAA-CREF Emerging Markets Equity Fund (TEMLX) is up 26.4% since the beginning of the year. TEMLX is currently trading at $13 per share. Investors who bought $1,000 worth of TEMLX shares 5 years ago would now be looking at an investment worth $1,234.


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S&P 500 Index

Returns By Period

TIAA-CREF Emerging Markets Equity Fund (TEMLX) has returned 26.44% so far this year and 58.51% over the past 12 months. Over the last ten years, TEMLX has returned 9.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


TIAA-CREF Emerging Markets Equity Fund

1D
1.65%
1M
11.39%
YTD
26.44%
6M
29.48%
1Y
58.51%
3Y*
22.23%
5Y*
4.29%
10Y*
9.39%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMLX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2011, TEMLX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +14.1%, while the worst month was Mar 2020 at -20.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TEMLX closed higher 50% of trading days. The best single day was Mar 16, 2022 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.33%4.07%-10.43%10.86%8.22%4.37%26.44%
20251.93%1.01%1.00%-0.99%4.37%6.47%1.46%1.77%9.15%4.29%-1.82%3.00%36.01%
2024-6.01%3.20%3.61%-0.75%0.75%1.87%0.86%0.73%6.86%-4.84%-2.72%-3.08%-0.29%
202310.34%-7.13%4.98%-2.56%-1.32%6.67%6.50%-8.45%-3.46%-3.05%7.95%4.87%13.98%
20221.10%-4.03%-1.02%-8.15%1.87%-7.48%-1.19%1.34%-10.86%-4.01%14.09%-1.58%-20.02%
20211.33%3.35%-2.26%1.52%0.14%1.28%-9.81%-2.41%-6.85%0.60%-5.18%1.13%-16.65%

Benchmark Metrics

TIAA-CREF Emerging Markets Equity Fund has an annualized alpha of -4.99%, beta of 0.84, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 04, 2011.

  • This fund participated in 105.71% of S&P 500 Index downside but only 70.73% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -4.99% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.99%
Beta
0.84
0.58
Upside Capture
70.73%
Downside Capture
105.71%

Expense Ratio

TEMLX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TEMLX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TEMLX Risk / Return Rank: 8585
Overall Rank
TEMLX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TEMLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
TEMLX Omega Ratio Rank: 8383
Omega Ratio Rank
TEMLX Calmar Ratio Rank: 8686
Calmar Ratio Rank
TEMLX Martin Ratio Rank: 8686
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Fund (TEMLX) and compare them to S&P 500 Index.


TEMLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.56

1.41

+0.16

Calmar ratioReturn relative to maximum drawdown

4.14

2.93

+1.22

Martin ratioReturn relative to average drawdown

16.13

13.52

+2.61

Dividends

Dividend History

TIAA-CREF Emerging Markets Equity Fund provided a 2.73% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.35$0.35$0.20$0.26$0.00$2.22$1.21$0.18$0.44$0.45$0.08$0.09

Dividend yield

2.73%3.46%2.64%3.25%0.05%24.53%8.93%1.42%4.51%3.55%0.93%1.00%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.22$2.22

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Emerging Markets Equity Fund. 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 Emerging Markets Equity Fund was 47.40%, occurring on Oct 24, 2022. Recovery took 815 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-47.40%Oct 2022
1y 8mo3y 3mo
4y 11moFeb 2021 - Jan 2026
COVID crash2020
-37.82%Mar 2020
2y 1mo7mo 17d
2y 9moJan 2018 - Nov 2020
2016 bear market2016
-35.80%Feb 2016
4y 9mo1y 5mo
6y 2moMay 2011 - Jul 2017
2026 correction2026
-14.26%Mar 2026
1mo 2d1mo 6d
2mo 8dFeb 2026 - May 2026
2011 pullback2011
-7.54%Mar 2011
2mo 10d16d
2mo 26dJan 2011 - Apr 2011

Drawdown Indicators


TEMLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.40%

-56.78%

+9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-9.10%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-18.90%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-45.15%

-25.43%

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.40%

-33.92%

-13.48%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-17.75%

-10.72%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

1.97%

+1.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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