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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Quant International Small-Cap Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
TIAA-CREF Quant International Small-Cap Equity Fund (TIISX) has returned 1.38% so far this year and 32.80% over the past 12 months.
TIAA-CREF Quant International Small-Cap Equity Fund
- 1D
- -0.60%
- 1M
- -11.89%
- YTD
- 1.38%
- 6M
- 3.14%
- 1Y
- 32.80%
- 3Y*
- 17.18%
- 5Y*
- 7.92%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, TIISX's average daily return is +0.03%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +11.6%, while the worst month was Mar 2020 at -22.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TIISX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.73% | 7.81% | -11.89% | 1.38% | |||||||||
| 2025 | 1.05% | 0.47% | 1.97% | 5.90% | 6.88% | 6.03% | -0.69% | 4.87% | 3.02% | -1.00% | 0.43% | 2.32% | 35.62% |
| 2024 | -0.49% | 3.03% | 3.13% | -2.76% | 4.25% | -0.36% | 2.55% | 1.42% | 0.96% | -4.42% | 0.54% | -2.52% | 5.06% |
| 2023 | 7.05% | -2.88% | 0.95% | 1.68% | -3.20% | 4.05% | 4.92% | -3.42% | -3.03% | -5.21% | 9.35% | 6.81% | 16.93% |
| 2022 | -5.57% | -0.83% | 1.11% | -6.06% | 1.08% | -11.12% | 5.88% | -4.32% | -10.96% | 3.98% | 11.60% | -2.39% | -18.35% |
| 2021 | 0.00% | 2.73% | 2.40% | 4.59% | 1.82% | 0.81% | 1.05% | 1.04% | -3.40% | 2.13% | -5.93% | 4.32% | 11.65% |
Benchmark Metrics
TIAA-CREF Quant International Small-Cap Equity Fund has an annualized alpha of -0.59%, beta of 0.72, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 95.23% of S&P 500 Index downside but only 79.44% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.59%
- Beta
- 0.72
- R²
- 0.67
- Upside Capture
- 79.44%
- Downside Capture
- 95.23%
Expense Ratio
TIISX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TIISX ranks 91 for risk / return — in the top 91% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TIAA-CREF Quant International Small-Cap Equity Fund (TIISX) and compare them to a chosen benchmark (S&P 500 Index).
| TIISX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.90 | +1.21 |
Sortino ratioReturn per unit of downside risk | 2.69 | 1.39 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.40 | +1.17 |
Martin ratioReturn relative to average drawdown | 9.94 | 6.61 | +3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TIISX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
TIAA-CREF Quant International Small-Cap Equity Fund provided a 8.41% dividend yield over the last twelve months, with an annual payout of $1.12 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.12 | $1.12 | $0.34 | $0.31 | $0.31 | $0.73 | $0.22 | $0.35 | $0.58 | $0.45 |
Dividend yield | 8.41% | 8.53% | 3.29% | 3.01% | 3.45% | 6.38% | 1.99% | 3.33% | 6.37% | 3.56% |
Monthly Dividends
The table displays the monthly dividend distributions for TIAA-CREF Quant International Small-Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $1.12 | $1.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
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 Quant International Small-Cap 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 Quant International Small-Cap Equity Fund was 48.87%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.
The current TIAA-CREF Quant International Small-Cap Equity Fund drawdown is 11.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.87% | Jan 29, 2018 | 541 | Mar 23, 2020 | 227 | Feb 16, 2021 | 768 |
| -32.14% | Sep 7, 2021 | 280 | Oct 14, 2022 | 436 | Jul 12, 2024 | 716 |
| -12.51% | Sep 27, 2024 | 132 | Apr 8, 2025 | 13 | Apr 28, 2025 | 145 |
| -11.89% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
| -9.27% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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