- ISIN
- US87245P4789
- Issuer
- TIAA Investments
- Inception Date
- Dec 8, 2016
- Category
- Foreign Small & Mid Cap Equities
- Min. Investment
- $2,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
TIISX Performance Chart
TIAA-CREF Quant International Small-Cap Equity Fund (TIISX) is up 19.3% since the beginning of the year. TIISX is currently trading at $16 per share. Investors who bought $1,000 worth of TIISX shares 5 years ago would now be looking at an investment worth $1,633.
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Returns By Period
TIAA-CREF Quant International Small-Cap Equity Fund (TIISX) has returned 19.27% so far this year and 35.83% over the past 12 months.
TIAA-CREF Quant International Small-Cap Equity Fund
- 1D
- 0.78%
- 1M
- 2.23%
- YTD
- 19.27%
- 6M
- 19.36%
- 1Y
- 35.83%
- 3Y*
- 21.98%
- 5Y*
- 10.30%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
TIISX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, TIISX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 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% | -9.17% | 9.22% | 4.76% | -0.26% | 19.27% | ||||||
| 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 -0.27%, beta of 0.73, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 94.60% of S&P 500 Index downside but only 79.52% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.27%
- Beta
- 0.73
- R²
- 0.67
- Upside Capture
- 79.52%
- Downside Capture
- 94.60%
Expense Ratio
TIISX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TIISX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIISX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.78 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.25 | 12.44 | -1.19 |
Dividends
Dividend History
TIAA-CREF Quant International Small-Cap Equity Fund provided a 7.15% 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 | 7.15% | 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 | $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 0.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -48.87%Mar 2020 | 2y 1mo | 11mo | 3y 19dJan 2018 - Feb 2021 |
Bear market2022 | -32.14%Oct 2022 | 1y 1mo | 1y 9mo | 2y 10moSep 2021 - Jul 2024 |
2025 selloff2025 | -12.51%Apr 2025 | 6mo 13d | 20d | 7mo 3dSep 2024 - Apr 2025 |
2026 correction2026 | -11.89%Mar 2026 | 28d | 18d | 1mo 16dMar 2026 - Apr 2026 |
2024 pullback2024 | -9.27%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
Drawdown Indicators
| TIISX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.87% | -56.78% | +7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.10% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -12.51% | -18.90% | +6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -25.43% | -6.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.45% | -1.80% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -10.83% | -10.71% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.03% | +1.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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