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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Social Choice International 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 Social Choice International Equity Fund (TSONX) has returned -4.27% so far this year and 16.05% over the past 12 months. Over the last ten years, TSONX has returned 8.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
TIAA-CREF Social Choice International Equity Fund
- 1D
- 0.40%
- 1M
- -12.16%
- YTD
- -4.27%
- 6M
- -0.63%
- 1Y
- 16.05%
- 3Y*
- 11.63%
- 5Y*
- 7.05%
- 10Y*
- 8.05%
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 4, 2016, TSONX's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSONX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.08% | 4.72% | -12.16% | -4.27% | |||||||||
| 2025 | 4.41% | 2.45% | -0.87% | 4.89% | 4.04% | 2.81% | -2.80% | 4.62% | 2.37% | 0.81% | 0.37% | 2.58% | 28.55% |
| 2024 | -0.70% | 2.34% | 2.90% | -3.19% | 5.28% | -2.11% | 3.34% | 3.45% | 1.04% | -5.70% | 0.44% | -3.33% | 3.18% |
| 2023 | 8.58% | -2.72% | 3.05% | 3.12% | -3.98% | 4.23% | 2.63% | -3.72% | -3.54% | -3.09% | 8.96% | 5.49% | 19.26% |
| 2022 | -3.65% | -3.32% | 0.24% | -6.14% | 1.36% | -8.97% | 5.06% | -6.05% | -9.70% | 5.89% | 13.76% | -1.84% | -14.78% |
| 2021 | -1.70% | 2.14% | 2.33% | 2.44% | 3.84% | -1.18% | 0.75% | 2.52% | -3.26% | 3.44% | -4.78% | 5.32% | 11.95% |
Benchmark Metrics
TIAA-CREF Social Choice International Equity Fund has an annualized alpha of -1.09%, beta of 0.77, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 90.70% of S&P 500 Index downside but only 75.44% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.09%
- Beta
- 0.77
- R²
- 0.69
- Upside Capture
- 75.44%
- Downside Capture
- 90.70%
Expense Ratio
TSONX has an expense ratio of 0.36%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSONX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TIAA-CREF Social Choice International Equity Fund (TSONX) and compare them to a chosen benchmark (S&P 500 Index).
| TSONX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.90 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.39 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.40 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.50 | 6.61 | -2.11 |
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 TSONX 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 Social Choice International Equity Fund provided a 6.06% dividend yield over the last twelve months, with an annual payout of $0.91 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.91 | $0.91 | $0.42 | $0.41 | $0.26 | $0.42 | $0.18 | $0.19 | $0.24 | $0.00 | $0.24 |
Dividend yield | 6.06% | 5.80% | 3.25% | 3.21% | 2.31% | 3.13% | 1.48% | 1.63% | 2.52% | 0.04% | 2.57% |
Monthly Dividends
The table displays the monthly dividend distributions for TIAA-CREF Social Choice International 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 | $0.91 | $0.91 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2022 | $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 |
| 2021 | $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 |
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 Social Choice International 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 Social Choice International Equity Fund was 33.02%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current TIAA-CREF Social Choice International Equity Fund drawdown is 12.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.02% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -29.51% | Sep 8, 2021 | 266 | Sep 27, 2022 | 314 | Dec 27, 2023 | 580 |
| -21.84% | Jan 29, 2018 | 229 | Dec 24, 2018 | 257 | Jan 2, 2020 | 486 |
| -13.1% | Sep 27, 2024 | 132 | Apr 8, 2025 | 13 | Apr 28, 2025 | 145 |
| -12.63% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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