- ISIN
- US87245R4746
- Issuer
- TIAA Investments
- Inception Date
- Aug 7, 2015
- Category
- Foreign Large Cap Equities
- Min. Investment
- $2,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
TSONX Performance Chart
TIAA-CREF Social Choice International Equity Fund (TSONX) is up 9.1% since the beginning of the year. TSONX is currently trading at $17 per share. Investors who bought $1,000 worth of TSONX shares 5 years ago would now be looking at an investment worth $1,529.
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Returns By Period
TIAA-CREF Social Choice International Equity Fund (TSONX) has returned 9.11% so far this year and 22.69% over the past 12 months. Over the last ten years, TSONX has returned 9.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
TIAA-CREF Social Choice International Equity Fund
- 1D
- 1.00%
- 1M
- 2.58%
- YTD
- 9.11%
- 6M
- 9.46%
- 1Y
- 22.69%
- 3Y*
- 14.85%
- 5Y*
- 8.87%
- 10Y*
- 9.17%
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%
TSONX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, TSONX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 64% of months were positive and 36% 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% | -9.24% | 6.25% | 2.06% | 1.72% | 9.11% | ||||||
| 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 -0.97%, beta of 0.77, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 88.13% of S&P 500 Index downside but only 73.91% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.97%
- Beta
- 0.77
- R²
- 0.69
- Upside Capture
- 73.91%
- Downside Capture
- 88.13%
Expense Ratio
TSONX has an expense ratio of 0.36%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSONX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
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 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.
| TSONX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.78 | -1.05 |
| Martin ratioReturn relative to average drawdown | 6.38 | 12.44 | -6.06 |
Dividends
Dividend History
TIAA-CREF Social Choice International Equity Fund provided a 5.32% 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 | 5.32% | 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 | $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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.02%Mar 2020 | 2mo 2d | 7mo 22d | 9mo 24dJan 2020 - Nov 2020 |
Bear market2022 | -29.51%Sep 2022 | 1y 19d | 1y 3mo | 2y 3moSep 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -21.84%Dec 2018 | 10mo 29d | 1y 9d | 1y 11moJan 2018 - Jan 2020 |
2025 selloff2025 | -13.10%Apr 2025 | 6mo 13d | 20d | 7mo 3dSep 2024 - Apr 2025 |
2026 correction2026 | -12.63%Mar 2026 | 18d | 3mo | 3mo 18dMar 2026 - Jun 2026 |
Drawdown Indicators
| TSONX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -56.78% | +23.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -9.10% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.10% | -18.90% | +5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -25.43% | -4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.92% | +0.90% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -10.71% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.03% | +1.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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