BGEIX vs. TIISX

Last updated Jun 13, 2026

BGEIX (American Century Global Gold Fund) and TIISX (TIAA-CREF Quant International Small-Cap Equity Fund) are both mutual funds - BGEIX is a Precious Metals fund managed by American Century, while TIISX is a Foreign Small & Mid Cap Equities fund managed by TIAA Investments. Over the past 5 years, BGEIX returned 16.48%/yr vs 9.05%/yr for TIISX. At a 0.42 correlation, their price movements are largely independent. BGEIX charges 0.65%/yr vs 0.72%/yr for TIISX.

Performance

BGEIX vs. TIISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Gold Fund (BGEIX) and TIAA-CREF Quant International Small-Cap Equity Fund (TIISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGEIX achieves a -9.64% return, which is significantly lower than TIISX's 16.44% return.

BGEIX

• 1D: 5.64%
• 1M: -17.86%
• YTD: -9.64%
• 6M: -7.72%
• 1Y: 42.26%
• 3Y*: 38.91%
• 5Y*: 16.48%
• 10Y*: 12.13%

TIISX

• 1D: 3.04%
• 1M: -0.20%
• YTD: 16.44%
• 6M: 18.71%
• 1Y: 31.45%
• 3Y*: 21.67%
• 5Y*: 9.05%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGEIX vs. TIISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGEIX American Century Global Gold Fund	-9.64%	158.45%	15.10%	7.52%	-12.54%	-8.85%	18.92%	37.82%	-7.43%	10.62%
TIISX TIAA-CREF Quant International Small-Cap Equity Fund	16.44%	35.62%	5.06%	16.93%	-18.35%	11.65%	5.86%	20.82%	-23.26%	30.62%

Correlation

The correlation between BGEIX and TIISX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.42

The correlation between BGEIX and TIISX shifts across timeframes, from 0.42 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BGEIX vs. TIISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGEIX

BGEIX Risk / Return Rank: 23
BGEIX Sharpe Ratio Rank: 25
BGEIX Sortino Ratio Rank: 22
BGEIX Omega Ratio Rank: 27
BGEIX Calmar Ratio Rank: 22
BGEIX Martin Ratio Rank: 19

TIISX

TIISX Risk / Return Rank: 69
TIISX Sharpe Ratio Rank: 74
TIISX Sortino Ratio Rank: 73
TIISX Omega Ratio Rank: 71
TIISX Calmar Ratio Rank: 67
TIISX Martin Ratio Rank: 62

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.

BGEIX vs. TIISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Gold Fund (BGEIX) and TIAA-CREF Quant International Small-Cap Equity Fund (TIISX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	BGEIX	TIISX	Difference
Sharpe ratio: Return per unit of total volatility	1.13	2.12	-0.99
Sortino ratio: Return per unit of downside risk	1.55	2.95	-1.40
Omega ratio: Gain probability vs. loss probability	1.22	1.39	-0.17
Calmar ratio: Return relative to maximum drawdown	1.37	2.69	-1.32
Martin ratio: Return relative to average drawdown	3.91	10.22	-6.31

BGEIX vs. TIISX - Sharpe Ratio Comparison

The current BGEIX Sharpe Ratio is 1.13, which is lower than the TIISX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BGEIX and TIISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BGEIX vs. TIISX - Drawdown Comparison

The maximum BGEIX drawdown since its inception was -78.69%, which is greater than TIISX's maximum drawdown of -48.87%. Use the drawdown chart below to compare losses from any high point for BGEIX and TIISX.

Drawdown Indicators

	BGEIX	TIISX	Difference
Max Drawdown Largest peak-to-trough decline	-78.69%	-48.87%	-29.82%
Max Drawdown (1Y) Largest decline over 1 year	-36.12%	-11.89%	-24.23%
Max Drawdown (3Y) Largest decline over 3 years	-36.12%	-12.51%	-23.61%
Max Drawdown (5Y) Largest decline over 5 years	-46.62%	-32.14%	-14.48%
Max Drawdown (10Y) Largest decline over 10 years	-51.92%	—	—
Current Drawdown Current decline from peak	-32.52%	-2.75%	-29.77%
Average Drawdown Average peak-to-trough decline	-35.15%	-10.85%	-24.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.64%	3.12%	+9.52%

Volatility

BGEIX vs. TIISX - Volatility Comparison

American Century Global Gold Fund (BGEIX) has a higher volatility of 15.75% compared to TIAA-CREF Quant International Small-Cap Equity Fund (TIISX) at 6.06%. This indicates that BGEIX's price experiences larger fluctuations and is considered to be riskier than TIISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGEIX	TIISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.75%	6.06%	+9.69%
Volatility (6M) Calculated over the trailing 6-month period	36.73%	12.89%	+23.84%
Volatility (1Y) Calculated over the trailing 1-year period	43.93%	15.15%	+28.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.96%	15.49%	+18.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.42%	16.42%	+17.00%

BGEIX vs. TIISX - Expense Ratio Comparison

BGEIX has a 0.65% expense ratio, which is lower than TIISX's 0.72% expense ratio.

Dividends

BGEIX vs. TIISX - Dividend Comparison

BGEIX's dividend yield for the trailing twelve months is around 1.25%, less than TIISX's 7.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BGEIX American Century Global Gold Fund	1.25%	0.85%	1.36%	1.56%	1.38%	2.13%	0.56%	0.87%	0.00%	0.00%	10.56%
TIISX TIAA-CREF Quant International Small-Cap Equity Fund	7.32%	8.53%	3.29%	3.01%	3.45%	6.38%	1.99%	3.33%	6.37%	3.56%	0.00%

Frequently Asked Questions

Can I hold both BGEIX and TIISX in my portfolio?

BGEIX and TIISX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGEIX or TIISX?

BGEIX has higher volatility (15.75%) compared to TIISX (6.06%). In terms of maximum drawdown, BGEIX dropped -78.69% vs TIISX's -48.87%.

Which has better risk-adjusted returns?

TIISX currently has the higher Sharpe Ratio (2.12 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.