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COBYX vs. TEQLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COBYX vs. TEQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Cook & Bynum Fund (COBYX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). The values are adjusted to include any dividend payments, if applicable.

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COBYX vs. TEQLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COBYX
The Cook & Bynum Fund
3.01%20.50%-10.32%16.73%9.28%9.05%-10.97%9.40%-13.40%15.12%
TEQLX
TIAA-CREF Emerging Markets Equity Index Fund
2.92%34.10%6.71%9.23%-20.22%-3.07%17.67%18.59%-14.60%37.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with COBYX having a 3.01% return and TEQLX slightly lower at 2.92%. Over the past 10 years, COBYX has underperformed TEQLX with an annualized return of 3.93%, while TEQLX has yielded a comparatively higher 7.93% annualized return.


COBYX

1D
1.85%
1M
-3.87%
YTD
3.01%
6M
7.66%
1Y
7.10%
3Y*
7.06%
5Y*
7.72%
10Y*
3.93%

TEQLX

1D
2.77%
1M
-9.01%
YTD
2.92%
6M
6.55%
1Y
32.01%
3Y*
15.51%
5Y*
3.58%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COBYX vs. TEQLX - Expense Ratio Comparison

COBYX has a 1.49% expense ratio, which is higher than TEQLX's 0.19% expense ratio.


Return for Risk

COBYX vs. TEQLX — Risk / Return Rank

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

COBYX
COBYX Risk / Return Rank: 2424
Overall Rank
COBYX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
COBYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
COBYX Omega Ratio Rank: 2020
Omega Ratio Rank
COBYX Calmar Ratio Rank: 3434
Calmar Ratio Rank
COBYX Martin Ratio Rank: 2525
Martin Ratio Rank

TEQLX
TEQLX Risk / Return Rank: 8686
Overall Rank
TEQLX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TEQLX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TEQLX Omega Ratio Rank: 8585
Omega Ratio Rank
TEQLX Calmar Ratio Rank: 8585
Calmar Ratio Rank
TEQLX Martin Ratio Rank: 8383
Martin Ratio Rank
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.

COBYX vs. TEQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cook & Bynum Fund (COBYX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). 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.


COBYXTEQLXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.87

-1.25

Sortino ratio

Return per unit of downside risk

0.92

2.44

-1.52

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratio

Return relative to maximum drawdown

1.05

2.24

-1.19

Martin ratio

Return relative to average drawdown

3.15

8.90

-5.76

COBYX vs. TEQLX - Sharpe Ratio Comparison

The current COBYX Sharpe Ratio is 0.62, which is lower than the TEQLX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of COBYX and TEQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COBYXTEQLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.87

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.22

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.46

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Correlation

The correlation between COBYX and TEQLX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COBYX vs. TEQLX - Dividend Comparison

COBYX's dividend yield for the trailing twelve months is around 1.14%, less than TEQLX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
COBYX
The Cook & Bynum Fund
1.14%1.18%0.00%1.01%1.16%2.18%0.32%0.69%12.60%1.88%5.09%0.00%
TEQLX
TIAA-CREF Emerging Markets Equity Index Fund
2.75%2.83%2.93%3.08%2.51%2.27%2.04%2.77%2.43%1.98%1.88%2.40%

Drawdowns

COBYX vs. TEQLX - Drawdown Comparison

The maximum COBYX drawdown since its inception was -34.18%, smaller than the maximum TEQLX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for COBYX and TEQLX.


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Drawdown Indicators


COBYXTEQLXDifference

Max Drawdown

Largest peak-to-trough decline

-34.18%

-39.33%

+5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-13.32%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.10%

-37.14%

+20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.18%

-39.33%

+5.15%

Current Drawdown

Current decline from peak

-6.21%

-10.91%

+4.70%

Average Drawdown

Average peak-to-trough decline

-6.86%

-14.74%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.35%

-0.36%

Volatility

COBYX vs. TEQLX - Volatility Comparison

The current volatility for The Cook & Bynum Fund (COBYX) is 5.20%, while TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a volatility of 9.21%. This indicates that COBYX experiences smaller price fluctuations and is considered to be less risky than TEQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COBYXTEQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

9.21%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

13.55%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

17.70%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

16.54%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

17.46%

-3.91%