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EWL vs. TILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWL vs. TILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

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EWL vs. TILGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWL
iShares MSCI Switzerland ETF
-1.92%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-9.21%23.34%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
-11.95%15.25%29.23%47.05%-32.76%16.84%44.23%30.76%-0.38%33.89%

Returns By Period

In the year-to-date period, EWL achieves a -1.92% return, which is significantly higher than TILGX's -11.95% return. Over the past 10 years, EWL has underperformed TILGX with an annualized return of 9.38%, while TILGX has yielded a comparatively higher 14.55% annualized return.


EWL

1D
2.24%
1M
-9.63%
YTD
-1.92%
6M
6.46%
1Y
15.70%
3Y*
11.32%
5Y*
7.64%
10Y*
9.38%

TILGX

1D
-0.50%
1M
-8.17%
YTD
-11.95%
6M
-10.69%
1Y
14.34%
3Y*
18.09%
5Y*
8.08%
10Y*
14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWL vs. TILGX - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than TILGX's 0.40% expense ratio.


Return for Risk

EWL vs. TILGX — Risk / Return Rank

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

EWL
EWL Risk / Return Rank: 4949
Overall Rank
EWL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 5454
Sortino Ratio Rank
EWL Omega Ratio Rank: 5050
Omega Ratio Rank
EWL Calmar Ratio Rank: 4444
Calmar Ratio Rank
EWL Martin Ratio Rank: 4545
Martin Ratio Rank

TILGX
TILGX Risk / Return Rank: 2727
Overall Rank
TILGX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TILGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILGX Omega Ratio Rank: 3030
Omega Ratio Rank
TILGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
TILGX Martin Ratio Rank: 2323
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.

EWL vs. TILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


EWLTILGXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.65

+0.29

Sortino ratio

Return per unit of downside risk

1.38

1.09

+0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.70

+0.35

Martin ratio

Return relative to average drawdown

4.08

2.38

+1.70

EWL vs. TILGX - Sharpe Ratio Comparison

The current EWL Sharpe Ratio is 0.93, which is higher than the TILGX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EWL and TILGX, 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


EWLTILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.65

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.37

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.68

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.52

-0.18

Correlation

The correlation between EWL and TILGX is 0.63, 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

EWL vs. TILGX - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.74%, less than TILGX's 15.76% yield.


TTM20252024202320222021202020192018201720162015
EWL
iShares MSCI Switzerland ETF
1.74%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
15.76%13.87%6.41%0.22%0.42%10.49%37.04%4.41%14.12%3.83%1.82%3.80%

Drawdowns

EWL vs. TILGX - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, roughly equal to the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for EWL and TILGX.


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Drawdown Indicators


EWLTILGXDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-52.16%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-15.19%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-37.86%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

-37.86%

+8.87%

Current Drawdown

Current decline from peak

-9.63%

-15.19%

+5.56%

Average Drawdown

Average peak-to-trough decline

-11.12%

-8.90%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

4.47%

-0.99%

Volatility

EWL vs. TILGX - Volatility Comparison

iShares MSCI Switzerland ETF (EWL) has a higher volatility of 6.66% compared to TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) at 5.15%. This indicates that EWL's price experiences larger fluctuations and is considered to be riskier than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLTILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.15%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

12.16%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

22.10%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

21.90%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

21.56%

-5.20%