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EWL vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWL and TILGX is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

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.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
268.95%
176.26%
EWL
TILGX

Key characteristics

Sharpe Ratio

EWL:

1.11

TILGX:

0.07

Sortino Ratio

EWL:

1.59

TILGX:

0.25

Omega Ratio

EWL:

1.21

TILGX:

1.03

Calmar Ratio

EWL:

1.29

TILGX:

0.06

Martin Ratio

EWL:

3.10

TILGX:

0.20

Ulcer Index

EWL:

5.62%

TILGX:

8.29%

Daily Std Dev

EWL:

15.74%

TILGX:

23.61%

Max Drawdown

EWL:

-51.62%

TILGX:

-54.54%

Current Drawdown

EWL:

-1.06%

TILGX:

-17.89%

Returns By Period

In the year-to-date period, EWL achieves a 15.23% return, which is significantly higher than TILGX's -11.42% return. Over the past 10 years, EWL has outperformed TILGX with an annualized return of 6.58%, while TILGX has yielded a comparatively lower 5.12% annualized return.


EWL

YTD

15.23%

1M

-0.04%

6M

4.29%

1Y

17.35%

5Y*

9.62%

10Y*

6.58%

TILGX

YTD

-11.42%

1M

-5.50%

6M

-11.48%

1Y

0.41%

5Y*

3.70%

10Y*

5.12%

*Annualized

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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.


Expense ratio chart for EWL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWL: 0.50%
Expense ratio chart for TILGX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TILGX: 0.40%

Risk-Adjusted Performance

EWL vs. TILGX — Risk-Adjusted Performance Rank

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

EWL
The Risk-Adjusted Performance Rank of EWL is 8282
Overall Rank
The Sharpe Ratio Rank of EWL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of EWL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EWL is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EWL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EWL is 7575
Martin Ratio Rank

TILGX
The Risk-Adjusted Performance Rank of TILGX is 3030
Overall Rank
The Sharpe Ratio Rank of TILGX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of TILGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TILGX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TILGX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TILGX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWL vs. TILGX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for EWL, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.00
EWL: 1.11
TILGX: 0.07
The chart of Sortino ratio for EWL, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.00
EWL: 1.59
TILGX: 0.25
The chart of Omega ratio for EWL, currently valued at 1.21, compared to the broader market0.501.001.502.00
EWL: 1.21
TILGX: 1.03
The chart of Calmar ratio for EWL, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.00
EWL: 1.29
TILGX: 0.06
The chart of Martin ratio for EWL, currently valued at 3.10, compared to the broader market0.0020.0040.0060.00
EWL: 3.10
TILGX: 0.20

The current EWL Sharpe Ratio is 1.11, which is higher than the TILGX Sharpe Ratio of 0.07. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.11
0.07
EWL
TILGX

Dividends

EWL vs. TILGX - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.92%, less than TILGX's 7.24% yield.


TTM20242023202220212020201920182017201620152014
EWL
iShares MSCI Switzerland ETF
1.92%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
7.24%6.41%0.22%0.42%10.49%37.04%4.41%14.12%4.31%1.82%3.80%12.49%

Drawdowns

EWL vs. TILGX - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, smaller than the maximum TILGX drawdown of -54.54%. Use the drawdown chart below to compare losses from any high point for EWL and TILGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.06%
-17.89%
EWL
TILGX

Volatility

EWL vs. TILGX - Volatility Comparison

The current volatility for iShares MSCI Switzerland ETF (EWL) is 9.71%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 13.29%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.71%
13.29%
EWL
TILGX