TCIEX vs. FGJEX
Compare and contrast key facts about TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX).
TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002. FGJEX is an actively managed fund by Fidelity. It was launched on Mar 20, 2025.
Performance
TCIEX vs. FGJEX - Performance Comparison
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TCIEX vs. FGJEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | -1.90% | 17.41% |
FGJEX Fidelity Advisor Growth & Income Fund Class Z | -2.99% | 24.15% |
Returns By Period
In the year-to-date period, TCIEX achieves a -1.90% return, which is significantly higher than FGJEX's -2.99% return.
TCIEX
- 1D
- 0.37%
- 1M
- -10.84%
- YTD
- -1.90%
- 6M
- 2.34%
- 1Y
- 19.49%
- 3Y*
- 13.36%
- 5Y*
- 7.86%
- 10Y*
- 8.58%
FGJEX
- 1D
- -0.41%
- 1M
- -7.13%
- YTD
- -2.99%
- 6M
- 0.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TCIEX vs. FGJEX - Expense Ratio Comparison
TCIEX has a 0.05% expense ratio, which is lower than FGJEX's 0.46% expense ratio.
Return for Risk
TCIEX vs. FGJEX — Risk / Return Rank
TCIEX
FGJEX
TCIEX vs. FGJEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.
| TCIEX | FGJEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | — | — |
Sortino ratioReturn per unit of downside risk | 1.53 | — | — |
Omega ratioGain probability vs. loss probability | 1.22 | — | — |
Calmar ratioReturn relative to maximum drawdown | 1.48 | — | — |
Martin ratioReturn relative to average drawdown | 5.82 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCIEX | FGJEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 2.09 | -1.71 |
Correlation
The correlation between TCIEX and FGJEX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TCIEX vs. FGJEX - Dividend Comparison
TCIEX's dividend yield for the trailing twelve months is around 3.97%, less than FGJEX's 9.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.97% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
FGJEX Fidelity Advisor Growth & Income Fund Class Z | 9.88% | 9.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TCIEX vs. FGJEX - Drawdown Comparison
The maximum TCIEX drawdown since its inception was -59.27%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for TCIEX and FGJEX.
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Drawdown Indicators
| TCIEX | FGJEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -8.32% | -50.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.58% | — | — |
Current DrawdownCurrent decline from peak | -10.86% | -8.32% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -1.05% | -9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | — | — |
Volatility
TCIEX vs. FGJEX - Volatility Comparison
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Volatility by Period
| TCIEX | FGJEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 10.78% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 10.78% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 10.78% | +5.78% |