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TCIEX vs. MNTRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCIEX vs. MNTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and Allspring Core Bond Fund (MNTRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCIEX achieves a 8.98% return, which is significantly higher than MNTRX's 0.29% return. Over the past 10 years, TCIEX has outperformed MNTRX with an annualized return of 9.76%, while MNTRX has yielded a comparatively lower 1.40% annualized return.


TCIEX

1D
3.02%
1M
1.03%
YTD
8.98%
6M
10.44%
1Y
21.44%
3Y*
16.51%
5Y*
8.44%
10Y*
9.76%

MNTRX

1D
0.55%
1M
0.52%
YTD
0.29%
6M
0.90%
1Y
4.87%
3Y*
3.88%
5Y*
-0.24%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCIEX vs. MNTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
8.98%31.55%3.69%18.21%-14.19%11.30%8.13%21.82%-13.27%25.34%
MNTRX
Allspring Core Bond Fund
0.29%7.16%1.38%5.37%-13.82%-2.10%8.51%8.18%-0.57%3.28%

Correlation

The correlation between TCIEX and MNTRX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2003

-0.05

The correlation between TCIEX and MNTRX shifts across timeframes, from -0.05 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TCIEX vs. MNTRX — Risk / Return Rank

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

TCIEX
TCIEX Risk / Return Rank: 3535
Overall Rank
TCIEX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 3434
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 3636
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 3939
Martin Ratio Rank

MNTRX
MNTRX Risk / Return Rank: 2424
Overall Rank
MNTRX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MNTRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MNTRX Omega Ratio Rank: 2424
Omega Ratio Rank
MNTRX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MNTRX Martin Ratio Rank: 2121
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.

TCIEX vs. MNTRX - 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 Allspring Core Bond Fund (MNTRX). 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.


TCIEXMNTRXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

1.84

1.56

+0.28

Martin ratioReturn relative to average drawdown

6.82

4.59

+2.23

TCIEX vs. MNTRX - Sharpe Ratio Comparison

The current TCIEX Sharpe Ratio is 1.33, which is comparable to the MNTRX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TCIEX and MNTRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TCIEX vs. MNTRX - Drawdown Comparison

The maximum TCIEX drawdown since its inception was -59.27%, which is greater than MNTRX's maximum drawdown of -19.36%. Use the drawdown chart below to compare losses from any high point for TCIEX and MNTRX.


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Drawdown Indicators


TCIEXMNTRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-19.36%

-39.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-3.06%

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-6.27%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.25%

-18.91%

-10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

-19.36%

-14.22%

Current Drawdown

Current decline from peak

-0.98%

-3.14%

+2.16%

Average Drawdown

Average peak-to-trough decline

-10.57%

-2.46%

-8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.04%

+2.01%

Volatility

TCIEX vs. MNTRX - Volatility Comparison

TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a higher volatility of 5.30% compared to Allspring Core Bond Fund (MNTRX) at 1.35%. This indicates that TCIEX's price experiences larger fluctuations and is considered to be riskier than MNTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCIEXMNTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

1.35%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

2.93%

+10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

3.95%

+11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

6.04%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

4.96%

+11.71%

TCIEX vs. MNTRX - Expense Ratio Comparison

TCIEX has a 0.05% expense ratio, which is lower than MNTRX's 0.70% expense ratio.


Dividends

TCIEX vs. MNTRX - Dividend Comparison

TCIEX's dividend yield for the trailing twelve months is around 3.57%, less than MNTRX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MNTRX
Allspring Core Bond Fund
4.06%4.07%4.13%3.19%1.85%1.75%6.35%2.46%2.33%1.74%1.97%1.45%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
3.57%3.89%3.17%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.06%

Frequently Asked Questions


TCIEX and MNTRX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCIEX has higher volatility (5.30%) compared to MNTRX (1.35%). In terms of maximum drawdown, TCIEX dropped -59.27% vs MNTRX's -19.36%.

TCIEX currently has the higher Sharpe Ratio (1.33 vs 1.22), 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.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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