TCIEX vs. TILGX
Compare and contrast key facts about TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX).
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. TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCIEX or TILGX.
Key characteristics
| TCIEX | TILGX | |
|---|---|---|
| YTD Return | 7.04% | 27.77% |
| 1Y Return | 18.77% | 41.82% |
| 3Y Return (Ann) | 2.29% | 7.08% |
| 5Y Return (Ann) | 6.11% | 17.80% |
| 10Y Return (Ann) | 5.38% | 15.13% |
| Sharpe Ratio | 1.37 | 2.28 |
| Sortino Ratio | 1.96 | 2.89 |
| Omega Ratio | 1.24 | 1.43 |
| Calmar Ratio | 1.80 | 2.94 |
| Martin Ratio | 7.65 | 11.79 |
| Ulcer Index | 2.45% | 3.47% |
| Daily Std Dev | 13.70% | 17.93% |
| Max Drawdown | -60.62% | -52.16% |
| Current Drawdown | -6.40% | 0.00% |
Correlation
The correlation between TCIEX and TILGX is 0.73, 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.
Performance
TCIEX vs. TILGX - Performance Comparison
In the year-to-date period, TCIEX achieves a 7.04% return, which is significantly lower than TILGX's 27.77% return. Over the past 10 years, TCIEX has underperformed TILGX with an annualized return of 5.38%, while TILGX has yielded a comparatively higher 15.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TCIEX vs. TILGX - Expense Ratio Comparison
TCIEX has a 0.05% expense ratio, which is lower than TILGX's 0.40% expense ratio.
Risk-Adjusted Performance
TCIEX vs. TILGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) 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.
Dividends
TCIEX vs. TILGX - Dividend Comparison
TCIEX's dividend yield for the trailing twelve months is around 2.94%, more than TILGX's 0.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 2.94% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.05% | 3.94% | 2.83% |
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class | 0.17% | 0.22% | 0.42% | 0.14% | 0.50% | 0.42% | 0.69% | 0.48% | 0.61% | 0.37% | 0.33% | 0.37% |
Drawdowns
TCIEX vs. TILGX - Drawdown Comparison
The maximum TCIEX drawdown since its inception was -60.62%, which is greater than TILGX's maximum drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TCIEX and TILGX. For additional features, visit the drawdowns tool.
Volatility
TCIEX vs. TILGX - Volatility Comparison
The current volatility for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) is 4.01%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 5.00%. This indicates that TCIEX 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.