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TCIEX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCIEX vs. TILIX - 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 TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

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TCIEX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
-1.90%31.55%3.69%18.21%-14.19%11.30%8.13%21.82%-13.27%25.34%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, TCIEX achieves a -1.90% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, TCIEX has underperformed TILIX with an annualized return of 8.58%, while TILIX has yielded a comparatively higher 16.09% annualized 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%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCIEX vs. TILIX - Expense Ratio Comparison

Both TCIEX and TILIX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TCIEX vs. TILIX — Risk / Return Rank

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

TCIEX
TCIEX Risk / Return Rank: 6161
Overall Rank
TCIEX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 5757
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 6161
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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. TILIX - 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 TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


TCIEXTILIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.65

+0.43

Sortino ratio

Return per unit of downside risk

1.53

1.10

+0.43

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

1.48

0.67

+0.81

Martin ratio

Return relative to average drawdown

5.82

2.32

+3.51

TCIEX vs. TILIX - Sharpe Ratio Comparison

The current TCIEX Sharpe Ratio is 1.09, which is higher than the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TCIEX and TILIX, 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


TCIEXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.65

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.77

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.56

-0.18

Correlation

The correlation between TCIEX and TILIX 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.


Dividends

TCIEX vs. TILIX - Dividend Comparison

TCIEX's dividend yield for the trailing twelve months is around 3.97%, less than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

TCIEX vs. TILIX - Drawdown Comparison

The maximum TCIEX drawdown since its inception was -59.27%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TCIEX and TILIX.


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Drawdown Indicators


TCIEXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-50.54%

-8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-16.24%

+4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-29.25%

-32.68%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

-32.68%

-0.90%

Current Drawdown

Current decline from peak

-10.86%

-16.24%

+5.38%

Average Drawdown

Average peak-to-trough decline

-10.64%

-7.77%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

4.73%

-1.70%

Volatility

TCIEX vs. TILIX - Volatility Comparison

TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a higher volatility of 7.10% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.34%. This indicates that TCIEX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCIEXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

5.34%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

11.80%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

22.35%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

21.44%

-5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

21.01%

-4.45%