TCIEX vs. TISPX

In the year-to-date period, TCIEX achieves a 15.50% return, which is significantly higher than TISPX's 1.81% return. Over the past 10 years, TCIEX has underperformed TISPX with an annualized return of 5.75%, while TISPX has yielded a comparatively higher 12.41% annualized return.

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Both TCIEX and TISPX 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%.

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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 current TCIEX Sharpe Ratio is 0.68, which is comparable to the TISPX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TCIEX and TISPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TCIEX's dividend yield for the trailing twelve months is around 2.74%, more than TISPX's 1.23% yield.

The maximum TCIEX drawdown since its inception was -61.01%, which is greater than TISPX's maximum drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for TCIEX and TISPX. For additional features, visit the drawdowns tool.

The current volatility for TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) is 3.23%, while TIAA-CREF S&P 500 Index Fund (TISPX) has a volatility of 5.45%. This indicates that TCIEX experiences smaller price fluctuations and is considered to be less risky than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.