TEDNX vs. DBLLX
Compare and contrast key facts about TIAA-CREF Emerging Markets Debt Fund (TEDNX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX).
TEDNX is managed by TIAA Investments. It was launched on Sep 25, 2014. DBLLX is managed by DoubleLine. It was launched on Apr 6, 2014.
Performance
TEDNX vs. DBLLX - Performance Comparison
Loading graphics...
TEDNX vs. DBLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEDNX TIAA-CREF Emerging Markets Debt Fund | -3.29% | 13.84% | 8.61% | 12.56% | -14.41% | -0.86% | 6.13% | 17.49% | -5.95% | 12.07% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 0.02% | 7.86% | 7.20% | 7.00% | -5.05% | -0.21% | 3.53% | 8.57% | -0.04% | 4.20% |
Returns By Period
In the year-to-date period, TEDNX achieves a -3.29% return, which is significantly lower than DBLLX's 0.02% return. Over the past 10 years, TEDNX has outperformed DBLLX with an annualized return of 4.93%, while DBLLX has yielded a comparatively lower 3.62% annualized return.
TEDNX
- 1D
- -0.11%
- 1M
- -5.26%
- YTD
- -3.29%
- 6M
- -0.36%
- 1Y
- 7.78%
- 3Y*
- 9.88%
- 5Y*
- 3.34%
- 10Y*
- 4.93%
DBLLX
- 1D
- 0.00%
- 1M
- -0.92%
- YTD
- 0.02%
- 6M
- 1.20%
- 1Y
- 5.32%
- 3Y*
- 6.95%
- 5Y*
- 3.30%
- 10Y*
- 3.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEDNX vs. DBLLX - Expense Ratio Comparison
TEDNX has a 0.62% expense ratio, which is higher than DBLLX's 0.59% expense ratio.
Return for Risk
TEDNX vs. DBLLX — Risk / Return Rank
TEDNX
DBLLX
TEDNX vs. DBLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). 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.
| TEDNX | DBLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 3.75 | -2.13 |
Sortino ratioReturn per unit of downside risk | 2.05 | 5.19 | -3.14 |
Omega ratioGain probability vs. loss probability | 1.38 | 2.29 | -0.90 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 4.05 | -2.71 |
Martin ratioReturn relative to average drawdown | 6.96 | 21.50 | -14.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TEDNX | DBLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 3.75 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.72 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.91 | -1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.68 | -0.89 |
Correlation
The correlation between TEDNX and DBLLX is 0.56, 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
TEDNX vs. DBLLX - Dividend Comparison
TEDNX's dividend yield for the trailing twelve months is around 4.84%, less than DBLLX's 5.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDNX TIAA-CREF Emerging Markets Debt Fund | 4.84% | 5.80% | 6.58% | 5.03% | 6.15% | 4.81% | 4.27% | 5.28% | 5.58% | 5.93% | 5.56% | 5.18% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 5.01% | 5.27% | 4.70% | 3.74% | 2.41% | 2.15% | 2.61% | 4.93% | 2.87% | 3.00% | 3.19% | 3.77% |
Drawdowns
TEDNX vs. DBLLX - Drawdown Comparison
The maximum TEDNX drawdown since its inception was -25.65%, which is greater than DBLLX's maximum drawdown of -10.13%. Use the drawdown chart below to compare losses from any high point for TEDNX and DBLLX.
Loading graphics...
Drawdown Indicators
| TEDNX | DBLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -10.13% | -15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -1.35% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -10.13% | -15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -25.65% | -10.13% | -15.52% |
Current DrawdownCurrent decline from peak | -5.36% | -0.92% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -1.31% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.25% | +0.78% |
Volatility
TEDNX vs. DBLLX - Volatility Comparison
TIAA-CREF Emerging Markets Debt Fund (TEDNX) has a higher volatility of 2.43% compared to DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) at 0.35%. This indicates that TEDNX's price experiences larger fluctuations and is considered to be riskier than DBLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TEDNX | DBLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 0.35% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 0.75% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 1.43% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.37% | 1.93% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 1.90% | +4.15% |