TEDNX vs. DLENX
Compare and contrast key facts about TIAA-CREF Emerging Markets Debt Fund (TEDNX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX).
TEDNX is managed by TIAA Investments. It was launched on Sep 25, 2014. DLENX is an actively managed fund by DoubleLine. It was launched on Apr 6, 2010.
Performance
TEDNX vs. DLENX - Performance Comparison
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TEDNX vs. DLENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEDNX TIAA-CREF Emerging Markets Debt Fund | -2.96% | 13.84% | 8.61% | 12.56% | -14.41% | -0.86% | 6.13% | 17.49% | -5.95% | 12.07% |
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | -1.36% | 8.11% | 7.92% | 9.36% | -15.50% | 1.71% | 4.66% | 11.71% | -3.54% | 8.31% |
Returns By Period
In the year-to-date period, TEDNX achieves a -2.96% return, which is significantly lower than DLENX's -1.36% return. Over the past 10 years, TEDNX has outperformed DLENX with an annualized return of 4.96%, while DLENX has yielded a comparatively lower 3.75% annualized return.
TEDNX
- 1D
- 0.34%
- 1M
- -4.43%
- YTD
- -2.96%
- 6M
- -0.13%
- 1Y
- 7.90%
- 3Y*
- 10.00%
- 5Y*
- 3.35%
- 10Y*
- 4.96%
DLENX
- 1D
- -0.33%
- 1M
- -1.87%
- YTD
- -1.36%
- 6M
- -1.25%
- 1Y
- 3.77%
- 3Y*
- 7.42%
- 5Y*
- 1.50%
- 10Y*
- 3.75%
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TEDNX vs. DLENX - Expense Ratio Comparison
TEDNX has a 0.62% expense ratio, which is lower than DLENX's 1.18% expense ratio.
Return for Risk
TEDNX vs. DLENX — Risk / Return Rank
TEDNX
DLENX
TEDNX vs. DLENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). 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 | DLENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.54 | +0.18 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.94 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.40 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.34 | 5.96 | +1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEDNX | DLENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.54 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.33 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.81 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.92 | -0.13 |
Correlation
The correlation between TEDNX and DLENX 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.
Dividends
TEDNX vs. DLENX - Dividend Comparison
TEDNX's dividend yield for the trailing twelve months is around 4.82%, less than DLENX's 4.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDNX TIAA-CREF Emerging Markets Debt Fund | 4.82% | 5.80% | 6.58% | 5.03% | 6.15% | 4.81% | 4.27% | 5.28% | 5.58% | 5.93% | 5.56% | 5.18% |
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | 4.90% | 5.33% | 5.71% | 5.29% | 4.49% | 3.74% | 4.11% | 4.49% | 3.57% | 4.07% | 4.29% | 4.94% |
Drawdowns
TEDNX vs. DLENX - Drawdown Comparison
The maximum TEDNX drawdown since its inception was -25.65%, roughly equal to the maximum DLENX drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for TEDNX and DLENX.
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Drawdown Indicators
| TEDNX | DLENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -25.64% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -2.77% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -25.64% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -25.65% | -25.64% | -0.01% |
Current DrawdownCurrent decline from peak | -5.04% | -2.16% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -3.65% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.65% | +0.43% |
Volatility
TEDNX vs. DLENX - Volatility Comparison
TIAA-CREF Emerging Markets Debt Fund (TEDNX) has a higher volatility of 2.48% compared to DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) at 0.67%. This indicates that TEDNX's price experiences larger fluctuations and is considered to be riskier than DLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEDNX | DLENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 0.67% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.09% | 1.39% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 2.61% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.37% | 4.57% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 4.66% | +1.39% |