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TEDNX vs. MEDIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEDNX and MEDIX is 0.87, 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.


-0.50.00.51.00.9

Performance

TEDNX vs. MEDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Emerging Markets Debt Fund (TEDNX) and MFS Emerging Markets Debt Fund (MEDIX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
3.58%
2.77%
TEDNX
MEDIX

Key characteristics

Sharpe Ratio

TEDNX:

2.97

MEDIX:

2.01

Sortino Ratio

TEDNX:

4.56

MEDIX:

3.07

Omega Ratio

TEDNX:

1.61

MEDIX:

1.38

Calmar Ratio

TEDNX:

1.45

MEDIX:

0.95

Martin Ratio

TEDNX:

12.97

MEDIX:

7.80

Ulcer Index

TEDNX:

0.86%

MEDIX:

1.23%

Daily Std Dev

TEDNX:

3.75%

MEDIX:

4.75%

Max Drawdown

TEDNX:

-25.65%

MEDIX:

-29.04%

Current Drawdown

TEDNX:

-0.23%

MEDIX:

-0.87%

Returns By Period

In the year-to-date period, TEDNX achieves a 1.88% return, which is significantly higher than MEDIX's 1.28% return. Over the past 10 years, TEDNX has outperformed MEDIX with an annualized return of 4.28%, while MEDIX has yielded a comparatively lower 3.30% annualized return.


TEDNX

YTD

1.88%

1M

2.24%

6M

3.58%

1Y

11.60%

5Y*

1.83%

10Y*

4.28%

MEDIX

YTD

1.28%

1M

2.22%

6M

2.77%

1Y

10.16%

5Y*

1.01%

10Y*

3.30%

*Annualized

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. MEDIX - Expense Ratio Comparison

TEDNX has a 0.62% expense ratio, which is lower than MEDIX's 0.81% expense ratio.


MEDIX
MFS Emerging Markets Debt Fund
Expense ratio chart for MEDIX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for TEDNX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

TEDNX vs. MEDIX — Risk-Adjusted Performance Rank

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

TEDNX
The Risk-Adjusted Performance Rank of TEDNX is 9090
Overall Rank
The Sharpe Ratio Rank of TEDNX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TEDNX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TEDNX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TEDNX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TEDNX is 9191
Martin Ratio Rank

MEDIX
The Risk-Adjusted Performance Rank of MEDIX is 8383
Overall Rank
The Sharpe Ratio Rank of MEDIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MEDIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MEDIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of MEDIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MEDIX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEDNX vs. MEDIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and MFS Emerging Markets Debt Fund (MEDIX). 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.


Sharpe ratio
The chart of Sharpe ratio for TEDNX, currently valued at 2.97, compared to the broader market-1.000.001.002.003.004.002.972.01
The chart of Sortino ratio for TEDNX, currently valued at 4.56, compared to the broader market0.002.004.006.008.0010.0012.004.563.07
The chart of Omega ratio for TEDNX, currently valued at 1.61, compared to the broader market1.002.003.004.001.611.38
The chart of Calmar ratio for TEDNX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.450.95
The chart of Martin ratio for TEDNX, currently valued at 12.97, compared to the broader market0.0020.0040.0060.0080.0012.977.80
TEDNX
MEDIX

The current TEDNX Sharpe Ratio is 2.97, which is higher than the MEDIX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of TEDNX and MEDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.97
2.01
TEDNX
MEDIX

Dividends

TEDNX vs. MEDIX - Dividend Comparison

TEDNX's dividend yield for the trailing twelve months is around 6.47%, less than MEDIX's 6.77% yield.


TTM20242023202220212020201920182017201620152014
TEDNX
TIAA-CREF Emerging Markets Debt Fund
6.47%6.59%5.03%6.15%4.81%4.27%5.29%5.59%5.64%5.34%5.18%0.56%
MEDIX
MFS Emerging Markets Debt Fund
6.77%6.84%5.82%6.82%4.33%4.07%4.60%4.89%4.46%4.87%4.85%4.82%

Drawdowns

TEDNX vs. MEDIX - Drawdown Comparison

The maximum TEDNX drawdown since its inception was -25.65%, smaller than the maximum MEDIX drawdown of -29.04%. Use the drawdown chart below to compare losses from any high point for TEDNX and MEDIX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.23%
-0.87%
TEDNX
MEDIX

Volatility

TEDNX vs. MEDIX - Volatility Comparison

The current volatility for TIAA-CREF Emerging Markets Debt Fund (TEDNX) is 0.96%, while MFS Emerging Markets Debt Fund (MEDIX) has a volatility of 1.30%. This indicates that TEDNX experiences smaller price fluctuations and is considered to be less risky than MEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%SeptemberOctoberNovemberDecember2025February
0.96%
1.30%
TEDNX
MEDIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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