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TEDNX vs. MIEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEDNX vs. MIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Emerging Markets Debt Fund (TEDNX) and MFS International Equity Fund Class R6 (MIEIX). The values are adjusted to include any dividend payments, if applicable.

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TEDNX vs. MIEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MIEIX
MFS International Equity Fund Class R6
-3.84%23.22%4.13%19.06%-14.82%15.13%11.11%28.42%-10.66%28.01%

Returns By Period

In the year-to-date period, TEDNX achieves a -2.96% return, which is significantly higher than MIEIX's -3.84% return. Over the past 10 years, TEDNX has underperformed MIEIX with an annualized return of 4.96%, while MIEIX has yielded a comparatively higher 9.35% 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%

MIEIX

1D
2.90%
1M
-6.16%
YTD
-3.84%
6M
-1.01%
1Y
10.82%
3Y*
10.14%
5Y*
7.09%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEDNX vs. MIEIX - Expense Ratio Comparison

TEDNX has a 0.62% expense ratio, which is lower than MIEIX's 0.68% expense ratio.


Return for Risk

TEDNX vs. MIEIX — Risk / Return Rank

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

TEDNX
TEDNX Risk / Return Rank: 7777
Overall Rank
TEDNX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TEDNX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TEDNX Omega Ratio Rank: 8989
Omega Ratio Rank
TEDNX Calmar Ratio Rank: 5656
Calmar Ratio Rank
TEDNX Martin Ratio Rank: 7171
Martin Ratio Rank

MIEIX
MIEIX Risk / Return Rank: 2828
Overall Rank
MIEIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MIEIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MIEIX Omega Ratio Rank: 2525
Omega Ratio Rank
MIEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MIEIX Martin Ratio Rank: 2929
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.

TEDNX vs. MIEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and MFS International Equity Fund Class R6 (MIEIX). 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.


TEDNXMIEIXDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.74

+0.98

Sortino ratio

Return per unit of downside risk

2.18

1.05

+1.12

Omega ratio

Gain probability vs. loss probability

1.41

1.15

+0.26

Calmar ratio

Return relative to maximum drawdown

1.48

0.87

+0.61

Martin ratio

Return relative to average drawdown

7.34

3.23

+4.11

TEDNX vs. MIEIX - Sharpe Ratio Comparison

The current TEDNX Sharpe Ratio is 1.72, which is higher than the MIEIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TEDNX and MIEIX, 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


TEDNXMIEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

0.74

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.47

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.59

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.45

+0.34

Correlation

The correlation between TEDNX and MIEIX is 0.47, 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. MIEIX - Dividend Comparison

TEDNX's dividend yield for the trailing twelve months is around 4.82%, more than MIEIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
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%
MIEIX
MFS International Equity Fund Class R6
2.79%2.68%1.47%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%

Drawdowns

TEDNX vs. MIEIX - Drawdown Comparison

The maximum TEDNX drawdown since its inception was -25.65%, smaller than the maximum MIEIX drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for TEDNX and MIEIX.


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Drawdown Indicators


TEDNXMIEIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.65%

-53.13%

+27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-11.26%

+5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-28.07%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-25.65%

-31.35%

+5.70%

Current Drawdown

Current decline from peak

-5.04%

-8.25%

+3.21%

Average Drawdown

Average peak-to-trough decline

-4.70%

-9.01%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

3.04%

-1.96%

Volatility

TEDNX vs. MIEIX - Volatility Comparison

The current volatility for TIAA-CREF Emerging Markets Debt Fund (TEDNX) is 2.48%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 6.65%. This indicates that TEDNX experiences smaller price fluctuations and is considered to be less risky than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEDNXMIEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

6.65%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

9.84%

-6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

15.13%

-10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

15.29%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.05%

15.92%

-9.87%