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

Correlation

The correlation between TEDNX and MIEIX is 0.46, 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.


-0.50.00.51.00.5

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
2.99%
1.62%
TEDNX
MIEIX

Key characteristics

Sharpe Ratio

TEDNX:

3.05

MIEIX:

0.92

Sortino Ratio

TEDNX:

4.75

MIEIX:

1.35

Omega Ratio

TEDNX:

1.63

MIEIX:

1.16

Calmar Ratio

TEDNX:

1.57

MIEIX:

1.13

Martin Ratio

TEDNX:

13.27

MIEIX:

2.68

Ulcer Index

TEDNX:

0.86%

MIEIX:

4.10%

Daily Std Dev

TEDNX:

3.76%

MIEIX:

11.95%

Max Drawdown

TEDNX:

-25.65%

MIEIX:

-50.56%

Current Drawdown

TEDNX:

-0.23%

MIEIX:

-2.26%

Returns By Period

In the year-to-date period, TEDNX achieves a 2.12% return, which is significantly lower than MIEIX's 7.36% return. Over the past 10 years, TEDNX has underperformed MIEIX with an annualized return of 4.31%, while MIEIX has yielded a comparatively higher 6.68% annualized return.


TEDNX

YTD

2.12%

1M

1.52%

6M

2.99%

1Y

11.45%

5Y*

1.80%

10Y*

4.31%

MIEIX

YTD

7.36%

1M

5.31%

6M

1.62%

1Y

10.13%

5Y*

6.90%

10Y*

6.68%

*Annualized

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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.


MIEIX
MFS International Equity Fund Class R6
Expense ratio chart for MIEIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
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. MIEIX — 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

MIEIX
The Risk-Adjusted Performance Rank of MIEIX is 4848
Overall Rank
The Sharpe Ratio Rank of MIEIX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEIX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MIEIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MIEIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MIEIX is 4040
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. MIEIX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TEDNX, currently valued at 3.05, compared to the broader market-1.000.001.002.003.004.003.050.92
The chart of Sortino ratio for TEDNX, currently valued at 4.75, compared to the broader market0.002.004.006.008.0010.0012.004.751.35
The chart of Omega ratio for TEDNX, currently valued at 1.63, compared to the broader market1.002.003.004.001.631.16
The chart of Calmar ratio for TEDNX, currently valued at 1.57, compared to the broader market0.005.0010.0015.0020.001.571.13
The chart of Martin ratio for TEDNX, currently valued at 13.27, compared to the broader market0.0020.0040.0060.0080.0013.272.68
TEDNX
MIEIX

The current TEDNX Sharpe Ratio is 3.05, which is higher than the MIEIX Sharpe Ratio of 0.92. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
3.05
0.92
TEDNX
MIEIX

Dividends

TEDNX vs. MIEIX - Dividend Comparison

TEDNX's dividend yield for the trailing twelve months is around 6.45%, more than MIEIX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
TEDNX
TIAA-CREF Emerging Markets Debt Fund
6.45%6.59%5.03%6.15%4.81%4.27%5.29%5.59%5.64%5.34%5.18%0.56%
MIEIX
MFS International Equity Fund Class R6
1.37%1.47%1.67%0.86%2.06%0.79%2.26%1.48%1.85%1.78%1.65%4.89%

Drawdowns

TEDNX vs. MIEIX - Drawdown Comparison

The maximum TEDNX drawdown since its inception was -25.65%, smaller than the maximum MIEIX drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for TEDNX and MIEIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.23%
-2.26%
TEDNX
MIEIX

Volatility

TEDNX vs. MIEIX - Volatility Comparison

The current volatility for TIAA-CREF Emerging Markets Debt Fund (TEDNX) is 0.86%, while MFS International Equity Fund Class R6 (MIEIX) has a volatility of 3.79%. 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
0.86%
3.79%
TEDNX
MIEIX
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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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