TEDNX vs. STAG
Compare and contrast key facts about TIAA-CREF Emerging Markets Debt Fund (TEDNX) and STAG Industrial, Inc. (STAG).
TEDNX is managed by TIAA Investments. It was launched on Sep 25, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEDNX or STAG.
Key characteristics
| TEDNX | STAG | |
|---|---|---|
| YTD Return | 9.54% | 3.64% |
| 1Y Return | 17.19% | 13.73% |
| 3Y Return (Ann) | 0.80% | 2.33% |
| 5Y Return (Ann) | 2.61% | 10.42% |
| Sharpe Ratio | 3.58 | 0.64 |
| Daily Std Dev | 4.80% | 21.02% |
| Max Drawdown | -25.66% | -45.08% |
| Current Drawdown | 0.00% | -7.61% |
Correlation
The correlation between TEDNX and STAG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEDNX vs. STAG - Performance Comparison
In the year-to-date period, TEDNX achieves a 9.54% return, which is significantly higher than STAG's 3.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TEDNX vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and STAG Industrial, Inc. (STAG). 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.
Dividends
TEDNX vs. STAG - Dividend Comparison
TEDNX's dividend yield for the trailing twelve months is around 5.27%, more than STAG's 3.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEDNX TIAA-CREF Emerging Markets Debt Fund | 5.27% | 5.03% | 6.15% | 4.81% | 4.27% | 5.28% | 5.58% | 7.65% | 5.56% | 5.18% | 0.55% | 0.00% |
STAG STAG Industrial, Inc. | 3.73% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
TEDNX vs. STAG - Drawdown Comparison
The maximum TEDNX drawdown since its inception was -25.66%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEDNX and STAG. For additional features, visit the drawdowns tool.
Volatility
TEDNX vs. STAG - Volatility Comparison
The current volatility for TIAA-CREF Emerging Markets Debt Fund (TEDNX) is 0.75%, while STAG Industrial, Inc. (STAG) has a volatility of 4.29%. This indicates that TEDNX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.