TEDNX vs. TILVX
Compare and contrast key facts about TIAA-CREF Emerging Markets Debt Fund (TEDNX) and TIAA-CREF Large-Cap Value Index Fund (TILVX).
TEDNX is managed by TIAA Investments. It was launched on Sep 25, 2014. TILVX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TEDNX vs. TILVX - Performance Comparison
Loading graphics...
TEDNX vs. TILVX - 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% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 2.07% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
Returns By Period
In the year-to-date period, TEDNX achieves a -2.96% return, which is significantly lower than TILVX's 2.07% return. Over the past 10 years, TEDNX has underperformed TILVX with an annualized return of 4.96%, while TILVX has yielded a comparatively higher 10.22% 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%
TILVX
- 1D
- 2.11%
- 1M
- -4.67%
- YTD
- 2.07%
- 6M
- 5.80%
- 1Y
- 15.81%
- 3Y*
- 14.23%
- 5Y*
- 9.17%
- 10Y*
- 10.22%
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. TILVX - Expense Ratio Comparison
TEDNX has a 0.62% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Return for Risk
TEDNX vs. TILVX — Risk / Return Rank
TEDNX
TILVX
TEDNX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Debt Fund (TEDNX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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 | TILVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.01 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.46 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.22 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.30 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.11 | +1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TEDNX | TILVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.01 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.62 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.58 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.45 | +0.33 |
Correlation
The correlation between TEDNX and TILVX is 0.31, 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.
Dividends
TEDNX vs. TILVX - Dividend Comparison
TEDNX's dividend yield for the trailing twelve months is around 4.82%, less than TILVX's 5.84% 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% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.84% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Drawdowns
TEDNX vs. TILVX - Drawdown Comparison
The maximum TEDNX drawdown since its inception was -25.65%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for TEDNX and TILVX.
Loading graphics...
Drawdown Indicators
| TEDNX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -60.05% | +34.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.36% | -11.79% | +6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -19.00% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -25.65% | -40.15% | +14.50% |
Current DrawdownCurrent decline from peak | -5.04% | -4.83% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -8.32% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.51% | -1.43% |
Volatility
TEDNX vs. TILVX - Volatility Comparison
The current volatility for TIAA-CREF Emerging Markets Debt Fund (TEDNX) is 2.48%, while TIAA-CREF Large-Cap Value Index Fund (TILVX) has a volatility of 4.38%. This indicates that TEDNX experiences smaller price fluctuations and is considered to be less risky than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TEDNX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 4.38% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.09% | 8.32% | -5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 15.76% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.37% | 14.82% | -9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 17.65% | -11.60% |