TEQLX vs. SDMGX
Compare and contrast key facts about TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and SIT Developing Markets Growth Fund (SDMGX).
TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010. SDMGX is managed by Sit. It was launched on Jun 30, 1994.
Performance
TEQLX vs. SDMGX - Performance Comparison
Loading graphics...
TEQLX vs. SDMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.92% | 34.10% | 6.71% | 9.23% | -20.22% | -3.07% | 17.67% | 18.59% | -14.60% | 37.47% |
SDMGX SIT Developing Markets Growth Fund | -0.73% | 36.11% | 13.58% | 7.37% | -17.23% | -8.88% | 23.14% | 19.77% | -14.76% | 43.22% |
Returns By Period
In the year-to-date period, TEQLX achieves a 2.92% return, which is significantly higher than SDMGX's -0.73% return. Over the past 10 years, TEQLX has underperformed SDMGX with an annualized return of 7.93%, while SDMGX has yielded a comparatively higher 8.67% annualized return.
TEQLX
- 1D
- 2.77%
- 1M
- -9.01%
- YTD
- 2.92%
- 6M
- 6.55%
- 1Y
- 32.01%
- 3Y*
- 15.51%
- 5Y*
- 3.58%
- 10Y*
- 7.93%
SDMGX
- 1D
- 2.76%
- 1M
- -8.84%
- YTD
- -0.73%
- 6M
- 4.80%
- 1Y
- 37.43%
- 3Y*
- 15.48%
- 5Y*
- 3.78%
- 10Y*
- 8.67%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEQLX vs. SDMGX - Expense Ratio Comparison
TEQLX has a 0.19% expense ratio, which is lower than SDMGX's 1.20% expense ratio.
Return for Risk
TEQLX vs. SDMGX — Risk / Return Rank
TEQLX
SDMGX
TEQLX vs. SDMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and SIT Developing Markets Growth Fund (SDMGX). 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.
| TEQLX | SDMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.95 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.60 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.87 | -0.63 |
Martin ratioReturn relative to average drawdown | 8.90 | 11.15 | -2.25 |
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
| TEQLX | SDMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.95 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.20 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.24 | +0.03 |
Correlation
The correlation between TEQLX and SDMGX is 0.94, 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.
Dividends
TEQLX vs. SDMGX - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.75%, more than SDMGX's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.75% | 2.83% | 2.93% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.88% | 2.40% |
SDMGX SIT Developing Markets Growth Fund | 0.88% | 0.87% | 4.13% | 2.03% | 2.44% | 2.13% | 0.26% | 1.75% | 1.67% | 1.45% | 0.27% | 3.13% |
Drawdowns
TEQLX vs. SDMGX - Drawdown Comparison
The maximum TEQLX drawdown since its inception was -39.33%, smaller than the maximum SDMGX drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for TEQLX and SDMGX.
Loading graphics...
Drawdown Indicators
| TEQLX | SDMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -67.12% | +27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -13.00% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -40.16% | +3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -44.63% | +5.30% |
Current DrawdownCurrent decline from peak | -10.91% | -10.60% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -23.72% | +8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.35% | 0.00% |
Volatility
TEQLX vs. SDMGX - Volatility Comparison
TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 9.21% compared to SIT Developing Markets Growth Fund (SDMGX) at 8.72%. This indicates that TEQLX's price experiences larger fluctuations and is considered to be riskier than SDMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TEQLX | SDMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 8.72% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 13.96% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 19.70% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 19.10% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 19.15% | -1.69% |