TEQLX vs. STAG

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and STAG Industrial, Inc. (STAG).

TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010.

Performance

TEQLX vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

TEQLX vs. STAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEQLX TIAA-CREF Emerging Markets Equity Index Fund	0.14%	34.10%	6.71%	9.23%	-20.22%	-3.07%	17.67%	18.59%	-14.60%	37.47%
STAG STAG Industrial, Inc.	-0.84%	13.30%	-10.34%	26.73%	-29.66%	59.10%	4.18%	33.20%	-3.81%	20.68%

Returns By Period

In the year-to-date period, TEQLX achieves a 0.14% return, which is significantly higher than STAG's -0.84% return. Over the past 10 years, TEQLX has underperformed STAG with an annualized return of 7.64%, while STAG has yielded a comparatively higher 11.00% annualized return.

TEQLX

• 1D: -0.99%
• 1M: -12.40%
• YTD: 0.14%
• 6M: 4.58%
• 1Y: 29.14%
• 3Y*: 14.46%
• 5Y*: 3.30%
• 10Y*: 7.64%

STAG

• 1D: 1.00%
• 1M: -7.06%
• YTD: -0.84%
• 6M: 4.30%
• 1Y: 4.09%
• 3Y*: 6.46%
• 5Y*: 5.06%
• 10Y*: 11.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TEQLX vs. STAG — Risk / Return Rank

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

TEQLX

TEQLX Risk / Return Rank: 83
TEQLX Sharpe Ratio Rank: 86
TEQLX Sortino Ratio Rank: 84
TEQLX Omega Ratio Rank: 81
TEQLX Calmar Ratio Rank: 83
TEQLX Martin Ratio Rank: 80

STAG

STAG Risk / Return Rank: 47
STAG Sharpe Ratio Rank: 49
STAG Sortino Ratio Rank: 41
STAG Omega Ratio Rank: 40
STAG Calmar Ratio Rank: 51
STAG Martin Ratio Rank: 56

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.

TEQLX vs. STAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) 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.

	TEQLX	STAG	Difference
Sharpe ratio Return per unit of total volatility	1.65	0.18	+1.47
Sortino ratio Return per unit of downside risk	2.17	0.40	+1.77
Omega ratio Gain probability vs. loss probability	1.32	1.05	+0.27
Calmar ratio Return relative to maximum drawdown	2.03	0.35	+1.67
Martin ratio Return relative to average drawdown	7.82	1.29	+6.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEQLX vs. STAG - Sharpe Ratio Comparison

The current TEQLX Sharpe Ratio is 1.65, which is higher than the STAG Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TEQLX and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TEQLX	STAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	0.18	+1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.22	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.42	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.51	-0.26

Correlation

The correlation between TEQLX and STAG is 0.34, 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

TEQLX vs. STAG - Dividend Comparison

TEQLX's dividend yield for the trailing twelve months is around 2.82%, less than STAG's 4.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEQLX TIAA-CREF Emerging Markets Equity Index Fund	2.82%	2.83%	2.93%	3.08%	2.51%	2.27%	2.04%	2.77%	2.43%	1.98%	1.88%	2.40%
STAG STAG Industrial, Inc.	4.17%	4.05%	4.38%	3.74%	4.52%	3.02%	4.60%	4.53%	5.71%	5.14%	5.82%	7.40%

Drawdowns

TEQLX vs. STAG - Drawdown Comparison

The maximum TEQLX drawdown since its inception was -39.33%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEQLX and STAG.

Drawdown Indicators

	TEQLX	STAG	Difference
Max Drawdown Largest peak-to-trough decline	-39.33%	-45.08%	+5.75%
Max Drawdown (1Y) Largest decline over 1 year	-13.32%	-16.97%	+3.65%
Max Drawdown (5Y) Largest decline over 5 years	-37.14%	-42.22%	+5.08%
Max Drawdown (10Y) Largest decline over 10 years	-39.33%	-45.08%	+5.75%
Current Drawdown Current decline from peak	-13.32%	-10.20%	-3.12%
Average Drawdown Average peak-to-trough decline	-14.74%	-10.58%	-4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	4.67%	-1.22%

Volatility

TEQLX vs. STAG - Volatility Comparison

TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 8.59% compared to STAG Industrial, Inc. (STAG) at 4.95%. This indicates that TEQLX's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEQLX	STAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.59%	4.95%	+3.64%
Volatility (6M) Calculated over the trailing 6-month period	13.30%	12.77%	+0.53%
Volatility (1Y) Calculated over the trailing 1-year period	17.53%	23.06%	-5.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.49%	23.44%	-6.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	26.16%	-8.72%