TEQLX vs. STAG
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQLX or STAG.
Key characteristics
| TEQLX | STAG | |
|---|---|---|
| YTD Return | 12.33% | -1.59% |
| 1Y Return | 20.73% | 13.28% |
| 3Y Return (Ann) | -1.74% | -0.04% |
| 5Y Return (Ann) | 3.21% | 9.05% |
| 10Y Return (Ann) | 3.51% | 9.87% |
| Sharpe Ratio | 1.33 | 0.61 |
| Sortino Ratio | 1.88 | 1.02 |
| Omega Ratio | 1.25 | 1.11 |
| Calmar Ratio | 0.66 | 0.53 |
| Martin Ratio | 7.14 | 2.02 |
| Ulcer Index | 2.77% | 5.98% |
| Daily Std Dev | 14.89% | 19.94% |
| Max Drawdown | -39.33% | -45.08% |
| Current Drawdown | -15.54% | -12.27% |
Correlation
The correlation between TEQLX and STAG is 0.35, 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
TEQLX vs. STAG - Performance Comparison
In the year-to-date period, TEQLX achieves a 12.33% return, which is significantly higher than STAG's -1.59% return. Over the past 10 years, TEQLX has underperformed STAG with an annualized return of 3.51%, while STAG has yielded a comparatively higher 9.87% annualized 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
TEQLX vs. STAG - Risk-Adjusted Performance 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.
Dividends
TEQLX vs. STAG - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.74%, less than STAG's 3.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.74% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.87% | 2.40% | 2.16% | 1.89% |
STAG STAG Industrial, Inc. | 3.95% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
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. For additional features, visit the drawdowns tool.
Volatility
TEQLX vs. STAG - Volatility Comparison
The current volatility for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) is 4.37%, while STAG Industrial, Inc. (STAG) has a volatility of 6.87%. This indicates that TEQLX 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.