TEQLX vs. STAG
TEQLX (TIAA-CREF Emerging Markets Equity Index Fund) is Emerging Markets Equities fund managed by TIAA, while STAG (STAG Industrial, Inc.) is a stock. Over the past 10 years, TEQLX returned 8.49%/yr vs 9.24%/yr for STAG. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
TEQLX vs. STAG - Performance Comparison
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Returns By Period
In the year-to-date period, TEQLX achieves a 16.24% return, which is significantly higher than STAG's 6.26% return. Over the past 10 years, TEQLX has underperformed STAG with an annualized return of 8.49%, while STAG has yielded a comparatively higher 9.24% annualized return.
TEQLX
- 1D
- 3.88%
- 1M
- -3.43%
- 6M
- 7.44%
- YTD
- 16.24%
- 1Y
- 34.41%
- 3Y*
- 17.56%
- 5Y*
- 6.97%
- 10Y*
- 8.49%
- ALL TIME*
- 5.39%
STAG
- 1D
- -0.73%
- 1M
- -2.30%
- 6M
- 4.14%
- YTD
- 6.26%
- 1Y
- 15.49%
- 3Y*
- 6.20%
- 5Y*
- 2.52%
- 10Y*
- 9.24%
- ALL TIME*
- 13.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.14M | $75.04M | $58.84M | |
| $0.00 | $0.00 | $0.00 |
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 | 16.24% | 34.10% | 6.71% | 9.23% | -20.22% | -3.07% | 17.67% | 18.59% | -14.60% | 37.47% |
STAG STAG Industrial, Inc. | 6.26% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
Correlation
The correlation between TEQLX and STAG is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.33 |
Over the past year, the correlation between TEQLX and STAG has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
TEQLX vs. STAG — Risk / Return Rank
TEQLX
STAG
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEQLX | STAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.15 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.67 | +0.57 |
| Martin ratioReturn relative to average drawdown | 7.21 | 4.15 | +3.06 |
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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.
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Drawdown Indicators
| TEQLX | STAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -45.08% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.29% | -9.44% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -24.59% | +8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -34.45% | -42.22% | +7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -45.08% | +5.75% |
Current DrawdownCurrent decline from peak | -10.97% | -8.99% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -10.44% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.79% | +0.64% |
Volatility
TEQLX vs. STAG - Volatility Comparison
TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 9.78% compared to STAG Industrial, Inc. (STAG) at 8.46%. 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.
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Volatility by Period
| TEQLX | STAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 8.46% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 21.12% | 16.13% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 20.41% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 23.58% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 26.24% | -8.10% |
Dividends
TEQLX vs. STAG - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.43%, less than STAG's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STAG STAG Industrial, Inc. | 3.65% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.43% | 2.83% | 2.93% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.88% | 2.40% |
Frequently Asked Questions
TEQLX and STAG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEQLX has higher volatility (9.78%) compared to STAG (8.46%). In terms of maximum drawdown, TEQLX dropped -39.33% vs STAG's -45.08%.
TEQLX currently has the higher Sharpe Ratio (1.39 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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