TEQLX vs. STAG

In the year-to-date period, TEQLX achieves a 7.15% return, which is significantly higher than STAG's 3.82% return. Over the past 10 years, TEQLX has underperformed STAG with an annualized return of 3.24%, while STAG has yielded a comparatively higher 10.20% annualized return.

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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.

The current TEQLX Sharpe Ratio is 0.53, which is higher than the STAG Sharpe Ratio of 0.05. 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.

TEQLX's dividend yield for the trailing twelve months is around 2.73%, less than STAG's 4.29% yield.

The maximum TEQLX drawdown since its inception was -39.32%, 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.