TEQLX vs. TILVX
TEQLX (TIAA-CREF Emerging Markets Equity Index Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both mutual funds - TEQLX is a Emerging Markets Diversified fund managed by TIAA Investments, while TILVX is a Large Cap Value Equities fund managed by TIAA Investments. Over the past 10 years, TEQLX returned 10.64%/yr vs 11.10%/yr for TILVX. A 0.64 correlation means they provide meaningful diversification when combined. TEQLX charges 0.19%/yr vs 0.05%/yr for TILVX.
Performance
TEQLX vs. TILVX - Performance Comparison
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Returns By Period
In the year-to-date period, TEQLX achieves a 30.13% return, which is significantly higher than TILVX's 14.30% return. Both investments have delivered pretty close results over the past 10 years, with TEQLX having a 10.64% annualized return and TILVX not far ahead at 11.10%.
TEQLX
- 1D
- 1.22%
- 1M
- 10.66%
- YTD
- 30.13%
- 6M
- 33.10%
- 1Y
- 59.14%
- 3Y*
- 24.95%
- 5Y*
- 7.91%
- 10Y*
- 10.64%
TILVX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.30%
- 6M
- 14.82%
- 1Y
- 28.25%
- 3Y*
- 18.53%
- 5Y*
- 10.41%
- 10Y*
- 11.10%
TEQLX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 30.13% | 34.10% | 6.71% | 9.23% | -20.22% | -3.07% | 17.67% | 18.59% | -14.60% | 37.47% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 14.30% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
Correlation
The correlation between TEQLX and TILVX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2010 | 0.64 |
The correlation between TEQLX and TILVX shifts across timeframes, from 0.52 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TEQLX vs. TILVX — Risk / Return Rank
TEQLX
TILVX
TEQLX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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 | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.49 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 4.30 | +0.19 |
| Martin ratioReturn relative to average drawdown | 17.79 | 18.01 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEQLX | TILVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 2.70 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.63 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.12 |
Drawdowns
TEQLX vs. TILVX - Drawdown Comparison
The maximum TEQLX drawdown since its inception was -39.33%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for TEQLX and TILVX.
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Drawdown Indicators
| TEQLX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -60.05% | +20.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -6.80% | -6.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -15.58% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -37.05% | -19.00% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -40.15% | +0.82% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -8.26% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.62% | +1.73% |
Volatility
TEQLX vs. TILVX - Volatility Comparison
TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 7.75% compared to TIAA-CREF Large-Cap Value Index Fund (TILVX) at 3.04%. This indicates that TEQLX's price experiences larger fluctuations and is considered to be riskier than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEQLX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 3.04% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 8.19% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 10.84% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 14.82% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 17.66% | +0.02% |
TEQLX vs. TILVX - Expense Ratio Comparison
TEQLX has a 0.19% expense ratio, which is higher than TILVX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TEQLX vs. TILVX - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.17%, less than TILVX's 5.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.17% | 2.83% | 2.93% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.88% | 2.40% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.21% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Frequently Asked Questions
TEQLX and TILVX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEQLX has higher volatility (7.75%) compared to TILVX (3.04%). In terms of maximum drawdown, TEQLX dropped -39.33% vs TILVX's -60.05%.
TEQLX currently has the higher Sharpe Ratio (3.33 vs 2.70), 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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