TEQLX vs. VEA
Compare and contrast key facts about TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and Vanguard FTSE Developed Markets ETF (VEA).
TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
TEQLX vs. VEA - Performance Comparison
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TEQLX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.92% | 34.10% | 6.71% | 9.23% | -20.22% | -3.07% | 17.67% | 18.59% | -14.60% | 37.47% |
VEA Vanguard FTSE Developed Markets ETF | 4.45% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, TEQLX achieves a 2.92% return, which is significantly lower than VEA's 4.45% return. Over the past 10 years, TEQLX has underperformed VEA with an annualized return of 7.93%, while VEA has yielded a comparatively higher 9.55% annualized return.
TEQLX
- 1D
- 2.77%
- 1M
- -9.01%
- YTD
- 2.92%
- 6M
- 6.55%
- 1Y
- 32.01%
- 3Y*
- 15.51%
- 5Y*
- 3.58%
- 10Y*
- 7.93%
VEA
- 1D
- 1.65%
- 1M
- -5.45%
- YTD
- 4.45%
- 6M
- 9.91%
- 1Y
- 31.74%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.55%
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TEQLX vs. VEA - Expense Ratio Comparison
TEQLX has a 0.19% expense ratio, which is higher than VEA's 0.03% 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%.
Return for Risk
TEQLX vs. VEA — Risk / Return Rank
TEQLX
VEA
TEQLX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.81 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.46 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.77 | -0.53 |
Martin ratioReturn relative to average drawdown | 8.90 | 10.77 | -1.87 |
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 | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.81 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.55 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.22 | +0.04 |
Correlation
The correlation between TEQLX and VEA is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TEQLX vs. VEA - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.75%, less than VEA's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.75% | 2.83% | 2.93% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.88% | 2.40% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
TEQLX vs. VEA - Drawdown Comparison
The maximum TEQLX drawdown since its inception was -39.33%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for TEQLX and VEA.
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Drawdown Indicators
| TEQLX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -60.68% | +21.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -11.63% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -29.71% | -7.43% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -35.73% | -3.60% |
Current DrawdownCurrent decline from peak | -10.91% | -7.20% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -13.39% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.99% | +0.36% |
Volatility
TEQLX vs. VEA - Volatility Comparison
TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 9.21% compared to Vanguard FTSE Developed Markets ETF (VEA) at 7.92%. This indicates that TEQLX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEQLX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 7.92% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 11.68% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 17.67% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.30% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.26% | +0.20% |