TEQLX vs. VSIAX
Compare and contrast key facts about TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQLX or VSIAX.
Key characteristics
| TEQLX | VSIAX | |
|---|---|---|
| YTD Return | 12.33% | 19.34% |
| 1Y Return | 20.73% | 39.85% |
| 3Y Return (Ann) | -1.74% | 6.88% |
| 5Y Return (Ann) | 3.21% | 11.86% |
| 10Y Return (Ann) | 3.51% | 9.55% |
| Sharpe Ratio | 1.33 | 2.23 |
| Sortino Ratio | 1.88 | 3.17 |
| Omega Ratio | 1.25 | 1.39 |
| Calmar Ratio | 0.66 | 2.95 |
| Martin Ratio | 7.14 | 13.09 |
| Ulcer Index | 2.77% | 2.92% |
| Daily Std Dev | 14.89% | 17.16% |
| Max Drawdown | -39.33% | -45.39% |
| Current Drawdown | -15.54% | 0.00% |
Correlation
The correlation between TEQLX and VSIAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TEQLX vs. VSIAX - Performance Comparison
In the year-to-date period, TEQLX achieves a 12.33% return, which is significantly lower than VSIAX's 19.34% return. Over the past 10 years, TEQLX has underperformed VSIAX with an annualized return of 3.51%, while VSIAX has yielded a comparatively higher 9.55% 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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TEQLX vs. VSIAX - Expense Ratio Comparison
TEQLX has a 0.19% expense ratio, which is higher than VSIAX's 0.07% 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%.
Risk-Adjusted Performance
TEQLX vs. VSIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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. VSIAX - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.74%, more than VSIAX's 1.88% 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
TEQLX vs. VSIAX - Drawdown Comparison
The maximum TEQLX drawdown since its inception was -39.33%, smaller than the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for TEQLX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
TEQLX vs. VSIAX - Volatility Comparison
The current volatility for TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) is 4.37%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 5.71%. This indicates that TEQLX experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.