TEQLX vs. VXUS
Compare and contrast key facts about TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) and Vanguard Total International Stock ETF (VXUS).
TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQLX or VXUS.
Key characteristics
| TEQLX | VXUS | |
|---|---|---|
| YTD Return | 9.25% | 6.85% |
| 1Y Return | 16.95% | 16.98% |
| 3Y Return (Ann) | -3.09% | 0.52% |
| 5Y Return (Ann) | 3.07% | 5.59% |
| 10Y Return (Ann) | 3.23% | 4.93% |
| Sharpe Ratio | 1.12 | 1.33 |
| Sortino Ratio | 1.61 | 1.90 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 0.57 | 1.23 |
| Martin Ratio | 5.95 | 7.70 |
| Ulcer Index | 2.83% | 2.24% |
| Daily Std Dev | 15.01% | 12.95% |
| Max Drawdown | -39.33% | -35.97% |
| Current Drawdown | -17.85% | -6.76% |
Correlation
The correlation between TEQLX and VXUS is 0.84, 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.
Performance
TEQLX vs. VXUS - Performance Comparison
In the year-to-date period, TEQLX achieves a 9.25% return, which is significantly higher than VXUS's 6.85% return. Over the past 10 years, TEQLX has underperformed VXUS with an annualized return of 3.23%, while VXUS has yielded a comparatively higher 4.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEQLX vs. VXUS - Expense Ratio Comparison
TEQLX has a 0.19% expense ratio, which is higher than VXUS'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. VXUS - 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 Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
TEQLX's dividend yield for the trailing twelve months is around 2.82%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQLX TIAA-CREF Emerging Markets Equity Index Fund | 2.82% | 3.08% | 2.51% | 2.27% | 2.04% | 2.77% | 2.43% | 1.98% | 1.87% | 2.40% | 2.16% | 1.89% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
TEQLX vs. VXUS - Drawdown Comparison
The maximum TEQLX drawdown since its inception was -39.33%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for TEQLX and VXUS. For additional features, visit the drawdowns tool.
Volatility
TEQLX vs. VXUS - Volatility Comparison
TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a higher volatility of 4.70% compared to Vanguard Total International Stock ETF (VXUS) at 4.21%. This indicates that TEQLX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.