PortfoliosLab logoPortfoliosLab logo
TFITX vs. TCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFITX vs. TCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TFITX vs. TCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
-4.47%21.24%15.76%21.16%-17.62%18.06%10.38%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
-1.90%31.55%3.69%18.21%-14.19%11.30%13.17%

Returns By Period

In the year-to-date period, TFITX achieves a -4.47% return, which is significantly lower than TCIEX's -1.90% return.


TFITX

1D
-0.31%
1M
-8.55%
YTD
-4.47%
6M
-1.64%
1Y
16.56%
3Y*
14.96%
5Y*
8.54%
10Y*

TCIEX

1D
0.37%
1M
-10.84%
YTD
-1.90%
6M
2.34%
1Y
19.49%
3Y*
13.36%
5Y*
7.86%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TFITX vs. TCIEX - Expense Ratio Comparison

TFITX has a 0.11% expense ratio, which is higher than TCIEX'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%.


Return for Risk

TFITX vs. TCIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFITX
TFITX Risk / Return Rank: 5959
Overall Rank
TFITX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TFITX Sortino Ratio Rank: 6161
Sortino Ratio Rank
TFITX Omega Ratio Rank: 6161
Omega Ratio Rank
TFITX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TFITX Martin Ratio Rank: 6262
Martin Ratio Rank

TCIEX
TCIEX Risk / Return Rank: 6161
Overall Rank
TCIEX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 5757
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TFITX vs. TCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). 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.


TFITXTCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.09

-0.03

Sortino ratio

Return per unit of downside risk

1.56

1.53

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.25

1.48

-0.24

Martin ratio

Return relative to average drawdown

5.91

5.82

+0.09

TFITX vs. TCIEX - Sharpe Ratio Comparison

The current TFITX Sharpe Ratio is 1.06, which is comparable to the TCIEX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TFITX and TCIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TFITXTCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.09

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.50

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.38

+0.34

Correlation

The correlation between TFITX and TCIEX is 0.88, 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

TFITX vs. TCIEX - Dividend Comparison

TFITX's dividend yield for the trailing twelve months is around 2.55%, less than TCIEX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
2.55%2.44%2.12%2.05%2.09%1.84%1.55%0.00%0.00%0.00%0.00%0.00%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
3.97%3.89%3.17%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.06%

Drawdowns

TFITX vs. TCIEX - Drawdown Comparison

The maximum TFITX drawdown since its inception was -25.64%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TFITX and TCIEX.


Loading graphics...

Drawdown Indicators


TFITXTCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-59.27%

+33.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-11.35%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-29.25%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

Current Drawdown

Current decline from peak

-9.12%

-10.86%

+1.74%

Average Drawdown

Average peak-to-trough decline

-5.40%

-10.64%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.03%

-0.56%

Volatility

TFITX vs. TCIEX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2065 Fund (TFITX) is 4.86%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.10%. This indicates that TFITX experiences smaller price fluctuations and is considered to be less risky than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TFITXTCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

7.10%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

10.83%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

16.97%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.89%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

16.56%

-1.72%