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TIBWX vs. TLLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBWX vs. TLLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF International Bond Fund (TIBWX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). The values are adjusted to include any dividend payments, if applicable.

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TIBWX vs. TLLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIBWX
TIAA-CREF International Bond Fund
-1.13%4.24%4.60%9.06%-11.39%-2.19%4.81%9.96%0.39%5.66%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
-4.26%20.75%15.17%20.53%-17.52%17.12%17.20%26.04%-7.05%18.29%

Returns By Period

In the year-to-date period, TIBWX achieves a -1.13% return, which is significantly higher than TLLIX's -4.26% return.


TIBWX

1D
0.11%
1M
-2.88%
YTD
-1.13%
6M
-0.51%
1Y
2.83%
3Y*
4.61%
5Y*
0.90%
10Y*

TLLIX

1D
-0.25%
1M
-8.27%
YTD
-4.26%
6M
-1.50%
1Y
16.12%
3Y*
14.53%
5Y*
8.19%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIBWX vs. TLLIX - Expense Ratio Comparison

TIBWX has a 0.59% expense ratio, which is higher than TLLIX's 0.10% expense ratio.


Return for Risk

TIBWX vs. TLLIX — Risk / Return Rank

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

TIBWX
TIBWX Risk / Return Rank: 5454
Overall Rank
TIBWX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TIBWX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TIBWX Omega Ratio Rank: 5757
Omega Ratio Rank
TIBWX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TIBWX Martin Ratio Rank: 5353
Martin Ratio Rank

TLLIX
TLLIX Risk / Return Rank: 6161
Overall Rank
TLLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TLLIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TLLIX Omega Ratio Rank: 6363
Omega Ratio Rank
TLLIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TLLIX Martin Ratio Rank: 6464
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.

TIBWX vs. TLLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Bond Fund (TIBWX) and TIAA-CREF Lifecycle Index 2050 Fund (TLLIX). 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.


TIBWXTLLIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.08

+0.07

Sortino ratio

Return per unit of downside risk

1.55

1.58

-0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

1.27

-0.25

Martin ratio

Return relative to average drawdown

5.28

6.02

-0.74

TIBWX vs. TLLIX - Sharpe Ratio Comparison

The current TIBWX Sharpe Ratio is 1.15, which is comparable to the TLLIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TIBWX and TLLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIBWXTLLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.08

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.57

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.68

+0.05

Correlation

The correlation between TIBWX and TLLIX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TIBWX vs. TLLIX - Dividend Comparison

TIBWX's dividend yield for the trailing twelve months is around 1.55%, less than TLLIX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
TIBWX
TIAA-CREF International Bond Fund
1.55%1.53%1.95%0.24%11.88%2.03%2.75%5.40%3.93%1.47%0.00%0.00%
TLLIX
TIAA-CREF Lifecycle Index 2050 Fund
3.26%3.12%2.26%2.17%2.35%2.29%1.71%2.25%2.67%0.15%2.57%0.27%

Drawdowns

TIBWX vs. TLLIX - Drawdown Comparison

The maximum TIBWX drawdown since its inception was -16.47%, smaller than the maximum TLLIX drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for TIBWX and TLLIX.


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Drawdown Indicators


TIBWXTLLIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-31.41%

+14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-10.75%

+7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.06%

-25.38%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

Current Drawdown

Current decline from peak

-2.88%

-8.79%

+5.91%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.19%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.38%

-1.80%

Volatility

TIBWX vs. TLLIX - Volatility Comparison

The current volatility for TIAA-CREF International Bond Fund (TIBWX) is 1.27%, while TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) has a volatility of 4.68%. This indicates that TIBWX experiences smaller price fluctuations and is considered to be less risky than TLLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIBWXTLLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

4.68%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

8.51%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

15.13%

-12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

14.37%

-11.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

15.46%

-12.15%