TIBWX vs. VTIBX
Compare and contrast key facts about TIAA-CREF International Bond Fund (TIBWX) and Vanguard Total International Bond Index Fund (VTIBX).
TIBWX is managed by TIAA Investments. It was launched on Aug 4, 2016. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
TIBWX vs. VTIBX - Performance Comparison
Loading graphics...
TIBWX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.50% |
Returns By Period
In the year-to-date period, TIBWX achieves a -1.13% return, which is significantly lower than VTIBX's -0.82% return.
TIBWX
- 1D
- 0.11%
- 1M
- -2.88%
- YTD
- -1.13%
- 6M
- -0.51%
- 1Y
- 2.83%
- 3Y*
- 4.61%
- 5Y*
- 0.90%
- 10Y*
- —
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIBWX vs. VTIBX - Expense Ratio Comparison
TIBWX has a 0.59% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
TIBWX vs. VTIBX — Risk / Return Rank
TIBWX
VTIBX
TIBWX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Bond Fund (TIBWX) and Vanguard Total International Bond Index Fund (VTIBX). 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.
| TIBWX | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.77 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.06 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.87 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.28 | 3.71 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TIBWX | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.77 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.03 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.68 | +0.05 |
Correlation
The correlation between TIBWX and VTIBX is 0.79, 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
TIBWX vs. VTIBX - Dividend Comparison
TIBWX's dividend yield for the trailing twelve months is around 1.55%, less than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
TIBWX vs. VTIBX - Drawdown Comparison
The maximum TIBWX drawdown since its inception was -16.47%, roughly equal to the maximum VTIBX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for TIBWX and VTIBX.
Loading graphics...
Drawdown Indicators
| TIBWX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -16.15% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.95% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -16.06% | -15.81% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.15% | — |
Current DrawdownCurrent decline from peak | -2.88% | -2.65% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -3.09% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.70% | -0.12% |
Volatility
TIBWX vs. VTIBX - Volatility Comparison
The current volatility for TIAA-CREF International Bond Fund (TIBWX) is 1.27%, while Vanguard Total International Bond Index Fund (VTIBX) has a volatility of 1.40%. This indicates that TIBWX experiences smaller price fluctuations and is considered to be less risky than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TIBWX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.40% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 2.08% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 3.11% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.33% | 4.42% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.31% | 3.62% | -0.31% |