TIBWX vs. VTILX
Compare and contrast key facts about TIAA-CREF International Bond Fund (TIBWX) and Vanguard Total International Bond II Index Fund (VTILX).
TIBWX is managed by TIAA Investments. It was launched on Aug 4, 2016. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
TIBWX vs. VTILX - Performance Comparison
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TIBWX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TIBWX TIAA-CREF International Bond Fund | -1.13% | 4.24% | 4.60% | 9.06% | -11.39% | 0.08% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, TIBWX achieves a -1.13% return, which is significantly lower than VTILX's -0.76% return.
TIBWX
- 1D
- 0.11%
- 1M
- -2.88%
- YTD
- -1.13%
- 6M
- -0.51%
- 1Y
- 2.83%
- 3Y*
- 4.61%
- 5Y*
- 0.90%
- 10Y*
- —
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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TIBWX vs. VTILX - Expense Ratio Comparison
TIBWX has a 0.59% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Return for Risk
TIBWX vs. VTILX — Risk / Return Rank
TIBWX
VTILX
TIBWX vs. VTILX - 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 II Index Fund (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.79 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.10 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.92 | +0.11 |
Martin ratioReturn relative to average drawdown | 5.28 | 3.92 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIBWX | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.79 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.03 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.04 | +0.69 |
Correlation
The correlation between TIBWX and VTILX is 0.85, 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. VTILX - Dividend Comparison
TIBWX's dividend yield for the trailing twelve months is around 1.55%, less than VTILX's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TIBWX vs. VTILX - Drawdown Comparison
The maximum TIBWX drawdown since its inception was -16.47%, roughly equal to the maximum VTILX drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for TIBWX and VTILX.
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Drawdown Indicators
| TIBWX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -15.85% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.90% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.06% | -15.85% | -0.21% |
Current DrawdownCurrent decline from peak | -2.88% | -2.59% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -6.05% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.68% | -0.10% |
Volatility
TIBWX vs. VTILX - Volatility Comparison
The current volatility for TIAA-CREF International Bond Fund (TIBWX) is 1.27%, while Vanguard Total International Bond II Index Fund (VTILX) has a volatility of 1.41%. This indicates that TIBWX experiences smaller price fluctuations and is considered to be less risky than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIBWX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.41% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 2.02% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 3.04% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.33% | 4.39% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.31% | 4.37% | -1.06% |