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TIBWX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBWX vs. VTILX - Performance Comparison

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

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TIBWX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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. 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.


TIBWXVTILXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.79

+0.36

Sortino ratio

Return per unit of downside risk

1.55

1.10

+0.45

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.03

0.92

+0.11

Martin ratio

Return relative to average drawdown

5.28

3.92

+1.36

TIBWX vs. VTILX - Sharpe Ratio Comparison

The current TIBWX Sharpe Ratio is 1.15, which is higher than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TIBWX and VTILX, 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


TIBWXVTILXDifference

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.


TTM202520242023202220212020201920182017
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


TIBWXVTILXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.88%

-2.59%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.29%

-6.05%

+2.76%

Ulcer Index

Depth 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


TIBWXVTILXDifference

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%