TIBWX vs. WELL

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF International Bond Fund (TIBWX) and Welltower Inc. (WELL).

TIBWX is managed by TIAA Investments. It was launched on Aug 4, 2016.

Performance

TIBWX vs. WELL - Performance Comparison

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

TIBWX vs. WELL - 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%
WELL Welltower Inc.	6.90%	49.86%	43.07%	41.79%	-21.18%	36.98%	-17.19%	23.04%	15.31%	1.37%

Returns By Period

In the year-to-date period, TIBWX achieves a -1.13% return, which is significantly lower than WELL's 6.90% return.

TIBWX

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

WELL

• 1D: 1.23%
• 1M: -4.54%
• YTD: 6.90%
• 6M: 11.81%
• 1Y: 31.19%
• 3Y*: 43.37%
• 5Y*: 25.13%
• 10Y*: 15.28%

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

Return for Risk

TIBWX vs. WELL — Risk / Return Rank

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

TIBWX

TIBWX Risk / Return Rank: 54
TIBWX Sharpe Ratio Rank: 64
TIBWX Sortino Ratio Rank: 58
TIBWX Omega Ratio Rank: 57
TIBWX Calmar Ratio Rank: 38
TIBWX Martin Ratio Rank: 53

WELL

WELL Risk / Return Rank: 81
WELL Sharpe Ratio Rank: 85
WELL Sortino Ratio Rank: 78
WELL Omega Ratio Rank: 78
WELL Calmar Ratio Rank: 82
WELL Martin Ratio Rank: 81

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. WELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Bond Fund (TIBWX) and Welltower Inc. (WELL). 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	WELL	Difference
Sharpe ratio Return per unit of total volatility	1.15	1.47	-0.32
Sortino ratio Return per unit of downside risk	1.55	1.97	-0.42
Omega ratio Gain probability vs. loss probability	1.23	1.26	-0.03
Calmar ratio Return relative to maximum drawdown	1.03	2.46	-1.43
Martin ratio Return relative to average drawdown	5.28	6.07	-0.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIBWX vs. WELL - Sharpe Ratio Comparison

The current TIBWX Sharpe Ratio is 1.15, which is comparable to the WELL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of TIBWX and WELL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TIBWX	WELL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	1.47	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	1.08	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.56	+0.17

Correlation

The correlation between TIBWX and WELL is 0.18, 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. WELL - Dividend Comparison

TIBWX's dividend yield for the trailing twelve months is around 1.55%, more than WELL's 1.46% 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%
WELL Welltower Inc.	1.46%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%

Drawdowns

TIBWX vs. WELL - Drawdown Comparison

The maximum TIBWX drawdown since its inception was -16.47%, smaller than the maximum WELL drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for TIBWX and WELL.

Drawdown Indicators

	TIBWX	WELL	Difference
Max Drawdown Largest peak-to-trough decline	-16.47%	-63.33%	+46.86%
Max Drawdown (1Y) Largest decline over 1 year	-2.99%	-12.61%	+9.62%
Max Drawdown (5Y) Largest decline over 5 years	-16.06%	-40.78%	+24.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.33%	—
Current Drawdown Current decline from peak	-2.88%	-7.92%	+5.04%
Average Drawdown Average peak-to-trough decline	-3.29%	-10.37%	+7.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	5.11%	-4.53%

Volatility

TIBWX vs. WELL - Volatility Comparison

The current volatility for TIAA-CREF International Bond Fund (TIBWX) is 1.27%, while Welltower Inc. (WELL) has a volatility of 6.70%. This indicates that TIBWX experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIBWX	WELL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	6.70%	-5.43%
Volatility (6M) Calculated over the trailing 6-month period	1.75%	14.89%	-13.14%
Volatility (1Y) Calculated over the trailing 1-year period	2.58%	21.26%	-18.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.33%	23.52%	-20.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.31%	31.83%	-28.52%