TIEIX vs. QLD
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and ProShares Ultra QQQ (QLD).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. QLD is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (200%). It was launched on Jun 21, 2006.
Performance
TIEIX vs. QLD - Performance Comparison
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TIEIX vs. QLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | -6.70% | 17.04% | 23.71% | 25.92% | -19.18% | 25.64% | 20.82% | 30.89% | -5.27% | 19.05% |
QLD ProShares Ultra QQQ | -13.35% | 30.36% | 42.82% | 117.72% | -60.52% | 54.67% | 88.90% | 81.69% | -8.31% | 70.34% |
Returns By Period
In the year-to-date period, TIEIX achieves a -6.70% return, which is significantly higher than QLD's -13.35% return. Over the past 10 years, TIEIX has underperformed QLD with an annualized return of 13.08%, while QLD has yielded a comparatively higher 29.40% annualized return.
TIEIX
- 1D
- -0.43%
- 1M
- -7.68%
- YTD
- -6.70%
- 6M
- -4.49%
- 1Y
- 14.63%
- 3Y*
- 16.66%
- 5Y*
- 10.18%
- 10Y*
- 13.08%
QLD
- 1D
- 6.72%
- 1M
- -10.26%
- YTD
- -13.35%
- 6M
- -11.03%
- 1Y
- 37.53%
- 3Y*
- 35.41%
- 5Y*
- 15.27%
- 10Y*
- 29.40%
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TIEIX vs. QLD - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is lower than QLD's 0.95% expense ratio.
Return for Risk
TIEIX vs. QLD — Risk / Return Rank
TIEIX
QLD
TIEIX vs. QLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and ProShares Ultra QQQ (QLD). 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.
| TIEIX | QLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.84 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.43 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.49 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.75 | 4.88 | -0.13 |
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
| TIEIX | QLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.34 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.66 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.12 |
Correlation
The correlation between TIEIX and QLD is 0.89, 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
TIEIX vs. QLD - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 2.56%, more than QLD's 0.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | 2.56% | 2.39% | 1.63% | 1.47% | 1.83% | 2.08% | 1.43% | 1.99% | 2.45% | 0.52% | 2.45% | 1.27% |
QLD ProShares Ultra QQQ | 0.19% | 0.17% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.21% | 0.11% |
Drawdowns
TIEIX vs. QLD - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for TIEIX and QLD.
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Drawdown Indicators
| TIEIX | QLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.55% | -83.13% | +27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -25.13% | +12.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -63.68% | +38.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -63.68% | +28.78% |
Current DrawdownCurrent decline from peak | -8.84% | -20.10% | +11.26% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -18.30% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 7.67% | -5.06% |
Volatility
TIEIX vs. QLD - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 4.38%, while ProShares Ultra QQQ (QLD) has a volatility of 12.96%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIEIX | QLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 12.96% | -8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 25.55% | -16.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 44.91% | -26.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 44.77% | -27.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 44.47% | -26.11% |