TIEIX vs. QQQ
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and Invesco QQQ ETF (QQQ).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
TIEIX vs. QQQ - Performance Comparison
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TIEIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | -3.95% | 17.04% | 23.71% | 25.92% | -19.18% | 25.64% | 20.82% | 30.89% | -5.27% | 19.05% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, TIEIX achieves a -3.95% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, TIEIX has underperformed QQQ with an annualized return of 13.41%, while QQQ has yielded a comparatively higher 18.99% annualized return.
TIEIX
- 1D
- 2.95%
- 1M
- -5.10%
- YTD
- -3.95%
- 6M
- -1.99%
- 1Y
- 17.53%
- 3Y*
- 17.80%
- 5Y*
- 10.54%
- 10Y*
- 13.41%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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TIEIX vs. QQQ - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is lower than QQQ's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TIEIX vs. QQQ — Risk / Return Rank
TIEIX
QQQ
TIEIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.07 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.66 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.00 | -0.69 |
Martin ratioReturn relative to average drawdown | 6.29 | 7.32 | -1.03 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.07 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.86 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.38 | +0.04 |
Correlation
The correlation between TIEIX and QQQ is 0.87, 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. QQQ - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 2.49%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | 2.49% | 2.39% | 1.63% | 1.47% | 1.83% | 2.08% | 1.43% | 1.99% | 2.45% | 0.52% | 2.45% | 1.27% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
TIEIX vs. QQQ - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TIEIX and QQQ.
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Drawdown Indicators
| TIEIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.55% | -82.97% | +27.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.62% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -35.12% | +10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -35.12% | +0.22% |
Current DrawdownCurrent decline from peak | -6.15% | -7.86% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -32.99% | +22.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.44% | -0.86% |
Volatility
TIEIX vs. QQQ - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 5.46%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIEIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.61% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 12.82% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 22.70% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 22.38% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 22.25% | -3.87% |