TIEIX vs. SCHG
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
TIEIX vs. SCHG - Performance Comparison
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TIEIX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, TIEIX achieves a -3.95% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, TIEIX has underperformed SCHG with an annualized return of 13.41%, while SCHG has yielded a comparatively higher 16.95% 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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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TIEIX vs. SCHG - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, 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. SCHG — Risk / Return Rank
TIEIX
SCHG
TIEIX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.76 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.24 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.09 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.29 | 3.71 | +2.58 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.76 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.79 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.79 | -0.38 |
Correlation
The correlation between TIEIX and SCHG is 0.94, 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. SCHG - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 2.49%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
TIEIX vs. SCHG - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TIEIX and SCHG.
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Drawdown Indicators
| TIEIX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.55% | -34.59% | -20.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -16.41% | +4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -34.59% | +9.53% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -34.59% | -0.31% |
Current DrawdownCurrent decline from peak | -6.15% | -12.51% | +6.36% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -5.22% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 4.84% | -2.26% |
Volatility
TIEIX vs. SCHG - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 5.46%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIEIX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.77% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 12.54% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 22.45% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 22.31% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 21.51% | -3.13% |