TIEIX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIEIX or TCIEX.
Key characteristics
| TIEIX | TCIEX | |
|---|---|---|
| YTD Return | 26.17% | 5.31% |
| 1Y Return | 38.29% | 16.10% |
| 3Y Return (Ann) | 8.88% | 1.81% |
| 5Y Return (Ann) | 15.37% | 5.92% |
| 10Y Return (Ann) | 12.90% | 5.23% |
| Sharpe Ratio | 2.92 | 1.19 |
| Sortino Ratio | 3.73 | 1.72 |
| Omega Ratio | 1.57 | 1.21 |
| Calmar Ratio | 4.47 | 1.66 |
| Martin Ratio | 19.81 | 6.48 |
| Ulcer Index | 1.93% | 2.53% |
| Daily Std Dev | 13.10% | 13.81% |
| Max Drawdown | -55.55% | -60.62% |
| Current Drawdown | -0.40% | -7.92% |
Correlation
The correlation between TIEIX and TCIEX is 0.75, 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.
Performance
TIEIX vs. TCIEX - Performance Comparison
In the year-to-date period, TIEIX achieves a 26.17% return, which is significantly higher than TCIEX's 5.31% return. Over the past 10 years, TIEIX has outperformed TCIEX with an annualized return of 12.90%, while TCIEX has yielded a comparatively lower 5.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TIEIX vs. TCIEX - Expense Ratio Comparison
Both TIEIX and TCIEX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
TIEIX vs. TCIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). 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.
Dividends
TIEIX vs. TCIEX - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 1.17%, less than TCIEX's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | 1.17% | 1.47% | 1.58% | 1.21% | 1.44% | 1.79% | 2.04% | 1.70% | 1.98% | 2.07% | 1.82% | 1.69% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 2.98% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.05% | 3.94% | 2.83% |
Drawdowns
TIEIX vs. TCIEX - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, smaller than the maximum TCIEX drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for TIEIX and TCIEX. For additional features, visit the drawdowns tool.
Volatility
TIEIX vs. TCIEX - Volatility Comparison
TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) have volatilities of 4.01% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.