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TIEIX vs. TEQLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIEIX vs. TEQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). The values are adjusted to include any dividend payments, if applicable.

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TIEIX vs. TEQLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TEQLX
TIAA-CREF Emerging Markets Equity Index Fund
2.92%34.10%6.71%9.23%-20.22%-3.07%17.67%18.59%-14.60%37.47%

Returns By Period

In the year-to-date period, TIEIX achieves a -3.95% return, which is significantly lower than TEQLX's 2.92% return. Over the past 10 years, TIEIX has outperformed TEQLX with an annualized return of 13.41%, while TEQLX has yielded a comparatively lower 7.93% 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%

TEQLX

1D
2.77%
1M
-9.01%
YTD
2.92%
6M
6.55%
1Y
32.01%
3Y*
15.51%
5Y*
3.58%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIEIX vs. TEQLX - Expense Ratio Comparison

TIEIX has a 0.05% expense ratio, which is lower than TEQLX's 0.19% 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. TEQLX — Risk / Return Rank

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

TIEIX
TIEIX Risk / Return Rank: 5454
Overall Rank
TIEIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TIEIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TIEIX Omega Ratio Rank: 5555
Omega Ratio Rank
TIEIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TIEIX Martin Ratio Rank: 6565
Martin Ratio Rank

TEQLX
TEQLX Risk / Return Rank: 8686
Overall Rank
TEQLX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TEQLX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TEQLX Omega Ratio Rank: 8585
Omega Ratio Rank
TEQLX Calmar Ratio Rank: 8585
Calmar Ratio Rank
TEQLX Martin Ratio Rank: 8383
Martin Ratio Rank
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.

TIEIX vs. TEQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). 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.


TIEIXTEQLXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.87

-0.89

Sortino ratio

Return per unit of downside risk

1.49

2.44

-0.95

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.13

Calmar ratio

Return relative to maximum drawdown

1.31

2.24

-0.93

Martin ratio

Return relative to average drawdown

6.29

8.90

-2.61

TIEIX vs. TEQLX - Sharpe Ratio Comparison

The current TIEIX Sharpe Ratio is 0.98, which is lower than the TEQLX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TIEIX and TEQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIEIXTEQLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.87

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.22

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.46

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.27

+0.14

Correlation

The correlation between TIEIX and TEQLX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TIEIX vs. TEQLX - Dividend Comparison

TIEIX's dividend yield for the trailing twelve months is around 2.49%, less than TEQLX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
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%
TEQLX
TIAA-CREF Emerging Markets Equity Index Fund
2.75%2.83%2.93%3.08%2.51%2.27%2.04%2.77%2.43%1.98%1.88%2.40%

Drawdowns

TIEIX vs. TEQLX - Drawdown Comparison

The maximum TIEIX drawdown since its inception was -55.55%, which is greater than TEQLX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for TIEIX and TEQLX.


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Drawdown Indicators


TIEIXTEQLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.55%

-39.33%

-16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-13.32%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-37.14%

+12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-39.33%

+4.43%

Current Drawdown

Current decline from peak

-6.15%

-10.91%

+4.76%

Average Drawdown

Average peak-to-trough decline

-10.36%

-14.74%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.35%

-0.77%

Volatility

TIEIX vs. TEQLX - Volatility Comparison

The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 5.46%, while TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a volatility of 9.21%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than TEQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIEIXTEQLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

9.21%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

13.55%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

17.70%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

16.54%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

17.46%

+0.92%