TIEIX vs. VEA
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and Vanguard FTSE Developed Markets ETF (VEA).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
TIEIX vs. VEA - Performance Comparison
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TIEIX vs. VEA - 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% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, TIEIX achieves a -6.70% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, TIEIX has outperformed VEA with an annualized return of 13.08%, while VEA has yielded a comparatively lower 9.37% 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%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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TIEIX vs. VEA - Expense Ratio Comparison
TIEIX has a 0.05% expense ratio, which is higher than VEA's 0.03% 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. VEA — Risk / Return Rank
TIEIX
VEA
TIEIX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.72 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.35 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.50 | -1.52 |
Martin ratioReturn relative to average drawdown | 4.75 | 9.82 | -5.06 |
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 | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.72 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.53 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.22 | +0.19 |
Correlation
The correlation between TIEIX and VEA is 0.83, 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. VEA - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 2.56%, less than VEA's 2.93% 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% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
TIEIX vs. VEA - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for TIEIX and VEA.
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Drawdown Indicators
| TIEIX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.55% | -60.68% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -11.63% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -29.71% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -35.73% | +0.83% |
Current DrawdownCurrent decline from peak | -8.84% | -8.71% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -13.40% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.96% | -0.35% |
Volatility
TIEIX vs. VEA - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 4.38%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIEIX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 8.41% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 11.57% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 17.62% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 16.30% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 17.26% | +1.10% |