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TIGRX vs. TCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIGRX vs. TCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Growth & Income Fund (TIGRX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). The values are adjusted to include any dividend payments, if applicable.

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TIGRX vs. TCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIGRX
TIAA-CREF Growth & Income Fund
-6.84%13.92%29.01%32.97%-22.15%25.55%20.49%30.29%-7.33%23.72%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
1.04%31.55%3.69%18.21%-14.19%11.30%8.13%21.82%-13.27%25.34%

Returns By Period

In the year-to-date period, TIGRX achieves a -6.84% return, which is significantly lower than TCIEX's 1.04% return. Over the past 10 years, TIGRX has outperformed TCIEX with an annualized return of 13.36%, while TCIEX has yielded a comparatively lower 8.90% annualized return.


TIGRX

1D
3.01%
1M
-6.09%
YTD
-6.84%
6M
-4.55%
1Y
13.06%
3Y*
18.18%
5Y*
10.71%
10Y*
13.36%

TCIEX

1D
3.00%
1M
-6.29%
YTD
1.04%
6M
4.81%
1Y
22.86%
3Y*
14.48%
5Y*
8.26%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIGRX vs. TCIEX - Expense Ratio Comparison

TIGRX has a 0.40% expense ratio, which is higher than TCIEX's 0.05% expense ratio.


Return for Risk

TIGRX vs. TCIEX — Risk / Return Rank

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

TIGRX
TIGRX Risk / Return Rank: 3131
Overall Rank
TIGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIGRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TIGRX Omega Ratio Rank: 3030
Omega Ratio Rank
TIGRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
TIGRX Martin Ratio Rank: 3434
Martin Ratio Rank

TCIEX
TCIEX Risk / Return Rank: 7373
Overall Rank
TCIEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 7070
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 7676
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 7272
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.

TIGRX vs. TCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Growth & Income Fund (TIGRX) 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.


TIGRXTCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.36

-0.63

Sortino ratio

Return per unit of downside risk

1.14

1.87

-0.72

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.00

1.83

-0.84

Martin ratio

Return relative to average drawdown

3.86

6.94

-3.08

TIGRX vs. TCIEX - Sharpe Ratio Comparison

The current TIGRX Sharpe Ratio is 0.73, which is lower than the TCIEX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TIGRX and TCIEX, 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


TIGRXTCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.36

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.54

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Correlation

The correlation between TIGRX and TCIEX is 0.74, 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

TIGRX vs. TCIEX - Dividend Comparison

TIGRX's dividend yield for the trailing twelve months is around 14.88%, more than TCIEX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
TIGRX
TIAA-CREF Growth & Income Fund
14.88%14.09%11.70%24.27%9.52%19.80%7.44%6.61%9.98%4.60%3.06%8.41%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
3.85%3.89%3.17%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.06%

Drawdowns

TIGRX vs. TCIEX - Drawdown Comparison

The maximum TIGRX drawdown since its inception was -49.52%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TIGRX and TCIEX.


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Drawdown Indicators


TIGRXTCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-59.27%

+9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-11.35%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.16%

-29.25%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-33.58%

-1.98%

Current Drawdown

Current decline from peak

-8.60%

-8.19%

-0.41%

Average Drawdown

Average peak-to-trough decline

-11.24%

-10.64%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.00%

+0.13%

Volatility

TIGRX vs. TCIEX - Volatility Comparison

The current volatility for TIAA-CREF Growth & Income Fund (TIGRX) is 5.78%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TIGRX experiences smaller price fluctuations and is considered to be less risky than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIGRXTCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.73%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

11.19%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

17.19%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

15.94%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

16.58%

+4.76%