TIIEX vs. FTIHX
Compare and contrast key facts about TIAA-CREF International Equity Fund (TIIEX) and Fidelity Total International Index Fund (FTIHX).
TIIEX is managed by TIAA Investments. It was launched on Jul 1, 1999. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIIEX or FTIHX.
Key characteristics
| TIIEX | FTIHX | |
|---|---|---|
| YTD Return | 5.00% | 6.16% |
| 1Y Return | 11.27% | 13.67% |
| 3Y Return (Ann) | -0.22% | 0.12% |
| 5Y Return (Ann) | 6.12% | 5.17% |
| Sharpe Ratio | 0.96 | 1.24 |
| Sortino Ratio | 1.38 | 1.82 |
| Omega Ratio | 1.18 | 1.23 |
| Calmar Ratio | 1.20 | 1.31 |
| Martin Ratio | 5.31 | 6.93 |
| Ulcer Index | 2.62% | 2.40% |
| Daily Std Dev | 14.43% | 13.36% |
| Max Drawdown | -67.55% | -35.75% |
| Current Drawdown | -7.27% | -7.37% |
Correlation
The correlation between TIIEX and FTIHX is 0.93, 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
TIIEX vs. FTIHX - Performance Comparison
In the year-to-date period, TIIEX achieves a 5.00% return, which is significantly lower than FTIHX's 6.16% 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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TIIEX vs. FTIHX - Expense Ratio Comparison
TIIEX has a 0.46% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Risk-Adjusted Performance
TIIEX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Fund (TIIEX) and Fidelity Total International Index Fund (FTIHX). 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
TIIEX vs. FTIHX - Dividend Comparison
TIIEX's dividend yield for the trailing twelve months is around 2.53%, less than FTIHX's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIIEX TIAA-CREF International Equity Fund | 2.53% | 2.66% | 2.22% | 2.85% | 1.20% | 1.67% | 2.53% | 1.11% | 1.51% | 1.28% | 1.46% | 1.59% |
FTIHX Fidelity Total International Index Fund | 2.62% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
TIIEX vs. FTIHX - Drawdown Comparison
The maximum TIIEX drawdown since its inception was -67.55%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for TIIEX and FTIHX. For additional features, visit the drawdowns tool.
Volatility
TIIEX vs. FTIHX - Volatility Comparison
TIAA-CREF International Equity Fund (TIIEX) and Fidelity Total International Index Fund (FTIHX) have volatilities of 3.66% and 3.72%, 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.