TIIEX vs. MIEIX
Compare and contrast key facts about TIAA-CREF International Equity Fund (TIIEX) and MFS International Equity Fund Class R6 (MIEIX).
TIIEX is managed by TIAA Investments. It was launched on Jul 1, 1999. MIEIX is managed by MFS. It was launched on Jan 31, 1996.
Performance
TIIEX vs. MIEIX - Performance Comparison
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TIIEX vs. MIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIIEX TIAA-CREF International Equity Fund | -4.32% | 33.20% | 4.00% | 16.91% | -17.33% | 10.81% | 15.81% | 23.20% | -23.48% | 31.49% |
MIEIX MFS International Equity Fund Class R6 | -6.55% | 23.22% | 4.13% | 19.06% | -14.82% | 15.13% | 11.11% | 28.42% | -10.66% | 28.01% |
Returns By Period
In the year-to-date period, TIIEX achieves a -4.32% return, which is significantly higher than MIEIX's -6.55% return. Over the past 10 years, TIIEX has underperformed MIEIX with an annualized return of 7.64%, while MIEIX has yielded a comparatively higher 9.04% annualized return.
TIIEX
- 1D
- 0.27%
- 1M
- -12.09%
- YTD
- -4.32%
- 6M
- 1.58%
- 1Y
- 19.48%
- 3Y*
- 12.77%
- 5Y*
- 6.57%
- 10Y*
- 7.64%
MIEIX
- 1D
- 0.48%
- 1M
- -10.84%
- YTD
- -6.55%
- 6M
- -3.47%
- 1Y
- 8.02%
- 3Y*
- 9.09%
- 5Y*
- 6.72%
- 10Y*
- 9.04%
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TIIEX vs. MIEIX - Expense Ratio Comparison
TIIEX has a 0.46% expense ratio, which is lower than MIEIX's 0.68% expense ratio.
Return for Risk
TIIEX vs. MIEIX — Risk / Return Rank
TIIEX
MIEIX
TIIEX vs. MIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Fund (TIIEX) and MFS International Equity Fund Class R6 (MIEIX). 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.
| TIIEX | MIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.45 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.68 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.52 | +0.71 |
Martin ratioReturn relative to average drawdown | 4.60 | 1.93 | +2.67 |
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
| TIIEX | MIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.45 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.44 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.45 | -0.17 |
Correlation
The correlation between TIIEX and MIEIX is 0.91, 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
TIIEX vs. MIEIX - Dividend Comparison
TIIEX's dividend yield for the trailing twelve months is around 12.25%, more than MIEIX's 2.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIIEX TIAA-CREF International Equity Fund | 12.25% | 11.72% | 2.56% | 2.66% | 2.22% | 2.84% | 1.21% | 1.67% | 7.72% | 1.29% | 1.51% | 1.28% |
MIEIX MFS International Equity Fund Class R6 | 2.87% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
Drawdowns
TIIEX vs. MIEIX - Drawdown Comparison
The maximum TIIEX drawdown since its inception was -64.69%, which is greater than MIEIX's maximum drawdown of -53.13%. Use the drawdown chart below to compare losses from any high point for TIIEX and MIEIX.
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Drawdown Indicators
| TIIEX | MIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.69% | -53.13% | -11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -11.26% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -32.07% | -28.07% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -31.35% | -10.72% |
Current DrawdownCurrent decline from peak | -13.01% | -10.84% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -20.31% | -9.01% | -11.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 3.04% | +0.58% |
Volatility
TIIEX vs. MIEIX - Volatility Comparison
TIAA-CREF International Equity Fund (TIIEX) has a higher volatility of 8.22% compared to MFS International Equity Fund Class R6 (MIEIX) at 6.03%. This indicates that TIIEX's price experiences larger fluctuations and is considered to be riskier than MIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIIEX | MIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 6.03% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 9.42% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 14.88% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 15.24% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 15.90% | +2.07% |