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TIIEX vs. RNPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIIEX and RNPGX is 0.86, 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.


-0.50.00.51.00.9

Performance

TIIEX vs. RNPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF International Equity Fund (TIIEX) and American Funds New Perspective Fund Class R-6 (RNPGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.16%
0.32%
TIIEX
RNPGX

Key characteristics

Sharpe Ratio

TIIEX:

0.22

RNPGX:

0.96

Sortino Ratio

TIIEX:

0.39

RNPGX:

1.30

Omega Ratio

TIIEX:

1.05

RNPGX:

1.19

Calmar Ratio

TIIEX:

0.29

RNPGX:

1.18

Martin Ratio

TIIEX:

0.90

RNPGX:

6.14

Ulcer Index

TIIEX:

3.44%

RNPGX:

2.20%

Daily Std Dev

TIIEX:

14.18%

RNPGX:

14.03%

Max Drawdown

TIIEX:

-67.55%

RNPGX:

-34.25%

Current Drawdown

TIIEX:

-9.99%

RNPGX:

-7.75%

Returns By Period

In the year-to-date period, TIIEX achieves a 1.92% return, which is significantly lower than RNPGX's 12.73% return. Over the past 10 years, TIIEX has underperformed RNPGX with an annualized return of 4.45%, while RNPGX has yielded a comparatively higher 11.83% annualized return.


TIIEX

YTD

1.92%

1M

-3.71%

6M

-5.36%

1Y

3.03%

5Y*

4.90%

10Y*

4.45%

RNPGX

YTD

12.73%

1M

-4.24%

6M

0.80%

1Y

13.42%

5Y*

10.67%

10Y*

11.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIIEX vs. RNPGX - Expense Ratio Comparison

TIIEX has a 0.46% expense ratio, which is higher than RNPGX's 0.42% expense ratio.


TIIEX
TIAA-CREF International Equity Fund
Expense ratio chart for TIIEX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for RNPGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

TIIEX vs. RNPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Fund (TIIEX) and American Funds New Perspective Fund Class R-6 (RNPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for TIIEX, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.000.220.96
The chart of Sortino ratio for TIIEX, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.000.391.30
The chart of Omega ratio for TIIEX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.19
The chart of Calmar ratio for TIIEX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.0014.000.291.18
The chart of Martin ratio for TIIEX, currently valued at 0.90, compared to the broader market0.0020.0040.0060.000.906.14
TIIEX
RNPGX

The current TIIEX Sharpe Ratio is 0.22, which is lower than the RNPGX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TIIEX and RNPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.22
0.96
TIIEX
RNPGX

Dividends

TIIEX vs. RNPGX - Dividend Comparison

Neither TIIEX nor RNPGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TIIEX
TIAA-CREF International Equity Fund
0.00%2.66%2.22%2.85%1.20%1.67%2.53%1.11%1.51%1.28%1.46%1.59%
RNPGX
American Funds New Perspective Fund Class R-6
0.00%1.25%1.21%0.65%0.40%1.81%1.55%0.75%1.16%1.05%8.26%6.90%

Drawdowns

TIIEX vs. RNPGX - Drawdown Comparison

The maximum TIIEX drawdown since its inception was -67.55%, which is greater than RNPGX's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for TIIEX and RNPGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.99%
-7.75%
TIIEX
RNPGX

Volatility

TIIEX vs. RNPGX - Volatility Comparison

The current volatility for TIAA-CREF International Equity Fund (TIIEX) is 5.00%, while American Funds New Perspective Fund Class R-6 (RNPGX) has a volatility of 7.17%. This indicates that TIIEX experiences smaller price fluctuations and is considered to be less risky than RNPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
7.17%
TIIEX
RNPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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