TIIEX vs. SCHF
Compare and contrast key facts about TIAA-CREF International Equity Fund (TIIEX) and Schwab International Equity ETF (SCHF).
TIIEX is managed by TIAA Investments. It was launched on Jul 1, 1999. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIIEX or SCHF.
Key characteristics
| TIIEX | SCHF | |
|---|---|---|
| YTD Return | 7.85% | 6.84% |
| 1Y Return | 17.83% | 18.76% |
| 3Y Return (Ann) | 0.59% | 1.98% |
| 5Y Return (Ann) | 6.76% | 6.94% |
| 10Y Return (Ann) | 5.16% | 6.38% |
| Sharpe Ratio | 1.23 | 1.46 |
| Sortino Ratio | 1.72 | 2.06 |
| Omega Ratio | 1.23 | 1.26 |
| Calmar Ratio | 1.26 | 1.63 |
| Martin Ratio | 6.94 | 7.98 |
| Ulcer Index | 2.53% | 2.34% |
| Daily Std Dev | 14.29% | 12.84% |
| Max Drawdown | -67.55% | -34.64% |
| Current Drawdown | -4.76% | -5.85% |
Correlation
The correlation between TIIEX and SCHF 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. SCHF - Performance Comparison
In the year-to-date period, TIIEX achieves a 7.85% return, which is significantly higher than SCHF's 6.84% return. Over the past 10 years, TIIEX has underperformed SCHF with an annualized return of 5.16%, while SCHF has yielded a comparatively higher 6.38% annualized 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. SCHF - Expense Ratio Comparison
TIIEX has a 0.46% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
TIIEX vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Fund (TIIEX) and Schwab International Equity ETF (SCHF). 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. SCHF - Dividend Comparison
TIIEX's dividend yield for the trailing twelve months is around 2.47%, less than SCHF's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIIEX TIAA-CREF International Equity Fund | 2.47% | 2.66% | 2.22% | 2.85% | 1.20% | 1.67% | 2.53% | 1.11% | 1.51% | 1.28% | 1.46% | 1.59% |
SCHF Schwab International Equity ETF | 2.73% | 4.03% | 2.80% | 6.39% | 3.50% | 5.89% | 6.12% | 2.35% | 5.15% | 4.51% | 2.90% | 2.21% |
Drawdowns
TIIEX vs. SCHF - Drawdown Comparison
The maximum TIIEX drawdown since its inception was -67.55%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for TIIEX and SCHF. For additional features, visit the drawdowns tool.
Volatility
TIIEX vs. SCHF - Volatility Comparison
TIAA-CREF International Equity Fund (TIIEX) and Schwab International Equity ETF (SCHF) have volatilities of 3.73% and 3.84%, 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.