TIIEX vs. TILIX
Compare and contrast key facts about TIAA-CREF International Equity Fund (TIIEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
TIIEX is managed by TIAA Investments. It was launched on Jul 1, 1999. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TIIEX vs. TILIX - Performance Comparison
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TIIEX vs. TILIX - 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% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Returns By Period
In the year-to-date period, TIIEX achieves a -4.32% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, TIIEX has underperformed TILIX with an annualized return of 7.64%, while TILIX has yielded a comparatively higher 16.09% 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%
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
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TIIEX vs. TILIX - Expense Ratio Comparison
TIIEX has a 0.46% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
TIIEX vs. TILIX — Risk / Return Rank
TIIEX
TILIX
TIIEX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Equity Fund (TIIEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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 | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.65 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.10 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.67 | +0.55 |
Martin ratioReturn relative to average drawdown | 4.60 | 2.32 | +2.28 |
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 | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.65 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.56 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.77 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.56 | -0.29 |
Correlation
The correlation between TIIEX and TILIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TIIEX vs. TILIX - Dividend Comparison
TIIEX's dividend yield for the trailing twelve months is around 12.25%, more than TILIX's 5.07% 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% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
TIIEX vs. TILIX - Drawdown Comparison
The maximum TIIEX drawdown since its inception was -64.69%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TIIEX and TILIX.
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Drawdown Indicators
| TIIEX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.69% | -50.54% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -16.24% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.07% | -32.68% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -32.68% | -9.39% |
Current DrawdownCurrent decline from peak | -13.01% | -16.24% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -20.31% | -7.77% | -12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 4.73% | -1.11% |
Volatility
TIIEX vs. TILIX - Volatility Comparison
TIAA-CREF International Equity Fund (TIIEX) has a higher volatility of 8.22% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.34%. This indicates that TIIEX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIIEX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 5.34% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 11.80% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 22.35% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 21.44% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 21.01% | -3.04% |