TILGX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILGX or TCIEX.
Key characteristics
| TILGX | TCIEX | |
|---|---|---|
| YTD Return | 27.77% | 7.04% |
| 1Y Return | 41.82% | 18.77% |
| 3Y Return (Ann) | 7.08% | 2.29% |
| 5Y Return (Ann) | 17.80% | 6.11% |
| 10Y Return (Ann) | 15.13% | 5.38% |
| Sharpe Ratio | 2.28 | 1.37 |
| Sortino Ratio | 2.89 | 1.96 |
| Omega Ratio | 1.43 | 1.24 |
| Calmar Ratio | 2.94 | 1.80 |
| Martin Ratio | 11.79 | 7.65 |
| Ulcer Index | 3.47% | 2.45% |
| Daily Std Dev | 17.93% | 13.70% |
| Max Drawdown | -52.16% | -60.62% |
| Current Drawdown | 0.00% | -6.40% |
Correlation
The correlation between TILGX and TCIEX is 0.73, 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
TILGX vs. TCIEX - Performance Comparison
In the year-to-date period, TILGX achieves a 27.77% return, which is significantly higher than TCIEX's 7.04% return. Over the past 10 years, TILGX has outperformed TCIEX with an annualized return of 15.13%, while TCIEX has yielded a comparatively lower 5.38% 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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TILGX vs. TCIEX - Expense Ratio Comparison
TILGX has a 0.40% expense ratio, which is higher than TCIEX's 0.05% expense ratio.
Risk-Adjusted Performance
TILGX vs. TCIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). 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
TILGX vs. TCIEX - Dividend Comparison
TILGX's dividend yield for the trailing twelve months is around 0.17%, less than TCIEX's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class | 0.17% | 0.22% | 0.42% | 0.14% | 0.50% | 0.42% | 0.69% | 0.48% | 0.61% | 0.37% | 0.33% | 0.37% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 2.94% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.05% | 3.94% | 2.83% |
Drawdowns
TILGX vs. TCIEX - Drawdown Comparison
The maximum TILGX drawdown since its inception was -52.16%, smaller than the maximum TCIEX drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for TILGX and TCIEX. For additional features, visit the drawdowns tool.
Volatility
TILGX vs. TCIEX - Volatility Comparison
TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.00% compared to TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) at 4.01%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.