TILIX vs. TEQLX

Last updated Apr 2, 2026

Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX).

TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. TEQLX is managed by TIAA Investments. It was launched on Aug 30, 2010.

Performance

TILIX vs. TEQLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). The values are adjusted to include any dividend payments, if applicable.

TILIX vs. TEQLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILIX TIAA-CREF Large-Cap Growth Index Fund	-9.78%	18.41%	33.31%	42.64%	-29.22%	27.63%	38.43%	36.30%	-1.66%	28.49%
TEQLX TIAA-CREF Emerging Markets Equity Index Fund	2.92%	34.10%	6.71%	9.23%	-20.22%	-3.07%	17.67%	18.59%	-14.60%	37.47%

Returns By Period

In the year-to-date period, TILIX achieves a -9.78% return, which is significantly lower than TEQLX's 2.92% return. Over the past 10 years, TILIX has outperformed TEQLX with an annualized return of 16.52%, while TEQLX has yielded a comparatively lower 7.93% annualized return.

TILIX

• 1D: 3.75%
• 1M: -5.51%
• YTD: -9.78%
• 6M: -9.34%
• 1Y: 17.66%
• 3Y*: 21.12%
• 5Y*: 12.35%
• 10Y*: 16.52%

TEQLX

• 1D: 2.77%
• 1M: -9.01%
• YTD: 2.92%
• 6M: 6.55%
• 1Y: 32.01%
• 3Y*: 15.51%
• 5Y*: 3.58%
• 10Y*: 7.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILIX vs. TEQLX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is lower than TEQLX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

TEQLX

TIAA-CREF Emerging Markets Equity Index Fund

TILIX

TIAA-CREF Large-Cap Growth Index Fund

Return for Risk

TILIX vs. TEQLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILIX

TILIX Risk / Return Rank: 37
TILIX Sharpe Ratio Rank: 37
TILIX Sortino Ratio Rank: 43
TILIX Omega Ratio Rank: 40
TILIX Calmar Ratio Rank: 34
TILIX Martin Ratio Rank: 30

TEQLX

TEQLX Risk / Return Rank: 86
TEQLX Sharpe Ratio Rank: 89
TEQLX Sortino Ratio Rank: 87
TEQLX Omega Ratio Rank: 85
TEQLX Calmar Ratio Rank: 85
TEQLX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILIX vs. TEQLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Emerging Markets Equity Index Fund (TEQLX). 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.

	TILIX	TEQLX	Difference
Sharpe ratio Return per unit of total volatility	0.83	1.87	-1.03
Sortino ratio Return per unit of downside risk	1.35	2.44	-1.09
Omega ratio Gain probability vs. loss probability	1.19	1.36	-0.17
Calmar ratio Return relative to maximum drawdown	0.97	2.24	-1.27
Martin ratio Return relative to average drawdown	3.32	8.90	-5.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILIX vs. TEQLX - Sharpe Ratio Comparison

The current TILIX Sharpe Ratio is 0.83, which is lower than the TEQLX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TILIX and TEQLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TILIX	TEQLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	1.87	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.22	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.46	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.27	+0.30

Correlation

The correlation between TILIX and TEQLX is 0.66, 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

TILIX vs. TEQLX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 4.89%, more than TEQLX's 2.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TILIX TIAA-CREF Large-Cap Growth Index Fund	4.89%	4.41%	3.25%	1.90%	11.00%	8.76%	1.91%	2.38%	4.01%	0.68%	1.33%	1.32%
TEQLX TIAA-CREF Emerging Markets Equity Index Fund	2.75%	2.83%	2.93%	3.08%	2.51%	2.27%	2.04%	2.77%	2.43%	1.98%	1.88%	2.40%

Drawdowns

TILIX vs. TEQLX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -50.54%, which is greater than TEQLX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for TILIX and TEQLX.

Drawdown Indicators

	TILIX	TEQLX	Difference
Max Drawdown Largest peak-to-trough decline	-50.54%	-39.33%	-11.21%
Max Drawdown (1Y) Largest decline over 1 year	-16.24%	-13.32%	-2.92%
Max Drawdown (5Y) Largest decline over 5 years	-32.68%	-37.14%	+4.46%
Max Drawdown (10Y) Largest decline over 10 years	-32.68%	-39.33%	+6.65%
Current Drawdown Current decline from peak	-13.10%	-10.91%	-2.19%
Average Drawdown Average peak-to-trough decline	-7.77%	-14.74%	+6.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.73%	3.35%	+1.38%

Volatility

TILIX vs. TEQLX - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 6.72%, while TIAA-CREF Emerging Markets Equity Index Fund (TEQLX) has a volatility of 9.21%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than TEQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILIX	TEQLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.72%	9.21%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	12.38%	13.55%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	22.61%	17.70%	+4.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.50%	16.54%	+4.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.04%	17.46%	+3.58%