TILVX vs. TCIEX
TILVX (TIAA-CREF Large-Cap Value Index Fund) and TCIEX (TIAA-CREF International Equity Index Fund Institutional Class) are both mutual funds - TILVX is a Large Cap Value Equities fund managed by TIAA Investments, while TCIEX is a Large Cap Blend Equities fund tracking the MSCI EAFE Index. Over the past 10 years, TILVX returned 11.10%/yr vs 9.38%/yr for TCIEX. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.05% expense ratio.
Performance
TILVX vs. TCIEX - Performance Comparison
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Returns By Period
In the year-to-date period, TILVX achieves a 14.30% return, which is significantly higher than TCIEX's 9.52% return. Over the past 10 years, TILVX has outperformed TCIEX with an annualized return of 11.10%, while TCIEX has yielded a comparatively lower 9.38% annualized return.
TILVX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.30%
- 6M
- 14.82%
- 1Y
- 28.25%
- 3Y*
- 18.53%
- 5Y*
- 10.41%
- 10Y*
- 11.10%
TCIEX
- 1D
- 0.33%
- 1M
- 4.10%
- YTD
- 9.52%
- 6M
- 11.87%
- 1Y
- 22.18%
- 3Y*
- 17.07%
- 5Y*
- 8.81%
- 10Y*
- 9.38%
TILVX vs. TCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILVX TIAA-CREF Large-Cap Value Index Fund | 14.30% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 9.52% | 31.55% | 3.69% | 18.21% | -14.19% | 11.30% | 8.13% | 21.82% | -13.27% | 25.34% |
Correlation
The correlation between TILVX and TCIEX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2003 | 0.74 |
The correlation between TILVX and TCIEX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
TILVX vs. TCIEX — Risk / Return Rank
TILVX
TCIEX
TILVX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) 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.
| TILVX | TCIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.26 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 1.89 | +2.41 |
| Martin ratioReturn relative to average drawdown | 18.01 | 7.06 | +10.95 |
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
| TILVX | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 1.42 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.55 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.57 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.41 | +0.07 |
Drawdowns
TILVX vs. TCIEX - Drawdown Comparison
The maximum TILVX drawdown since its inception was -60.05%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TILVX and TCIEX.
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Drawdown Indicators
| TILVX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -59.27% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -11.35% | +4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -13.58% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -29.25% | +10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -33.58% | -6.57% |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -10.58% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 3.02% | -1.40% |
Volatility
TILVX vs. TCIEX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Value Index Fund (TILVX) is 3.04%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 4.65%. This indicates that TILVX experiences smaller price fluctuations and is considered to be less risky than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILVX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.65% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 12.25% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 15.11% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 16.10% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 16.65% | +1.01% |
TILVX vs. TCIEX - Expense Ratio Comparison
Both TILVX and TCIEX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
TILVX vs. TCIEX - Dividend Comparison
TILVX's dividend yield for the trailing twelve months is around 5.21%, more than TCIEX's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.55% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 5.21% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Frequently Asked Questions
TILVX and TCIEX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TCIEX has higher volatility (4.65%) compared to TILVX (3.04%). In terms of maximum drawdown, TILVX dropped -60.05% vs TCIEX's -59.27%.
TILVX currently has the higher Sharpe Ratio (2.70 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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