TIMVX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Mid-Cap Value Fund (TIMVX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TIMVX is managed by TIAA Investments. It was launched on Oct 1, 2002. 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.
Performance
TIMVX vs. TCIEX - Performance Comparison
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TIMVX vs. TCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 5.33% | 10.11% | 14.48% | 11.40% | -10.44% | 32.27% | -4.21% | 27.33% | -14.43% | 9.30% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 1.04% | 31.55% | 3.69% | 18.21% | -14.19% | 11.30% | 8.13% | 21.82% | -13.27% | 25.34% |
Returns By Period
In the year-to-date period, TIMVX achieves a 5.33% return, which is significantly higher than TCIEX's 1.04% return. Both investments have delivered pretty close results over the past 10 years, with TIMVX having a 8.62% annualized return and TCIEX not far ahead at 8.90%.
TIMVX
- 1D
- 2.60%
- 1M
- -3.81%
- YTD
- 5.33%
- 6M
- 6.96%
- 1Y
- 19.78%
- 3Y*
- 14.29%
- 5Y*
- 8.76%
- 10Y*
- 8.62%
TCIEX
- 1D
- 3.00%
- 1M
- -6.29%
- YTD
- 1.04%
- 6M
- 4.81%
- 1Y
- 22.86%
- 3Y*
- 14.48%
- 5Y*
- 8.26%
- 10Y*
- 8.90%
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TIMVX vs. TCIEX - Expense Ratio Comparison
TIMVX has a 0.45% expense ratio, which is higher than TCIEX's 0.05% expense ratio.
Return for Risk
TIMVX vs. TCIEX — Risk / Return Rank
TIMVX
TCIEX
TIMVX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Value Fund (TIMVX) 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.
| TIMVX | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.36 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.87 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.83 | -0.45 |
Martin ratioReturn relative to average drawdown | 6.47 | 6.94 | -0.46 |
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
| TIMVX | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.36 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.52 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.39 | +0.10 |
Correlation
The correlation between TIMVX 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.
Dividends
TIMVX vs. TCIEX - Dividend Comparison
TIMVX's dividend yield for the trailing twelve months is around 7.82%, more than TCIEX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIMVX TIAA-CREF Mid-Cap Value Fund | 7.82% | 8.23% | 7.09% | 1.63% | 15.58% | 14.87% | 1.77% | 20.99% | 18.64% | 7.13% | 4.60% | 10.06% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.85% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
Drawdowns
TIMVX vs. TCIEX - Drawdown Comparison
The maximum TIMVX drawdown since its inception was -59.15%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TIMVX and TCIEX.
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Drawdown Indicators
| TIMVX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.15% | -59.27% | +0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -11.35% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -29.25% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -52.60% | -33.58% | -19.02% |
Current DrawdownCurrent decline from peak | -4.05% | -8.19% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -10.64% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.00% | -0.10% |
Volatility
TIMVX vs. TCIEX - Volatility Comparison
The current volatility for TIAA-CREF Mid-Cap Value Fund (TIMVX) is 5.91%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TIMVX 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
| TIMVX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 7.73% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 11.19% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 17.19% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 15.94% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 16.58% | +5.11% |