TIOIX vs. TIVFX
TIOIX (TIAA-CREF International Opportunities Fund) and TIVFX (American Beacon Tocqueville International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, TIOIX returned 9.62%/yr vs 10.58%/yr for TIVFX. Their correlation of 0.82 suggests significant overlap in exposure. TIOIX charges 0.61%/yr vs 1.20%/yr for TIVFX.
Performance
TIOIX vs. TIVFX - Performance Comparison
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Returns By Period
In the year-to-date period, TIOIX achieves a 10.76% return, which is significantly lower than TIVFX's 40.47% return. Over the past 10 years, TIOIX has underperformed TIVFX with an annualized return of 9.62%, while TIVFX has yielded a comparatively higher 10.58% annualized return.
TIOIX
- 1D
- -0.05%
- 1M
- 5.23%
- YTD
- 10.76%
- 6M
- 10.43%
- 1Y
- 22.52%
- 3Y*
- 12.07%
- 5Y*
- 2.28%
- 10Y*
- 9.62%
TIVFX
- 1D
- 1.39%
- 1M
- 5.10%
- YTD
- 40.47%
- 6M
- 40.47%
- 1Y
- 68.02%
- 3Y*
- 27.36%
- 5Y*
- 12.27%
- 10Y*
- 10.58%
TIOIX vs. TIVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIOIX TIAA-CREF International Opportunities Fund | 10.76% | 20.35% | 0.72% | 15.43% | -24.44% | 3.30% | 32.67% | 30.33% | -17.31% | 35.21% |
TIVFX American Beacon Tocqueville International Value Fund | 40.47% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
Correlation
The correlation between TIOIX and TIVFX is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.82 |
The correlation between TIOIX and TIVFX shifts across timeframes, from 0.69 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TIOIX vs. TIVFX — Risk / Return Rank
TIOIX
TIVFX
TIOIX vs. TIVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF International Opportunities Fund (TIOIX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIOIX | TIVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.59 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 5.94 | -4.23 |
| Martin ratioReturn relative to average drawdown | 6.34 | 21.00 | -14.66 |
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Drawdowns
TIOIX vs. TIVFX - Drawdown Comparison
The maximum TIOIX drawdown since its inception was -38.26%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for TIOIX and TIVFX.
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Drawdown Indicators
| TIOIX | TIVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.26% | -54.21% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -11.69% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -23.99% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -36.31% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.26% | -41.51% | +3.25% |
Current DrawdownCurrent decline from peak | -0.05% | 0.00% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -13.36% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.30% | +0.39% |
Volatility
TIOIX vs. TIVFX - Volatility Comparison
The current volatility for TIAA-CREF International Opportunities Fund (TIOIX) is 7.89%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 9.19%. This indicates that TIOIX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIOIX | TIVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 9.19% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 16.69% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 19.94% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 18.92% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 17.75% | +0.85% |
TIOIX vs. TIVFX - Expense Ratio Comparison
TIOIX has a 0.61% expense ratio, which is lower than TIVFX's 1.20% expense ratio.
Dividends
TIOIX vs. TIVFX - Dividend Comparison
TIOIX's dividend yield for the trailing twelve months is around 6.08%, less than TIVFX's 6.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIOIX TIAA-CREF International Opportunities Fund | 6.08% | 6.74% | 1.49% | 1.21% | 1.25% | 8.14% | 2.51% | 1.02% | 1.39% | 1.18% | 1.31% | 1.25% |
TIVFX American Beacon Tocqueville International Value Fund | 6.28% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Frequently Asked Questions
TIOIX and TIVFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIVFX has higher volatility (9.19%) compared to TIOIX (7.89%). In terms of maximum drawdown, TIOIX dropped -38.26% vs TIVFX's -54.21%.
TIVFX currently has the higher Sharpe Ratio (3.49 vs 1.27), 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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