TIREX vs. MGLIX

In the year-to-date period, TIREX achieves a -0.49% return, which is significantly lower than MGLIX's 0.50% return. Over the past 10 years, TIREX has outperformed MGLIX with an annualized return of 3.69%, while MGLIX has yielded a comparatively lower 2.43% annualized return.

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TIREX has a 0.47% expense ratio, which is lower than MGLIX's 0.92% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and MFS Global Real Estate Fund (MGLIX). 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.

The current TIREX Sharpe Ratio is 0.69, which is higher than the MGLIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of TIREX and MGLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TIREX's dividend yield for the trailing twelve months is around 3.19%, more than MGLIX's 2.57% yield.

The maximum TIREX drawdown since its inception was -77.64%, which is greater than MGLIX's maximum drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for TIREX and MGLIX. For additional features, visit the drawdowns tool.

TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) has a higher volatility of 4.51% compared to MFS Global Real Estate Fund (MGLIX) at 3.92%. This indicates that TIREX's price experiences larger fluctuations and is considered to be riskier than MGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.