PortfoliosLab logoPortfoliosLab logo
TIREX vs. MGLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIREX vs. MGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) and MFS Global Real Estate Fund (MGLIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIREX vs. MGLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
1.02%2.10%5.30%12.16%-28.74%39.39%1.29%31.09%-4.06%11.73%
MGLIX
MFS Global Real Estate Fund
-2.98%3.60%-2.85%11.32%-26.94%29.71%2.18%26.29%-3.68%10.26%

Returns By Period

In the year-to-date period, TIREX achieves a 1.02% return, which is significantly higher than MGLIX's -2.98% return. Over the past 10 years, TIREX has outperformed MGLIX with an annualized return of 5.59%, while MGLIX has yielded a comparatively lower 3.20% annualized return.


TIREX

1D
0.28%
1M
-7.87%
YTD
1.02%
6M
-0.32%
1Y
1.98%
3Y*
6.06%
5Y*
2.33%
10Y*
5.59%

MGLIX

1D
0.45%
1M
-10.08%
YTD
-2.98%
6M
-3.81%
1Y
1.39%
3Y*
2.12%
5Y*
-0.29%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIREX vs. MGLIX - Expense Ratio Comparison

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


Return for Risk

TIREX vs. MGLIX — Risk / Return Rank

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

TIREX
TIREX Risk / Return Rank: 1010
Overall Rank
TIREX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TIREX Sortino Ratio Rank: 99
Sortino Ratio Rank
TIREX Omega Ratio Rank: 99
Omega Ratio Rank
TIREX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TIREX Martin Ratio Rank: 1111
Martin Ratio Rank

MGLIX
MGLIX Risk / Return Rank: 88
Overall Rank
MGLIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MGLIX Sortino Ratio Rank: 77
Sortino Ratio Rank
MGLIX Omega Ratio Rank: 77
Omega Ratio Rank
MGLIX Calmar Ratio Rank: 88
Calmar Ratio Rank
MGLIX Martin Ratio Rank: 99
Martin Ratio Rank
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.

TIREX vs. MGLIX - Risk-Adjusted Trends Comparison

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.


TIREXMGLIXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.12

+0.07

Sortino ratio

Return per unit of downside risk

0.36

0.26

+0.10

Omega ratio

Gain probability vs. loss probability

1.05

1.03

+0.01

Calmar ratio

Return relative to maximum drawdown

0.21

0.13

+0.08

Martin ratio

Return relative to average drawdown

0.87

0.48

+0.39

TIREX vs. MGLIX - Sharpe Ratio Comparison

The current TIREX Sharpe Ratio is 0.19, which is higher than the MGLIX Sharpe Ratio of 0.12. 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.


Loading graphics...

Sharpe Ratios by Period


TIREXMGLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.12

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.02

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.19

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.07

Correlation

The correlation between TIREX and MGLIX is 0.90, 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

TIREX vs. MGLIX - Dividend Comparison

TIREX's dividend yield for the trailing twelve months is around 2.72%, less than MGLIX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.72%3.56%3.08%2.71%5.13%3.07%1.80%6.18%3.54%7.20%4.16%5.65%
MGLIX
MFS Global Real Estate Fund
3.34%3.24%2.59%1.86%5.97%2.12%1.00%5.79%3.15%1.87%5.62%7.40%

Drawdowns

TIREX vs. MGLIX - Drawdown Comparison

The maximum TIREX drawdown since its inception was -74.18%, 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.


Loading graphics...

Drawdown Indicators


TIREXMGLIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.18%

-38.55%

-35.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-11.57%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.67%

-35.01%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.26%

-38.55%

-0.71%

Current Drawdown

Current decline from peak

-13.19%

-20.59%

+7.40%

Average Drawdown

Average peak-to-trough decline

-13.54%

-10.70%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.03%

-0.09%

Volatility

TIREX vs. MGLIX - Volatility Comparison

The current volatility for TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) is 4.24%, while MFS Global Real Estate Fund (MGLIX) has a volatility of 4.53%. This indicates that TIREX experiences smaller price fluctuations and is considered to be less risky than MGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIREXMGLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.53%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.17%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

14.64%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

16.46%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.13%

16.77%

+3.36%