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TISPX vs. TCIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TISPX and TCIEX is 0.74, 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.


Performance

TISPX vs. TCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF S&P 500 Index Fund (TISPX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TISPX:

0.77

TCIEX:

0.68

Sortino Ratio

TISPX:

1.19

TCIEX:

1.04

Omega Ratio

TISPX:

1.18

TCIEX:

1.14

Calmar Ratio

TISPX:

0.79

TCIEX:

0.85

Martin Ratio

TISPX:

2.97

TCIEX:

2.43

Ulcer Index

TISPX:

4.97%

TCIEX:

4.76%

Daily Std Dev

TISPX:

17.73%

TCIEX:

16.41%

Max Drawdown

TISPX:

-55.51%

TCIEX:

-61.01%

Current Drawdown

TISPX:

-2.70%

TCIEX:

0.00%

Returns By Period

In the year-to-date period, TISPX achieves a 1.81% return, which is significantly lower than TCIEX's 15.50% return. Over the past 10 years, TISPX has outperformed TCIEX with an annualized return of 12.43%, while TCIEX has yielded a comparatively lower 5.74% annualized return.


TISPX

YTD

1.81%

1M

12.91%

6M

1.92%

1Y

13.51%

5Y*

16.59%

10Y*

12.43%

TCIEX

YTD

15.50%

1M

7.72%

6M

14.93%

1Y

10.56%

5Y*

12.10%

10Y*

5.74%

*Annualized

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TISPX vs. TCIEX - Expense Ratio Comparison

Both TISPX 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%.


Risk-Adjusted Performance

TISPX vs. TCIEX — Risk-Adjusted Performance Rank

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

TISPX
The Risk-Adjusted Performance Rank of TISPX is 7272
Overall Rank
The Sharpe Ratio Rank of TISPX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 7171
Martin Ratio Rank

TCIEX
The Risk-Adjusted Performance Rank of TCIEX is 6565
Overall Rank
The Sharpe Ratio Rank of TCIEX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TCIEX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TCIEX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TCIEX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TCIEX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TISPX vs. TCIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF S&P 500 Index Fund (TISPX) 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.


The current TISPX Sharpe Ratio is 0.77, which is comparable to the TCIEX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TISPX and TCIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TISPX vs. TCIEX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 1.23%, less than TCIEX's 2.74% yield.


TTM20242023202220212020201920182017201620152014
TISPX
TIAA-CREF S&P 500 Index Fund
1.23%1.26%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
2.74%3.17%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.05%3.94%

Drawdowns

TISPX vs. TCIEX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.51%, smaller than the maximum TCIEX drawdown of -61.01%. Use the drawdown chart below to compare losses from any high point for TISPX and TCIEX. For additional features, visit the drawdowns tool.


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Volatility

TISPX vs. TCIEX - Volatility Comparison

TIAA-CREF S&P 500 Index Fund (TISPX) has a higher volatility of 5.45% compared to TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) at 3.23%. This indicates that TISPX's price experiences larger fluctuations and is considered to be riskier than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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