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TISPX vs. TCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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TISPX vs. TCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISPX
TIAA-CREF S&P 500 Index Fund
-7.06%17.79%24.94%26.22%-18.13%28.66%18.34%31.44%-4.52%19.58%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
-1.90%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, TISPX achieves a -7.06% return, which is significantly lower than TCIEX's -1.90% return. Over the past 10 years, TISPX has outperformed TCIEX with an annualized return of 13.49%, while TCIEX has yielded a comparatively lower 8.58% annualized return.


TISPX

1D
-0.41%
1M
-7.68%
YTD
-7.06%
6M
-4.64%
1Y
14.36%
3Y*
17.11%
5Y*
11.36%
10Y*
13.49%

TCIEX

1D
0.37%
1M
-10.84%
YTD
-1.90%
6M
2.34%
1Y
19.49%
3Y*
13.36%
5Y*
7.86%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

TISPX vs. TCIEX — Risk / Return Rank

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

TISPX
TISPX Risk / Return Rank: 4444
Overall Rank
TISPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TISPX Omega Ratio Rank: 4949
Omega Ratio Rank
TISPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TISPX Martin Ratio Rank: 5050
Martin Ratio Rank

TCIEX
TCIEX Risk / Return Rank: 6161
Overall Rank
TCIEX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 5757
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 6161
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.

TISPX vs. TCIEX - Risk-Adjusted Trends 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.


TISPXTCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.09

-0.25

Sortino ratio

Return per unit of downside risk

1.30

1.53

-0.23

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

0.99

1.48

-0.49

Martin ratio

Return relative to average drawdown

4.83

5.82

-0.99

TISPX vs. TCIEX - Sharpe Ratio Comparison

The current TISPX Sharpe Ratio is 0.84, which is comparable to the TCIEX Sharpe Ratio of 1.09. 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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Sharpe Ratios by Period


TISPXTCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.09

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.50

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.52

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.20

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.


Dividends

TISPX vs. TCIEX - Dividend Comparison

TISPX's dividend yield for the trailing twelve months is around 2.53%, less than TCIEX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
TISPX
TIAA-CREF S&P 500 Index Fund
2.53%2.35%1.52%1.48%1.91%1.77%1.53%2.16%2.94%0.36%2.39%0.65%
TCIEX
TIAA-CREF International Equity Index Fund Institutional Class
3.97%3.89%3.17%3.14%2.82%3.02%1.96%3.08%3.42%2.78%2.95%3.06%

Drawdowns

TISPX vs. TCIEX - Drawdown Comparison

The maximum TISPX drawdown since its inception was -55.16%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TISPX and TCIEX.


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Drawdown Indicators


TISPXTCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-55.16%

-59.27%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.35%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-29.25%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-33.58%

-0.17%

Current Drawdown

Current decline from peak

-8.90%

-10.86%

+1.96%

Average Drawdown

Average peak-to-trough decline

-6.76%

-10.64%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.03%

-0.47%

Volatility

TISPX vs. TCIEX - Volatility Comparison

The current volatility for TIAA-CREF S&P 500 Index Fund (TISPX) is 4.24%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.10%. This indicates that TISPX 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


TISPXTCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

7.10%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

10.83%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

16.97%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

15.89%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.56%

+1.47%