TLLIX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TLLIX is managed by TIAA Investments. It was launched on Sep 29, 2009. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Performance
TLLIX vs. TCIEX - Performance Comparison
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TLLIX vs. TCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | -1.74% | 20.75% | 15.17% | 20.53% | -17.52% | 17.12% | 17.20% | 26.04% | -7.05% | 19.20% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 1.04% | 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, TLLIX achieves a -1.74% return, which is significantly lower than TCIEX's 1.04% return. Over the past 10 years, TLLIX has outperformed TCIEX with an annualized return of 10.94%, while TCIEX has yielded a comparatively lower 8.90% annualized return.
TLLIX
- 1D
- 2.64%
- 1M
- -5.38%
- YTD
- -1.74%
- 6M
- 0.66%
- 1Y
- 18.77%
- 3Y*
- 15.52%
- 5Y*
- 8.50%
- 10Y*
- 10.94%
TCIEX
- 1D
- 3.00%
- 1M
- -6.29%
- YTD
- 1.04%
- 6M
- 4.81%
- 1Y
- 22.86%
- 3Y*
- 14.48%
- 5Y*
- 8.26%
- 10Y*
- 8.90%
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TLLIX vs. TCIEX - Expense Ratio Comparison
TLLIX has a 0.10% expense ratio, which is higher than TCIEX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TLLIX vs. TCIEX — Risk / Return Rank
TLLIX
TCIEX
TLLIX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) 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.
| TLLIX | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.36 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.87 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.83 | -0.21 |
Martin ratioReturn relative to average drawdown | 7.51 | 6.94 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLLIX | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.36 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.39 | +0.30 |
Correlation
The correlation between TLLIX and TCIEX is 0.89, 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
TLLIX vs. TCIEX - Dividend Comparison
TLLIX's dividend yield for the trailing twelve months is around 3.18%, less than TCIEX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLLIX TIAA-CREF Lifecycle Index 2050 Fund | 3.18% | 3.12% | 2.26% | 2.17% | 2.35% | 2.29% | 1.71% | 2.25% | 2.67% | 0.15% | 2.57% | 0.27% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.85% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
Drawdowns
TLLIX vs. TCIEX - Drawdown Comparison
The maximum TLLIX drawdown since its inception was -31.41%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TLLIX and TCIEX.
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Drawdown Indicators
| TLLIX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -59.27% | +27.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -11.35% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.38% | -29.25% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.41% | -33.58% | +2.17% |
Current DrawdownCurrent decline from peak | -6.38% | -8.19% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -10.64% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 3.00% | -0.67% |
Volatility
TLLIX vs. TCIEX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle Index 2050 Fund (TLLIX) is 5.56%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TLLIX 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
| TLLIX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 7.73% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 11.19% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 17.19% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.94% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 16.58% | -1.10% |