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TNSHX vs. TCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNSHX vs. TCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Short-Term Bond Index Fund (TNSHX) 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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TNSHX vs. TCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNSHX
TIAA-CREF Short-Term Bond Index Fund
-0.07%5.31%4.03%4.05%-3.96%-0.57%3.26%4.05%1.31%0.70%
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, TNSHX achieves a -0.07% return, which is significantly lower than TCIEX's 1.04% return. Over the past 10 years, TNSHX has underperformed TCIEX with an annualized return of 1.78%, while TCIEX has yielded a comparatively higher 8.90% annualized return.


TNSHX

1D
0.00%
1M
-0.62%
YTD
-0.07%
6M
0.96%
1Y
3.56%
3Y*
3.89%
5Y*
1.72%
10Y*
1.78%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNSHX vs. TCIEX - Expense Ratio Comparison

TNSHX has a 0.09% 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

TNSHX vs. TCIEX — Risk / Return Rank

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

TNSHX
TNSHX Risk / Return Rank: 9393
Overall Rank
TNSHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TNSHX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TNSHX Omega Ratio Rank: 9292
Omega Ratio Rank
TNSHX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TNSHX Martin Ratio Rank: 9494
Martin Ratio Rank

TCIEX
TCIEX Risk / Return Rank: 7373
Overall Rank
TCIEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TCIEX Sortino Ratio Rank: 7373
Sortino Ratio Rank
TCIEX Omega Ratio Rank: 7070
Omega Ratio Rank
TCIEX Calmar Ratio Rank: 7676
Calmar Ratio Rank
TCIEX Martin Ratio Rank: 7272
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.

TNSHX vs. TCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Short-Term Bond Index Fund (TNSHX) 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.


TNSHXTCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.36

+0.48

Sortino ratio

Return per unit of downside risk

3.29

1.87

+1.42

Omega ratio

Gain probability vs. loss probability

1.45

1.27

+0.18

Calmar ratio

Return relative to maximum drawdown

3.67

1.83

+1.84

Martin ratio

Return relative to average drawdown

13.23

6.94

+6.29

TNSHX vs. TCIEX - Sharpe Ratio Comparison

The current TNSHX Sharpe Ratio is 1.83, which is higher than the TCIEX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TNSHX 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


TNSHXTCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.36

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.52

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.54

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.39

+0.64

Correlation

The correlation between TNSHX and TCIEX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TNSHX vs. TCIEX - Dividend Comparison

TNSHX's dividend yield for the trailing twelve months is around 3.82%, which matches TCIEX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
TNSHX
TIAA-CREF Short-Term Bond Index Fund
3.82%4.22%3.94%2.68%1.00%1.03%1.81%2.45%1.80%1.31%0.98%0.00%
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

TNSHX vs. TCIEX - Drawdown Comparison

The maximum TNSHX drawdown since its inception was -5.99%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TNSHX and TCIEX.


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Drawdown Indicators


TNSHXTCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-5.99%

-59.27%

+53.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-11.35%

+10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-5.99%

-29.25%

+23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-5.99%

-33.58%

+27.59%

Current Drawdown

Current decline from peak

-0.82%

-8.19%

+7.37%

Average Drawdown

Average peak-to-trough decline

-0.90%

-10.64%

+9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

3.00%

-2.69%

Volatility

TNSHX vs. TCIEX - Volatility Comparison

The current volatility for TIAA-CREF Short-Term Bond Index Fund (TNSHX) is 0.52%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TNSHX 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


TNSHXTCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

7.73%

-7.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

11.19%

-9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

17.19%

-15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

15.94%

-13.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.80%

16.58%

-14.78%