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TRPWX vs. TCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRPWX vs. TCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Mid-Cap Growth Fund (TRPWX) 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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TRPWX vs. TCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRPWX
TIAA-CREF Mid-Cap Growth Fund
-6.10%4.26%8.50%21.45%-33.08%2.88%45.32%33.47%-8.63%25.57%
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, TRPWX achieves a -6.10% return, which is significantly lower than TCIEX's 1.04% return. Over the past 10 years, TRPWX has underperformed TCIEX with an annualized return of 7.61%, while TCIEX has yielded a comparatively higher 8.90% annualized return.


TRPWX

1D
3.75%
1M
-5.59%
YTD
-6.10%
6M
-10.48%
1Y
8.69%
3Y*
5.54%
5Y*
-2.83%
10Y*
7.61%

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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TRPWX vs. TCIEX - Expense Ratio Comparison

TRPWX has a 0.46% expense ratio, which is higher than TCIEX's 0.05% expense ratio.


Return for Risk

TRPWX vs. TCIEX — Risk / Return Rank

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

TRPWX
TRPWX Risk / Return Rank: 1313
Overall Rank
TRPWX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TRPWX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TRPWX Omega Ratio Rank: 1313
Omega Ratio Rank
TRPWX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRPWX Martin Ratio Rank: 1212
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.

TRPWX vs. TCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Mid-Cap Growth Fund (TRPWX) 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.


TRPWXTCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.36

-0.94

Sortino ratio

Return per unit of downside risk

0.77

1.87

-1.10

Omega ratio

Gain probability vs. loss probability

1.10

1.27

-0.17

Calmar ratio

Return relative to maximum drawdown

0.45

1.83

-1.39

Martin ratio

Return relative to average drawdown

1.32

6.94

-5.61

TRPWX vs. TCIEX - Sharpe Ratio Comparison

The current TRPWX Sharpe Ratio is 0.42, which is lower than the TCIEX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TRPWX 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


TRPWXTCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.36

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.52

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.54

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Correlation

The correlation between TRPWX and TCIEX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TRPWX vs. TCIEX - Dividend Comparison

TRPWX's dividend yield for the trailing twelve months is around 11.68%, more than TCIEX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
TRPWX
TIAA-CREF Mid-Cap Growth Fund
11.68%10.97%0.00%0.18%0.60%15.18%11.52%11.22%17.00%9.47%0.51%8.63%
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

TRPWX vs. TCIEX - Drawdown Comparison

The maximum TRPWX drawdown since its inception was -58.68%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TRPWX and TCIEX.


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Drawdown Indicators


TRPWXTCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-59.27%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.51%

-11.35%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-44.12%

-29.25%

-14.87%

Max Drawdown (10Y)

Largest decline over 10 years

-44.12%

-33.58%

-10.54%

Current Drawdown

Current decline from peak

-22.08%

-8.19%

-13.89%

Average Drawdown

Average peak-to-trough decline

-11.37%

-10.64%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

3.00%

+2.24%

Volatility

TRPWX vs. TCIEX - Volatility Comparison

The current volatility for TIAA-CREF Mid-Cap Growth Fund (TRPWX) is 7.11%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TRPWX 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


TRPWXTCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

7.73%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

11.19%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

17.19%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

15.94%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

16.58%

+6.66%