TSMWX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TSMWX is managed by TIAA Investments. It was launched on Aug 5, 2016. 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
TSMWX vs. TCIEX - Performance Comparison
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TSMWX vs. TCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | -1.27% | 16.07% | 18.33% | 20.97% | -16.46% | 32.06% | 15.98% | 30.01% | -7.82% | 17.44% |
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% | 24.59% |
Returns By Period
In the year-to-date period, TSMWX achieves a -1.27% return, which is significantly lower than TCIEX's 1.04% return.
TSMWX
- 1D
- -1.59%
- 1M
- -7.63%
- YTD
- -1.27%
- 6M
- 0.62%
- 1Y
- 22.52%
- 3Y*
- 16.44%
- 5Y*
- 9.34%
- 10Y*
- —
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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TSMWX vs. TCIEX - Expense Ratio Comparison
TSMWX has a 0.47% expense ratio, which is higher than TCIEX's 0.05% expense ratio.
Return for Risk
TSMWX vs. TCIEX — Risk / Return Rank
TSMWX
TCIEX
TSMWX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) 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.
| TSMWX | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.36 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.87 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.83 | -0.46 |
Martin ratioReturn relative to average drawdown | 6.12 | 6.94 | -0.81 |
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
| TSMWX | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.36 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.39 | +0.17 |
Correlation
The correlation between TSMWX and TCIEX is 0.73, 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
TSMWX vs. TCIEX - Dividend Comparison
TSMWX's dividend yield for the trailing twelve months is around 9.03%, more than TCIEX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 9.03% | 8.92% | 12.84% | 2.50% | 7.84% | 20.81% | 1.81% | 5.84% | 13.26% | 4.51% | 0.00% | 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
TSMWX vs. TCIEX - Drawdown Comparison
The maximum TSMWX drawdown since its inception was -44.34%, smaller than the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TSMWX and TCIEX.
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Drawdown Indicators
| TSMWX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.34% | -59.27% | +14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.35% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -29.25% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.58% | — |
Current DrawdownCurrent decline from peak | -8.78% | -8.19% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -10.64% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.00% | +0.14% |
Volatility
TSMWX vs. TCIEX - Volatility Comparison
The current volatility for TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) is 6.72%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TSMWX 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
| TSMWX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 7.73% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.38% | 11.19% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 17.19% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 15.94% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 16.58% | +5.75% |