TSONX vs. APHIX
Compare and contrast key facts about TIAA-CREF Social Choice International Equity Fund (TSONX) and Artisan International Fund Institutional Class (APHIX).
TSONX is managed by TIAA Investments. It was launched on Aug 7, 2015. APHIX is an actively managed fund by Artisan Partners. It was launched on Jul 1, 1997.
Performance
TSONX vs. APHIX - Performance Comparison
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TSONX vs. APHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSONX TIAA-CREF Social Choice International Equity Fund | -4.27% | 28.55% | 3.18% | 19.26% | -14.78% | 11.95% | 9.87% | 23.36% | -13.59% | 21.96% |
APHIX Artisan International Fund Institutional Class | 3.79% | 36.49% | 10.89% | 14.52% | -19.35% | 9.10% | 7.84% | 29.43% | -10.81% | 31.25% |
Returns By Period
In the year-to-date period, TSONX achieves a -4.27% return, which is significantly lower than APHIX's 3.79% return. Over the past 10 years, TSONX has underperformed APHIX with an annualized return of 8.05%, while APHIX has yielded a comparatively higher 9.34% annualized return.
TSONX
- 1D
- 0.40%
- 1M
- -12.16%
- YTD
- -4.27%
- 6M
- -0.63%
- 1Y
- 16.05%
- 3Y*
- 11.63%
- 5Y*
- 7.05%
- 10Y*
- 8.05%
APHIX
- 1D
- -0.57%
- 1M
- -8.93%
- YTD
- 3.79%
- 6M
- 5.56%
- 1Y
- 29.58%
- 3Y*
- 18.43%
- 5Y*
- 9.55%
- 10Y*
- 9.34%
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TSONX vs. APHIX - Expense Ratio Comparison
TSONX has a 0.36% expense ratio, which is lower than APHIX's 0.96% expense ratio.
Return for Risk
TSONX vs. APHIX — Risk / Return Rank
TSONX
APHIX
TSONX vs. APHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice International Equity Fund (TSONX) and Artisan International Fund Institutional Class (APHIX). 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.
| TSONX | APHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.86 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.39 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.53 | -1.39 |
Martin ratioReturn relative to average drawdown | 4.50 | 10.66 | -6.16 |
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
| TSONX | APHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.86 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.58 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.29 | +0.17 |
Correlation
The correlation between TSONX and APHIX is 0.87, 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
TSONX vs. APHIX - Dividend Comparison
TSONX's dividend yield for the trailing twelve months is around 6.06%, less than APHIX's 21.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSONX TIAA-CREF Social Choice International Equity Fund | 6.06% | 5.80% | 3.25% | 3.21% | 2.31% | 3.13% | 1.48% | 1.63% | 2.52% | 0.04% | 2.57% | 0.00% |
APHIX Artisan International Fund Institutional Class | 21.80% | 22.63% | 10.37% | 2.10% | 2.84% | 23.52% | 3.45% | 5.44% | 10.02% | 0.91% | 1.50% | 0.73% |
Drawdowns
TSONX vs. APHIX - Drawdown Comparison
The maximum TSONX drawdown since its inception was -33.02%, smaller than the maximum APHIX drawdown of -68.47%. Use the drawdown chart below to compare losses from any high point for TSONX and APHIX.
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Drawdown Indicators
| TSONX | APHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -68.47% | +35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -9.77% | -2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -33.73% | +4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.73% | +0.71% |
Current DrawdownCurrent decline from peak | -12.16% | -9.77% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -23.20% | +17.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.59% | +0.63% |
Volatility
TSONX vs. APHIX - Volatility Comparison
TIAA-CREF Social Choice International Equity Fund (TSONX) has a higher volatility of 7.38% compared to Artisan International Fund Institutional Class (APHIX) at 6.04%. This indicates that TSONX's price experiences larger fluctuations and is considered to be riskier than APHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSONX | APHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 6.04% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.13% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 15.33% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.61% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.16% | +0.44% |