Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CREF Global Equities Account - R3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
CREF Global Equities Account - R3 (QCGLIX) has returned -5.39% so far this year and 18.37% over the past 12 months.
CREF Global Equities Account - R3
- 1D
- -0.37%
- 1M
- -9.45%
- YTD
- -5.39%
- 6M
- -1.83%
- 1Y
- 18.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 27, 2024, QCGLIX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 80% of months were positive and 20% were negative. The best month was May 2025 with a return of +6.4%, while the worst month was Mar 2026 at -9.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.
On a daily basis, QCGLIX closed higher 57% of trading days. The best single day was Apr 10, 2025 with a return of +5.5%, while the worst single day was Apr 3, 2025 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.31% | 1.13% | -9.45% | -5.39% | |||||||||
| 2025 | 1.78% | -0.62% | -5.11% | 0.57% | 6.38% | 4.94% | 1.22% | 2.49% | 3.51% | 3.06% | 0.14% | 0.54% | 20.08% |
Benchmark Metrics
CREF Global Equities Account - R3 has an annualized alpha of 7.26%, beta of 0.62, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since January 03, 2025.
- This fund captured 109.41% of S&P 500 Index gains but only 81.91% of its losses — a favorable profile for investors.
- Beta of 0.62 may look defensive, but with R² of 0.50 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.50 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 7.26%
- Beta
- 0.62
- R²
- 0.50
- Upside Capture
- 109.41%
- Downside Capture
- 81.91%
Expense Ratio
QCGLIX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
QCGLIX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and compare them to a chosen benchmark (S&P 500 Index).
| QCGLIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.40 | -0.15 |
Martin ratioReturn relative to average drawdown | 5.62 | 6.61 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QCGLIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the CREF Global Equities Account - R3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CREF Global Equities Account - R3 was 18.15%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.
The current CREF Global Equities Account - R3 drawdown is 10.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.15% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -10.29% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.89% | Oct 30, 2025 | 16 | Nov 20, 2025 | 13 | Dec 10, 2025 | 29 |
| -3.3% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -2.81% | Jul 28, 2025 | 5 | Aug 1, 2025 | 7 | Aug 12, 2025 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...