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CREF Total Global Stock Account Class R3 (QCSTIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
TIAA-CREF
Inception Date
May 1, 1992
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Often compared with QCSTIX:
QCSTIX vs. VTSAXMore QCSTIX alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CREF Total Global Stock Account Class R3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

CREF Total Global Stock Account Class R3 (QCSTIX) has returned -4.78% so far this year and 17.86% over the past 12 months.


CREF Total Global Stock Account Class R3

1D
-0.39%
1M
-9.29%
YTD
-4.78%
6M
-1.66%
1Y
17.86%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 27, 2024, QCSTIX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 80% of months were positive and 20% were negative. The best month was May 2025 with a return of +6.0%, while the worst month was Mar 2026 at -9.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, QCSTIX closed higher 57% of trading days. The best single day was Apr 10, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.30%1.62%-9.29%-4.78%
20251.96%-0.68%-4.22%0.52%6.02%4.80%0.93%2.85%3.37%2.18%0.34%0.74%20.05%

Benchmark Metrics

CREF Total Global Stock Account Class R3 has an annualized alpha of 7.87%, beta of 0.60, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2025.

  • This fund captured 104.26% of S&P 500 Index gains but only 72.98% of its losses — a favorable profile for investors.
  • This fund generated an annualized alpha of 7.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
7.87%
Beta
0.60
0.51
Upside Capture
104.26%
Downside Capture
72.98%

Return for Risk

Risk / Return Rank

QCSTIX 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.


QCSTIX Risk / Return Rank: 5959
Overall Rank
QCSTIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QCSTIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
QCSTIX Omega Ratio Rank: 6060
Omega Ratio Rank
QCSTIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
QCSTIX Martin Ratio Rank: 5959
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CREF Total Global Stock Account Class R3 (QCSTIX) and compare them to a chosen benchmark (S&P 500 Index).


QCSTIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.90

+0.29

Sortino ratio

Return per unit of downside risk

1.65

1.39

+0.26

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.26

1.40

-0.14

Martin ratio

Return relative to average drawdown

5.68

6.61

-0.92

Explore QCSTIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


CREF Total Global Stock Account Class R3 doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the CREF Total Global Stock Account Class 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 Total Global Stock Account Class R3 was 16.98%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current CREF Total Global Stock Account Class R3 drawdown is 9.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.98%Feb 19, 202535Apr 8, 202538Jun 3, 202573
-9.95%Feb 26, 202623Mar 30, 2026
-4.98%Oct 29, 202517Nov 20, 202513Dec 10, 202530
-3.26%Oct 7, 20254Oct 10, 202510Oct 24, 202514
-2.76%Jul 28, 20255Aug 1, 20257Aug 12, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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