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QCGLIX vs. CSUAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QCGLIX vs. CSUAX

Last updated Jun 24, 2026

QCGLIX (CREF Global Equities Account - R3) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds - QCGLIX tracks the MSCI ACWI NR USD while CSUAX tracks the FTSE Global Core Infrastructure 50/50 Index. Both are passively managed. Over the past year, QCGLIX returned 30.14% vs 17.70% for CSUAX. At a 0.37 correlation, their price movements are largely independent. QCGLIX charges 0.24%/yr vs 1.22%/yr for CSUAX.

Performance

QCGLIX vs. CSUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Global Equities Account - R3 (QCGLIX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCGLIX achieves a 13.07% return, which is significantly higher than CSUAX's 10.30% return.

QCGLIX

1D
-0.14%
1M
2.30%
YTD
13.07%
6M
12.49%
1Y
30.14%
3Y*
—
5Y*
—
10Y*
—

CSUAX

1D
0.38%
1M
-1.48%
YTD
10.30%
6M
10.30%
1Y
17.70%
3Y*
12.18%
5Y*
7.09%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCGLIX vs. CSUAX - Yearly Performance Comparison

2026 (YTD)20252024
QCGLIX
CREF Global Equities Account - R3		13.07%20.08%0.00%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A		10.30%14.30%-0.17%

Correlation

The correlation between QCGLIX and CSUAX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.37

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CREF Global Equities Account - R3

Cohen & Steers Global Infrastructure Fund Class A

Often compared with QCGLIX:
QCGLIX vs. QCSTPXQCGLIX vs. QREARXQCGLIX vs. MFWIXQCGLIX vs. UCEQXQCGLIX vs. QCILIXQCGLIX vs. GCCHXQCGLIX vs. GQFPX
Often compared with CSUAX:
CSUAX vs. GCCHXCSUAX vs. FGIAXCSUAX vs. LPXZXCSUAX vs. MVGIXCSUAX vs. APFDXCSUAX vs. PORTXCSUAX vs. MEGI

Return for Risk

QCGLIX vs. CSUAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QCGLIX
QCGLIX Risk / Return Rank: 6868
Overall Rank
QCGLIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QCGLIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
QCGLIX Omega Ratio Rank: 6464
Omega Ratio Rank
QCGLIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
QCGLIX Martin Ratio Rank: 7676
Martin Ratio Rank
CSUAX
CSUAX Risk / Return Rank: 5252
Overall Rank
CSUAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 4545
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 5151
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.

QCGLIX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

QCGLIXCSUAXDifference
Sharpe ratioReturn per unit of total volatility
2.22
1.87

+0.35

Sortino ratioReturn per unit of downside risk
3.02
2.66

+0.36

Omega ratioGain probability vs. loss probability

1.41

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

3.06

3.08

-0.02

Martin ratioReturn relative to average drawdown

13.33

9.76

+3.57

QCGLIX vs. CSUAX - Sharpe Ratio Comparison

The current QCGLIX Sharpe Ratio is 2.22, which is comparable to the CSUAX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of QCGLIX and CSUAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QCGLIX vs. CSUAX - Drawdown Comparison

The maximum QCGLIX drawdown since its inception was -18.15%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for QCGLIX and CSUAX.

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Drawdown Indicators

QCGLIXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-52.20%

+34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-5.99%

-4.30%

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.95%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-20.45%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.05%

—

Current Drawdown

Current decline from peak

-0.24%

-2.66%

+2.42%

Average Drawdown

Average peak-to-trough decline

-2.20%

-8.43%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.88%

+0.47%

Volatility

QCGLIX vs. CSUAX - Volatility Comparison

CREF Global Equities Account - R3 (QCGLIX) has a higher volatility of 5.59% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.43%. This indicates that QCGLIX's price experiences larger fluctuations and is considered to be riskier than CSUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QCGLIXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

3.43%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

7.89%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

9.88%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

12.98%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

14.92%

+1.27%

QCGLIX vs. CSUAX - Expense Ratio Comparison

QCGLIX has a 0.24% expense ratio, which is lower than CSUAX's 1.22% expense ratio.

Dividends

QCGLIX vs. CSUAX - Dividend Comparison

QCGLIX has not paid dividends to shareholders, while CSUAX's dividend yield for the trailing twelve months is around 7.33%.

PositionTTM20252024202320222021202020192018201720162015
CSUAX
Cohen & Steers Global Infrastructure Fund Class A		7.33%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%
QCGLIX
CREF Global Equities Account - R3		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

QCGLIX and CSUAX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCGLIX has higher volatility (5.59%) compared to CSUAX (3.43%). In terms of maximum drawdown, QCGLIX dropped -18.15% vs CSUAX's -52.20%.

QCGLIX currently has the higher Sharpe Ratio (2.22 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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