QCGLIX vs. GQFPX
QCGLIX (CREF Global Equities Account - R3) and GQFPX (GQG Partners Global Quality Dividend Income Fund) are both Global Equities funds. Over the past year, QCGLIX returned 30.14% vs 13.20% for GQFPX. At a 0.31 correlation, their price movements are largely independent. QCGLIX charges 0.24%/yr vs 0.86%/yr for GQFPX.
Performance
QCGLIX vs. GQFPX - Performance Comparison
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Returns By Period
In the year-to-date period, QCGLIX achieves a 13.07% return, which is significantly higher than GQFPX's 6.50% return.
QCGLIX
- 1D
- -0.14%
- 1M
- 2.30%
- YTD
- 13.07%
- 6M
- 12.49%
- 1Y
- 30.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GQFPX
- 1D
- 0.31%
- 1M
- -4.84%
- YTD
- 6.50%
- 6M
- 6.97%
- 1Y
- 13.20%
- 3Y*
- 13.46%
- 5Y*
- —
- 10Y*
- —
QCGLIX vs. GQFPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCGLIX CREF Global Equities Account - R3 | 13.07% | 20.08% | 0.00% |
GQFPX GQG Partners Global Quality Dividend Income Fund | 6.50% | 19.29% | -0.32% |
Correlation
The correlation between QCGLIX and GQFPX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.31 |
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Return for Risk
QCGLIX vs. GQFPX — Risk / Return Rank
QCGLIX
GQFPX
QCGLIX vs. GQFPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.
| QCGLIX | GQFPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.17 | +0.88 |
| Martin ratioReturn relative to average drawdown | 13.33 | 6.49 | +6.85 |
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Drawdowns
QCGLIX vs. GQFPX - Drawdown Comparison
The maximum QCGLIX drawdown since its inception was -18.15%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for QCGLIX and GQFPX.
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Drawdown Indicators
| QCGLIX | GQFPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -16.95% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -6.25% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.57% | — |
Current DrawdownCurrent decline from peak | -0.24% | -5.96% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -3.02% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.09% | +0.26% |
Volatility
QCGLIX vs. GQFPX - Volatility Comparison
CREF Global Equities Account - R3 (QCGLIX) has a higher volatility of 5.59% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.45%. This indicates that QCGLIX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCGLIX | GQFPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 3.45% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 7.98% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 9.84% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 12.83% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 12.83% | +3.36% |
QCGLIX vs. GQFPX - Expense Ratio Comparison
QCGLIX has a 0.24% expense ratio, which is lower than GQFPX's 0.86% expense ratio.
Dividends
QCGLIX vs. GQFPX - Dividend Comparison
QCGLIX has not paid dividends to shareholders, while GQFPX's dividend yield for the trailing twelve months is around 5.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GQFPX GQG Partners Global Quality Dividend Income Fund | 5.99% | 5.32% | 3.71% | 3.69% | 5.18% | 1.38% |
QCGLIX CREF Global Equities Account - R3 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QCGLIX and GQFPX have a correlation of 0.22, 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 GQFPX (3.45%). In terms of maximum drawdown, QCGLIX dropped -18.15% vs GQFPX's -16.95%.
QCGLIX currently has the higher Sharpe Ratio (2.22 vs 1.38), 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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