QCGLIX vs. QCSTIX

Last updated Jun 4, 2026

QCGLIX (CREF Global Equities Account - R3) and QCSTIX (CREF Total Global Stock Account Class R3) are both Global Equities funds. QCGLIX is passively managed, while QCSTIX is actively managed. Over the past year, QCGLIX returned 31.37% vs 29.78% for QCSTIX. With a 0.99 correlation, they move nearly in lockstep.

Performance

QCGLIX vs. QCSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Global Equities Account - R3 (QCGLIX) and CREF Total Global Stock Account Class R3 (QCSTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with QCGLIX having a 13.34% return and QCSTIX slightly lower at 12.76%.

QCGLIX

• 1D: 0.59%
• 1M: 6.08%
• YTD: 13.34%
• 6M: 13.83%
• 1Y: 31.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCSTIX

• 1D: 0.53%
• 1M: 5.39%
• YTD: 12.76%
• 6M: 13.58%
• 1Y: 29.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCGLIX vs. QCSTIX - Yearly Performance Comparison

	2026 (YTD)	2025
QCGLIX CREF Global Equities Account - R3	13.34%	20.08%
QCSTIX CREF Total Global Stock Account Class R3	12.76%	20.05%

Correlation

The correlation between QCGLIX and QCSTIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.99

The correlation between QCGLIX and QCSTIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

QCGLIX vs. QCSTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QCGLIX

QCGLIX Risk / Return Rank: 66
QCGLIX Sharpe Ratio Rank: 67
QCGLIX Sortino Ratio Rank: 61
QCGLIX Omega Ratio Rank: 62
QCGLIX Calmar Ratio Rank: 65
QCGLIX Martin Ratio Rank: 73

QCSTIX

QCSTIX Risk / Return Rank: 64
QCSTIX Sharpe Ratio Rank: 64
QCSTIX Sortino Ratio Rank: 59
QCSTIX Omega Ratio Rank: 60
QCSTIX Calmar Ratio Rank: 63
QCSTIX Martin Ratio Rank: 72

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. QCSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and CREF Total Global Stock Account Class R3 (QCSTIX). 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.

	QCGLIX	QCSTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.36	+0.04
Sortino ratio: Return per unit of downside risk	3.28	3.24	+0.04
Omega ratio: Gain probability vs. loss probability	1.44	1.43	+0.01
Calmar ratio: Return relative to maximum drawdown	3.10	3.05	+0.05
Martin ratio: Return relative to average drawdown	13.83	13.54	+0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCGLIX vs. QCSTIX - Sharpe Ratio Comparison

The current QCGLIX Sharpe Ratio is 2.40, which is comparable to the QCSTIX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of QCGLIX and QCSTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QCGLIX	QCSTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.36	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	1.56	1.60	-0.04

Drawdowns

QCGLIX vs. QCSTIX - Drawdown Comparison

The maximum QCGLIX drawdown since its inception was -18.15%, which is greater than QCSTIX's maximum drawdown of -16.98%. Use the drawdown chart below to compare losses from any high point for QCGLIX and QCSTIX.

Drawdown Indicators

	QCGLIX	QCSTIX	Difference
Max Drawdown Largest peak-to-trough decline	-18.15%	-16.98%	-1.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.29%	-9.95%	-0.34%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.22%	-2.03%	-0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.23%	+0.06%

Volatility

QCGLIX vs. QCSTIX - Volatility Comparison

CREF Global Equities Account - R3 (QCGLIX) and CREF Total Global Stock Account Class R3 (QCSTIX) have volatilities of 3.92% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCGLIX	QCSTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	3.75%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	10.26%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	12.87%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	15.21%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.89%	15.21%	+0.68%

Dividends

QCGLIX vs. QCSTIX - Dividend Comparison

Neither QCGLIX nor QCSTIX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QCGLIX and QCSTIX in my portfolio?

With a correlation of 0.99, QCGLIX and QCSTIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QCGLIX or QCSTIX?

QCGLIX has higher volatility (3.92%) compared to QCSTIX (3.75%). In terms of maximum drawdown, QCGLIX dropped -18.15% vs QCSTIX's -16.98%.

Which has better risk-adjusted returns?

QCGLIX currently has the higher Sharpe Ratio (2.40 vs 2.36), 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.