QCGLIX vs. QCSTIX
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 25.17% vs 23.93% for QCSTIX. With a 0.99 correlation, they move nearly in lockstep.
Performance
QCGLIX vs. QCSTIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QCGLIX having a 12.79% return and QCSTIX slightly lower at 12.32%.
QCGLIX
- 1D
- 0.36%
- 1M
- 1.47%
- 6M
- 9.28%
- YTD
- 12.79%
- 1Y
- 25.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCSTIX
- 1D
- 0.32%
- 1M
- 1.30%
- 6M
- 8.84%
- YTD
- 12.32%
- 1Y
- 23.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCGLIX vs. QCSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCGLIX CREF Global Equities Account - R3 | 12.79% | 20.08% | 0.00% |
QCSTIX CREF Total Global Stock Account Class R3 | 12.32% | 20.05% | 0.00% |
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 Dec 27, 2024 | 0.99 |
The correlation between QCGLIX and QCSTIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
QCGLIX vs. QCSTIX — Risk / Return Rank
QCGLIX
QCSTIX
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.
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 | QCSTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.36 | +0.05 |
| Martin ratioReturn relative to average drawdown | 10.39 | 10.15 | +0.24 |
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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.
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Drawdown Indicators
| QCGLIX | QCSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.48% | -0.39% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -1.98% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.30% | +0.07% |
Volatility
QCGLIX vs. QCSTIX - Volatility Comparison
CREF Global Equities Account - R3 (QCGLIX) has a higher volatility of 5.36% compared to CREF Total Global Stock Account Class R3 (QCSTIX) at 5.08%. This indicates that QCGLIX's price experiences larger fluctuations and is considered to be riskier than QCSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCGLIX | QCSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.08% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 11.55% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 13.85% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 15.45% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 15.45% | +0.70% |
Dividends
QCGLIX vs. QCSTIX - Dividend Comparison
Neither QCGLIX nor QCSTIX has paid dividends to shareholders.
Frequently Asked Questions
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.
QCGLIX has higher volatility (5.36%) compared to QCSTIX (5.08%). In terms of maximum drawdown, QCGLIX dropped -18.15% vs QCSTIX's -16.98%.
QCGLIX currently has the higher Sharpe Ratio (1.72 vs 1.69), 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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