QCGLIX vs. QCSTPX

Last updated Apr 2, 2026

Compare and contrast key facts about CREF Global Equities Account - R3 (QCGLIX) and CREF Total Global Stock Account Class R2 (QCSTPX).

QCGLIX is a passively managed fund by TIAA that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 24, 2015. QCSTPX is an actively managed fund by TIAA. It was launched on Apr 24, 2015.

Performance

QCGLIX vs. QCSTPX - 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 R2 (QCSTPX). The values are adjusted to include any dividend payments, if applicable.

QCGLIX vs. QCSTPX - Yearly Performance Comparison

	2026 (YTD)	2025
QCGLIX CREF Global Equities Account - R3	-2.41%	20.08%
QCSTPX CREF Total Global Stock Account Class R2	-1.92%	20.00%

Returns By Period

In the year-to-date period, QCGLIX achieves a -2.41% return, which is significantly lower than QCSTPX's -1.92% return.

QCGLIX

• 1D: 3.15%
• 1M: -6.02%
• YTD: -2.41%
• 6M: 0.88%
• 1Y: 21.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QCSTPX

• 1D: 3.01%
• 1M: -6.06%
• YTD: -1.92%
• 6M: 0.89%
• 1Y: 20.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QCGLIX vs. QCSTPX - Expense Ratio Comparison

QCGLIX

CREF Global Equities Account - R3

Return for Risk

QCGLIX vs. QCSTPX — Risk / Return Rank

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

QCGLIX

QCGLIX Risk / Return Rank: 64
QCGLIX Sharpe Ratio Rank: 70
QCGLIX Sortino Ratio Rank: 68
QCGLIX Omega Ratio Rank: 64
QCGLIX Calmar Ratio Rank: 56
QCGLIX Martin Ratio Rank: 61

QCSTPX

QCSTPX Risk / Return Rank: 64
QCSTPX Sharpe Ratio Rank: 70
QCSTPX Sortino Ratio Rank: 68
QCSTPX Omega Ratio Rank: 64
QCSTPX Calmar Ratio Rank: 55
QCSTPX Martin Ratio Rank: 61

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. QCSTPX - 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 R2 (QCSTPX). 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	QCSTPX	Difference
Sharpe ratio Return per unit of total volatility	1.39	1.40	0.00
Sortino ratio Return per unit of downside risk	1.93	1.92	0.00
Omega ratio Gain probability vs. loss probability	1.28	1.28	0.00
Calmar ratio Return relative to maximum drawdown	1.64	1.64	0.00
Martin ratio Return relative to average drawdown	7.20	7.18	+0.01
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. QCSTPX - Sharpe Ratio Comparison

The current QCGLIX Sharpe Ratio is 1.39, which is comparable to the QCSTPX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of QCGLIX and QCSTPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QCGLIX	QCSTPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	1.40	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.93	-0.07

Correlation

The correlation between QCGLIX and QCSTPX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QCGLIX vs. QCSTPX - Dividend Comparison

Neither QCGLIX nor QCSTPX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QCGLIX vs. QCSTPX - Drawdown Comparison

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

Drawdown Indicators

	QCGLIX	QCSTPX	Difference
Max Drawdown Largest peak-to-trough decline	-18.15%	-16.98%	-1.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-11.78%	-0.35%
Current Drawdown Current decline from peak	-7.46%	-7.24%	-0.22%
Average Drawdown Average peak-to-trough decline	-2.37%	-2.15%	-0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	2.69%	+0.08%

Volatility

QCGLIX vs. QCSTPX - Volatility Comparison

CREF Global Equities Account - R3 (QCGLIX) and CREF Total Global Stock Account Class R2 (QCSTPX) have volatilities of 6.65% and 6.41%, 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	QCSTPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.65%	6.41%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	10.20%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	15.45%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	15.36%	+0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	15.36%	+0.69%