QCGLIX vs. VMVFX
Compare and contrast key facts about CREF Global Equities Account - R3 (QCGLIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
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. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
QCGLIX vs. VMVFX - Performance Comparison
Loading graphics...
QCGLIX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCGLIX CREF Global Equities Account - R3 | -5.39% | 20.08% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | -0.52% |
Returns By Period
In the year-to-date period, QCGLIX achieves a -5.39% return, which is significantly lower than VMVFX's 1.71% return.
QCGLIX
- 1D
- -0.37%
- 1M
- -9.45%
- YTD
- -5.39%
- 6M
- -1.83%
- 1Y
- 18.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QCGLIX vs. VMVFX - Expense Ratio Comparison
QCGLIX has a 0.24% expense ratio, which is higher than VMVFX's 0.21% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QCGLIX vs. VMVFX — Risk / Return Rank
QCGLIX
VMVFX
QCGLIX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.30 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.06 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.62 | 5.20 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QCGLIX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.90 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.78 | -0.08 |
Correlation
The correlation between QCGLIX and VMVFX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QCGLIX vs. VMVFX - Dividend Comparison
QCGLIX has not paid dividends to shareholders, while VMVFX's dividend yield for the trailing twelve months is around 9.81%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
QCGLIX vs. VMVFX - Drawdown Comparison
The maximum QCGLIX drawdown since its inception was -18.15%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for QCGLIX and VMVFX.
Loading graphics...
Drawdown Indicators
| QCGLIX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -33.09% | +14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -7.96% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.09% | — |
Current DrawdownCurrent decline from peak | -10.29% | -6.03% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -2.84% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.63% | +1.22% |
Volatility
QCGLIX vs. VMVFX - Volatility Comparison
CREF Global Equities Account - R3 (QCGLIX) has a higher volatility of 5.61% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that QCGLIX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QCGLIX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 2.61% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 4.87% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 10.02% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 10.75% | +5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 12.48% | +3.35% |