QCGLIX vs. YFSNX
QCGLIX (CREF Global Equities Account - R3) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. QCGLIX is passively managed, while YFSNX is actively managed. Over the past year, QCGLIX returned 25.17% vs 18.42% for YFSNX. A 0.55 correlation means they provide meaningful diversification when combined. QCGLIX charges 0.24%/yr vs 1.11%/yr for YFSNX.
Performance
QCGLIX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, QCGLIX achieves a 12.79% return, which is significantly lower than YFSNX's 22.30% return.
QCGLIX
- 1D
- 0.36%
- 1M
- 1.47%
- 6M
- 9.28%
- YTD
- 12.79%
- 1Y
- 25.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YFSNX
- 1D
- 0.97%
- 1M
- -2.13%
- 6M
- 19.64%
- YTD
- 22.30%
- 1Y
- 18.42%
- 3Y*
- 14.89%
- 5Y*
- 8.19%
- 10Y*
- —
QCGLIX vs. YFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCGLIX CREF Global Equities Account - R3 | 12.79% | 20.08% | 0.00% |
YFSNX AMG Yacktman Global Fund Class N | 22.30% | 14.79% | -0.85% |
Correlation
The correlation between QCGLIX and YFSNX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.55 |
The correlation between QCGLIX and YFSNX has been stable across timeframes, ranging from 0.54 to 0.55 - a consistent structural relationship.
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Return for Risk
QCGLIX vs. YFSNX — Risk / Return Rank
QCGLIX
YFSNX
QCGLIX vs. YFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and AMG Yacktman Global Fund Class N (YFSNX). 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 | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.29 | +1.12 |
| Martin ratioReturn relative to average drawdown | 10.39 | 3.84 | +6.55 |
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Drawdowns
QCGLIX vs. YFSNX - Drawdown Comparison
The maximum QCGLIX drawdown since its inception was -18.15%, smaller than the maximum YFSNX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for QCGLIX and YFSNX.
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Drawdown Indicators
| QCGLIX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -35.14% | +16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -14.09% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.26% | — |
Current DrawdownCurrent decline from peak | -0.48% | -4.55% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -4.94% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 4.70% | -2.33% |
Volatility
QCGLIX vs. YFSNX - Volatility Comparison
The current volatility for CREF Global Equities Account - R3 (QCGLIX) is 5.36%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 6.49%. This indicates that QCGLIX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCGLIX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 6.49% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 15.57% | -3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 22.22% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 15.67% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 16.33% | -0.18% |
QCGLIX vs. YFSNX - Expense Ratio Comparison
QCGLIX has a 0.24% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
QCGLIX vs. YFSNX - Dividend Comparison
Neither QCGLIX nor YFSNX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
YFSNX AMG Yacktman Global Fund Class N | 0.00% | 0.00% | 8.40% | 7.86% | 4.33% | 8.06% | 4.71% | 6.59% | 0.71% | 2.63% |
Frequently Asked Questions
QCGLIX and YFSNX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSNX has higher volatility (6.49%) compared to QCGLIX (5.36%). In terms of maximum drawdown, QCGLIX dropped -18.15% vs YFSNX's -35.14%.
QCGLIX currently has the higher Sharpe Ratio (1.72 vs 0.82), 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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