QCGRIX vs. QCSTIX
QCGRIX (CREF Growth Account Class R3) and QCSTIX (CREF Total Global Stock Account Class R3) are both mutual funds - QCGRIX is a Large Cap Growth Equities fund actively managed by TIAA-CREF, while QCSTIX is a Global Equities fund actively managed by TIAA-CREF. Both are actively managed. Over the past year, QCGRIX returned 21.05% vs 28.69% for QCSTIX. Their correlation of 0.88 suggests significant overlap in exposure.
Performance
QCGRIX vs. QCSTIX - Performance Comparison
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Returns By Period
In the year-to-date period, QCGRIX achieves a 5.58% return, which is significantly lower than QCSTIX's 12.58% return.
QCGRIX
- 1D
- -1.30%
- 1M
- -1.21%
- YTD
- 5.58%
- 6M
- 4.37%
- 1Y
- 21.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCSTIX
- 1D
- -0.04%
- 1M
- 2.27%
- YTD
- 12.58%
- 6M
- 11.90%
- 1Y
- 28.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCGRIX vs. QCSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCGRIX CREF Growth Account Class R3 | 5.58% | 14.41% | 0.00% |
QCSTIX CREF Total Global Stock Account Class R3 | 12.58% | 20.05% | 0.00% |
Correlation
The correlation between QCGRIX and QCSTIX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.88 |
The correlation between QCGRIX and QCSTIX has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
QCGRIX vs. QCSTIX — Risk / Return Rank
QCGRIX
QCSTIX
QCGRIX vs. QCSTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Growth Account Class R3 (QCGRIX) 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.
| QCGRIX | QCSTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.02 | -1.65 |
| Martin ratioReturn relative to average drawdown | 4.43 | 13.09 | -8.66 |
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Drawdowns
QCGRIX vs. QCSTIX - Drawdown Comparison
The maximum QCGRIX drawdown since its inception was -23.93%, which is greater than QCSTIX's maximum drawdown of -16.98%. Use the drawdown chart below to compare losses from any high point for QCGRIX and QCSTIX.
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Drawdown Indicators
| QCGRIX | QCSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -16.98% | -6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.69% | -9.95% | -6.74% |
Current DrawdownCurrent decline from peak | -4.03% | -0.15% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -2.01% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 2.28% | +2.84% |
Volatility
QCGRIX vs. QCSTIX - Volatility Comparison
CREF Growth Account Class R3 (QCGRIX) has a higher volatility of 6.35% compared to CREF Total Global Stock Account Class R3 (QCSTIX) at 5.35%. This indicates that QCGRIX'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
| QCGRIX | QCSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.35% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.53% | 11.30% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 13.68% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 15.50% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 15.50% | +5.53% |
Dividends
QCGRIX vs. QCSTIX - Dividend Comparison
Neither QCGRIX nor QCSTIX has paid dividends to shareholders.
Frequently Asked Questions
QCGRIX and QCSTIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGRIX has higher volatility (6.35%) compared to QCSTIX (5.35%). In terms of maximum drawdown, QCGRIX dropped -23.93% vs QCSTIX's -16.98%.
QCSTIX currently has the higher Sharpe Ratio (2.20 vs 1.30), 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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