QCSTIX vs. FIQOX
QCSTIX (CREF Total Global Stock Account Class R3) and FIQOX (Fidelity Advisor Worldwide Fund Class Z) are both Global Equities funds. Over the past year, QCSTIX returned 28.69% vs 42.77% for FIQOX. Their correlation of 0.90 suggests significant overlap in exposure.
Performance
QCSTIX vs. FIQOX - Performance Comparison
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Returns By Period
In the year-to-date period, QCSTIX achieves a 12.58% return, which is significantly lower than FIQOX's 24.23% return.
QCSTIX
- 1D
- -0.04%
- 1M
- 2.27%
- YTD
- 12.58%
- 6M
- 11.90%
- 1Y
- 28.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIQOX
- 1D
- 0.35%
- 1M
- 6.11%
- YTD
- 24.23%
- 6M
- 23.22%
- 1Y
- 42.77%
- 3Y*
- 31.96%
- 5Y*
- 16.04%
- 10Y*
- —
QCSTIX vs. FIQOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCSTIX CREF Total Global Stock Account Class R3 | 12.58% | 20.05% | 0.00% |
FIQOX Fidelity Advisor Worldwide Fund Class Z | 24.23% | 16.27% | -2.70% |
Correlation
The correlation between QCSTIX and FIQOX is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.90 |
The correlation between QCSTIX and FIQOX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
QCSTIX vs. FIQOX — Risk / Return Rank
QCSTIX
FIQOX
QCSTIX vs. FIQOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R3 (QCSTIX) and Fidelity Advisor Worldwide Fund Class Z (FIQOX). 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.
| QCSTIX | FIQOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.75 | -0.74 |
| Martin ratioReturn relative to average drawdown | 13.09 | 15.90 | -2.81 |
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Drawdowns
QCSTIX vs. FIQOX - Drawdown Comparison
The maximum QCSTIX drawdown since its inception was -16.98%, smaller than the maximum FIQOX drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for QCSTIX and FIQOX.
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Drawdown Indicators
| QCSTIX | FIQOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.98% | -33.64% | +16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -11.74% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.64% | — |
Current DrawdownCurrent decline from peak | -0.15% | 0.00% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -7.81% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.76% | -0.48% |
Volatility
QCSTIX vs. FIQOX - Volatility Comparison
The current volatility for CREF Total Global Stock Account Class R3 (QCSTIX) is 5.35%, while Fidelity Advisor Worldwide Fund Class Z (FIQOX) has a volatility of 7.74%. This indicates that QCSTIX experiences smaller price fluctuations and is considered to be less risky than FIQOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCSTIX | FIQOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 7.74% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 15.12% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 18.68% | -5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 20.26% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 21.26% | -5.76% |
Dividends
QCSTIX vs. FIQOX - Dividend Comparison
QCSTIX has not paid dividends to shareholders, while FIQOX's dividend yield for the trailing twelve months is around 9.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 9.34% | 11.60% | 26.02% | 1.10% | 6.51% | 12.99% | 8.23% | 5.09% | 9.32% |
QCSTIX CREF Total Global Stock Account Class R3 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, QCSTIX and FIQOX 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.
FIQOX has higher volatility (7.74%) compared to QCSTIX (5.35%). In terms of maximum drawdown, QCSTIX dropped -16.98% vs FIQOX's -33.64%.
FIQOX currently has the higher Sharpe Ratio (2.36 vs 2.20), 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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