QCSTIX vs. QCGLIX
QCSTIX (CREF Total Global Stock Account Class R3) and QCGLIX (CREF Global Equities Account - R3) are both Global Equities funds. QCSTIX is actively managed, while QCGLIX is passively managed. Over the past year, QCSTIX returned 29.78% vs 31.35% for QCGLIX. With a 0.99 correlation, they move nearly in lockstep.
Performance
QCSTIX vs. QCGLIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with QCSTIX having a 12.62% return and QCGLIX slightly higher at 13.23%.
QCSTIX
- 1D
- 1.32%
- 1M
- 2.30%
- YTD
- 12.62%
- 6M
- 12.55%
- 1Y
- 29.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCGLIX
- 1D
- 1.50%
- 1M
- 2.44%
- YTD
- 13.23%
- 6M
- 13.38%
- 1Y
- 31.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCSTIX vs. QCGLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCSTIX CREF Total Global Stock Account Class R3 | 12.62% | 20.05% | 0.00% |
QCGLIX CREF Global Equities Account - R3 | 13.23% | 20.08% | 0.00% |
Correlation
The correlation between QCSTIX and QCGLIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.99 |
The correlation between QCSTIX and QCGLIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
QCSTIX vs. QCGLIX — Risk / Return Rank
QCSTIX
QCGLIX
QCSTIX vs. QCGLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R3 (QCSTIX) and CREF Global Equities Account - R3 (QCGLIX). 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 | QCGLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 3.02 | -0.05 |
| Martin ratioReturn relative to average drawdown | 12.89 | 13.16 | -0.27 |
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Drawdowns
QCSTIX vs. QCGLIX - Drawdown Comparison
The maximum QCSTIX drawdown since its inception was -16.98%, smaller than the maximum QCGLIX drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for QCSTIX and QCGLIX.
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Drawdown Indicators
| QCSTIX | QCGLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.98% | -18.15% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -10.29% | +0.34% |
Current DrawdownCurrent decline from peak | -0.12% | -0.10% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -2.20% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.35% | -0.07% |
Volatility
QCSTIX vs. QCGLIX - Volatility Comparison
CREF Total Global Stock Account Class R3 (QCSTIX) and CREF Global Equities Account - R3 (QCGLIX) have volatilities of 5.46% and 5.71%, 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.
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Volatility by Period
| QCSTIX | QCGLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.71% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 11.78% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 14.16% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 16.21% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 16.21% | -0.69% |
Dividends
QCSTIX vs. QCGLIX - Dividend Comparison
Neither QCSTIX nor QCGLIX has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, QCSTIX and QCGLIX 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.
QCGLIX has higher volatility (5.71%) compared to QCSTIX (5.46%). In terms of maximum drawdown, QCSTIX dropped -16.98% vs QCGLIX's -18.15%.
QCGLIX currently has the higher Sharpe Ratio (2.19 vs 2.16), 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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