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QCSTIX vs. QCGRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCSTIX vs. QCGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Total Global Stock Account Class R3 (QCSTIX) and CREF Growth Account Class R3 (QCGRIX). The values are adjusted to include any dividend payments, if applicable.

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QCSTIX vs. QCGRIX - Yearly Performance Comparison


2026 (YTD)2025
QCSTIX
CREF Total Global Stock Account Class R3
-4.78%20.05%
QCGRIX
CREF Growth Account Class R3
-12.96%14.41%

Returns By Period

In the year-to-date period, QCSTIX achieves a -4.78% return, which is significantly higher than QCGRIX's -12.96% return.


QCSTIX

1D
-0.39%
1M
-9.29%
YTD
-4.78%
6M
-1.66%
1Y
17.86%
3Y*
5Y*
10Y*

QCGRIX

1D
-0.66%
1M
-8.51%
YTD
-12.96%
6M
-11.72%
1Y
14.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCSTIX vs. QCGRIX - Expense Ratio Comparison


Return for Risk

QCSTIX vs. QCGRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QCSTIX
QCSTIX Risk / Return Rank: 6060
Overall Rank
QCSTIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QCSTIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
QCSTIX Omega Ratio Rank: 6060
Omega Ratio Rank
QCSTIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
QCSTIX Martin Ratio Rank: 5959
Martin Ratio Rank

QCGRIX
QCGRIX Risk / Return Rank: 2525
Overall Rank
QCGRIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QCGRIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
QCGRIX Omega Ratio Rank: 2626
Omega Ratio Rank
QCGRIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
QCGRIX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QCSTIX vs. QCGRIX - 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 Growth Account Class R3 (QCGRIX). 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.


QCSTIXQCGRIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.71

+0.48

Sortino ratio

Return per unit of downside risk

1.65

1.09

+0.55

Omega ratio

Gain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

1.26

0.64

+0.62

Martin ratio

Return relative to average drawdown

5.68

2.13

+3.56

QCSTIX vs. QCGRIX - Sharpe Ratio Comparison

The current QCSTIX Sharpe Ratio is 1.19, which is higher than the QCGRIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of QCSTIX and QCGRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QCSTIXQCGRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.71

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

-0.02

+0.78

Correlation

The correlation between QCSTIX and QCGRIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QCSTIX vs. QCGRIX - Dividend Comparison

Neither QCSTIX nor QCGRIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QCSTIX vs. QCGRIX - Drawdown Comparison

The maximum QCSTIX drawdown since its inception was -16.98%, smaller than the maximum QCGRIX drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for QCSTIX and QCGRIX.


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Drawdown Indicators


QCSTIXQCGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.98%

-23.93%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-16.69%

+4.91%

Current Drawdown

Current decline from peak

-9.95%

-16.69%

+6.74%

Average Drawdown

Average peak-to-trough decline

-2.13%

-5.24%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

5.02%

-2.26%

Volatility

QCSTIX vs. QCGRIX - Volatility Comparison

The current volatility for CREF Total Global Stock Account Class R3 (QCSTIX) is 5.41%, while CREF Growth Account Class R3 (QCGRIX) has a volatility of 5.79%. This indicates that QCSTIX experiences smaller price fluctuations and is considered to be less risky than QCGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCSTIXQCGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.79%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

12.91%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

20.37%

-5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

21.20%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

21.20%

-6.05%