QCSTIX vs. SGSCX

Last updated Jun 4, 2026

QCSTIX (CREF Total Global Stock Account Class R3) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past year, QCSTIX returned 29.78% vs 42.99% for SGSCX. Their correlation of 0.84 suggests significant overlap in exposure.

Performance

QCSTIX vs. SGSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, QCSTIX achieves a 12.76% return, which is significantly lower than SGSCX's 20.12% return.

QCSTIX

• 1D: 0.53%
• 1M: 5.39%
• YTD: 12.76%
• 6M: 13.58%
• 1Y: 29.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGSCX

• 1D: 1.02%
• 1M: 2.86%
• YTD: 20.12%
• 6M: 22.38%
• 1Y: 42.99%
• 3Y*: 21.01%
• 5Y*: 7.90%
• 10Y*: 8.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCSTIX vs. SGSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCSTIX CREF Total Global Stock Account Class R3	12.76%	20.05%	0.00%
SGSCX DWS Global Small Cap Fund	20.12%	20.22%	-0.56%

Correlation

The correlation between QCSTIX and SGSCX is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.84

The correlation between QCSTIX and SGSCX has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Return for Risk

QCSTIX vs. SGSCX — Risk / Return Rank

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

QCSTIX

QCSTIX Risk / Return Rank: 64
QCSTIX Sharpe Ratio Rank: 64
QCSTIX Sortino Ratio Rank: 59
QCSTIX Omega Ratio Rank: 60
QCSTIX Calmar Ratio Rank: 63
QCSTIX Martin Ratio Rank: 72

SGSCX

SGSCX Risk / Return Rank: 85
SGSCX Sharpe Ratio Rank: 88
SGSCX Sortino Ratio Rank: 84
SGSCX Omega Ratio Rank: 75
SGSCX Calmar Ratio Rank: 90
SGSCX Martin Ratio Rank: 89

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. SGSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R3 (QCSTIX) and DWS Global Small Cap Fund (SGSCX). 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.

	QCSTIX	SGSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.88	-0.52
Sortino ratio: Return per unit of downside risk	3.24	3.96	-0.72
Omega ratio: Gain probability vs. loss probability	1.43	1.49	-0.06
Calmar ratio: Return relative to maximum drawdown	3.05	4.62	-1.57
Martin ratio: Return relative to average drawdown	13.54	17.61	-4.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCSTIX vs. SGSCX - Sharpe Ratio Comparison

The current QCSTIX Sharpe Ratio is 2.36, which is comparable to the SGSCX Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of QCSTIX and SGSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QCSTIX	SGSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	2.88	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	0.49	+1.11

Drawdowns

QCSTIX vs. SGSCX - Drawdown Comparison

The maximum QCSTIX drawdown since its inception was -16.98%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for QCSTIX and SGSCX.

Drawdown Indicators

	QCSTIX	SGSCX	Difference
Max Drawdown Largest peak-to-trough decline	-16.98%	-62.26%	+45.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-9.54%	-0.41%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.98%	—
Current Drawdown Current decline from peak	0.00%	-1.40%	+1.40%
Average Drawdown Average peak-to-trough decline	-2.03%	-14.12%	+12.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.50%	-0.27%

Volatility

QCSTIX vs. SGSCX - Volatility Comparison

The current volatility for CREF Total Global Stock Account Class R3 (QCSTIX) is 3.75%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 5.04%. This indicates that QCSTIX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCSTIX	SGSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	5.04%	-1.29%
Volatility (6M) Calculated over the trailing 6-month period	10.26%	11.55%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.87%	15.31%	-2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	18.88%	-3.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	19.53%	-4.32%

Dividends

QCSTIX vs. SGSCX - Dividend Comparison

QCSTIX has not paid dividends to shareholders, while SGSCX's dividend yield for the trailing twelve months is around 8.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
SGSCX DWS Global Small Cap Fund	8.63%	10.37%	6.35%	5.12%	5.42%	16.72%	0.36%	0.29%	18.31%	11.13%	7.52%	6.04%

Frequently Asked Questions

Can I hold both QCSTIX and SGSCX in my portfolio?

QCSTIX and SGSCX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCSTIX or SGSCX?

SGSCX has higher volatility (5.04%) compared to QCSTIX (3.75%). In terms of maximum drawdown, QCSTIX dropped -16.98% vs SGSCX's -62.26%.

Which has better risk-adjusted returns?

SGSCX currently has the higher Sharpe Ratio (2.88 vs 2.36), 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.