PortfoliosLab logoPortfoliosLab logo
QCSTPX vs. CSUAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCSTPX vs. CSUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Total Global Stock Account Class R2 (QCSTPX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QCSTPX achieves a 12.74% return, which is significantly higher than CSUAX's 9.47% return.


QCSTPX

1D
0.53%
1M
5.39%
YTD
12.74%
6M
13.56%
1Y
29.73%
3Y*
5Y*
10Y*

CSUAX

1D
1.26%
1M
-2.22%
YTD
9.47%
6M
8.83%
1Y
16.20%
3Y*
11.76%
5Y*
6.74%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCSTPX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)20252024
QCSTPX
CREF Total Global Stock Account Class R2
12.74%20.00%0.00%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
9.47%14.30%-0.09%

Correlation

The correlation between QCSTPX and CSUAX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2024

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QCSTPX vs. CSUAX — Risk / Return Rank

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

QCSTPX
QCSTPX Risk / Return Rank: 6363
Overall Rank
QCSTPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QCSTPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
QCSTPX Omega Ratio Rank: 6060
Omega Ratio Rank
QCSTPX Calmar Ratio Rank: 6363
Calmar Ratio Rank
QCSTPX Martin Ratio Rank: 7070
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 4040
Overall Rank
CSUAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 3333
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 4444
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.

QCSTPX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R2 (QCSTPX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). 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.


QCSTPXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

2.36

1.70

+0.65

Sortino ratio

Return per unit of downside risk

3.23

2.47

+0.76

Omega ratio

Gain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratio

Return relative to maximum drawdown

3.04

2.75

+0.29

Martin ratio

Return relative to average drawdown

13.51

9.19

+4.32

QCSTPX vs. CSUAX - Sharpe Ratio Comparison

The current QCSTPX Sharpe Ratio is 2.36, which is higher than the CSUAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of QCSTPX and CSUAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QCSTPXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.70

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.55

+1.04

Drawdowns

QCSTPX vs. CSUAX - Drawdown Comparison

The maximum QCSTPX drawdown since its inception was -16.98%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for QCSTPX and CSUAX.


Loading charts...

Drawdown Indicators


QCSTPXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.98%

-52.20%

+35.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-5.99%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

0.00%

-3.39%

+3.39%

Average Drawdown

Average peak-to-trough decline

-2.03%

-8.44%

+6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.79%

+0.44%

Volatility

QCSTPX vs. CSUAX - Volatility Comparison

CREF Total Global Stock Account Class R2 (QCSTPX) has a higher volatility of 3.75% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.14%. This indicates that QCSTPX's price experiences larger fluctuations and is considered to be riskier than CSUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QCSTPXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.14%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

7.82%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

9.68%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

12.99%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

14.92%

+0.29%

Dividends

QCSTPX vs. CSUAX - Dividend Comparison

QCSTPX has not paid dividends to shareholders, while CSUAX's dividend yield for the trailing twelve months is around 7.39%.


PositionTTM20252024202320222021202020192018201720162015
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.39%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%
QCSTPX
CREF Total Global Stock Account Class R2
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QCSTPX and CSUAX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCSTPX has higher volatility (3.75%) compared to CSUAX (3.14%). In terms of maximum drawdown, QCSTPX dropped -16.98% vs CSUAX's -52.20%.

QCSTPX currently has the higher Sharpe Ratio (2.36 vs 1.70), 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.

Portfolio Optimizer

Find the right allocation for QCSTPX and CSUAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer