QCSTPX vs. FGIAX

Last updated Apr 1, 2026

Compare and contrast key facts about CREF Total Global Stock Account Class R2 (QCSTPX) and Nuveen Global Infrastructure Fund Class A (FGIAX).

QCSTPX is an actively managed fund by TIAA. It was launched on Apr 24, 2015. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.

Performance

QCSTPX vs. FGIAX - Performance Comparison

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

QCSTPX vs. FGIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCSTPX CREF Total Global Stock Account Class R2	-4.79%	20.00%	0.00%
FGIAX Nuveen Global Infrastructure Fund Class A	9.53%	17.73%	-0.22%

Returns By Period

In the year-to-date period, QCSTPX achieves a -4.79% return, which is significantly lower than FGIAX's 9.53% return.

QCSTPX

• 1D: -0.39%
• 1M: -9.29%
• YTD: -4.79%
• 6M: -1.68%
• 1Y: 17.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FGIAX

• 1D: 0.53%
• 1M: -3.78%
• YTD: 9.53%
• 6M: 10.02%
• 1Y: 20.91%
• 3Y*: 14.03%
• 5Y*: 10.45%
• 10Y*: 8.70%

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

QCSTPX vs. FGIAX - Expense Ratio Comparison

FGIAX

Nuveen Global Infrastructure Fund Class A

Return for Risk

QCSTPX vs. FGIAX — Risk / Return Rank

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

QCSTPX

QCSTPX Risk / Return Rank: 59
QCSTPX Sharpe Ratio Rank: 65
QCSTPX Sortino Ratio Rank: 63
QCSTPX Omega Ratio Rank: 59
QCSTPX Calmar Ratio Rank: 51
QCSTPX Martin Ratio Rank: 58

FGIAX

FGIAX Risk / Return Rank: 88
FGIAX Sharpe Ratio Rank: 87
FGIAX Sortino Ratio Rank: 85
FGIAX Omega Ratio Rank: 85
FGIAX Calmar Ratio Rank: 91
FGIAX Martin Ratio Rank: 94

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. FGIAX - Risk-Adjusted Trends Comparison

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

	QCSTPX	FGIAX	Difference
Sharpe ratio Return per unit of total volatility	1.19	1.75	-0.57
Sortino ratio Return per unit of downside risk	1.64	2.26	-0.61
Omega ratio Gain probability vs. loss probability	1.24	1.35	-0.12
Calmar ratio Return relative to maximum drawdown	1.26	2.61	-1.35
Martin ratio Return relative to average drawdown	5.66	12.12	-6.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCSTPX vs. FGIAX - Sharpe Ratio Comparison

The current QCSTPX Sharpe Ratio is 1.19, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QCSTPX and FGIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QCSTPX	FGIAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.75	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.42	+0.35

Correlation

The correlation between QCSTPX and FGIAX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QCSTPX vs. FGIAX - Dividend Comparison

QCSTPX has not paid dividends to shareholders, while FGIAX's dividend yield for the trailing twelve months is around 9.12%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FGIAX Nuveen Global Infrastructure Fund Class A	9.12%	9.99%	7.46%	2.27%	6.11%	7.20%	1.38%	7.06%	6.32%	5.83%	8.23%	3.05%

Drawdowns

QCSTPX vs. FGIAX - Drawdown Comparison

The maximum QCSTPX drawdown since its inception was -16.98%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for QCSTPX and FGIAX.

Drawdown Indicators

	QCSTPX	FGIAX	Difference
Max Drawdown Largest peak-to-trough decline	-16.98%	-49.35%	+32.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-8.29%	-3.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.02%	—
Current Drawdown Current decline from peak	-9.95%	-3.78%	-6.17%
Average Drawdown Average peak-to-trough decline	-2.14%	-7.22%	+5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	1.78%	+0.98%

Volatility

QCSTPX vs. FGIAX - Volatility Comparison

CREF Total Global Stock Account Class R2 (QCSTPX) has a higher volatility of 5.41% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that QCSTPX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCSTPX	FGIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	4.05%	+1.36%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	7.09%	+2.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.19%	12.28%	+2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.15%	13.08%	+2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.15%	15.17%	-0.02%