QCSTPX vs. GAOAX

Last updated Apr 2, 2026

Compare and contrast key facts about CREF Total Global Stock Account Class R2 (QCSTPX) and JPMorgan Global Allocation Fund A (GAOAX).

QCSTPX is an actively managed fund by TIAA. It was launched on Apr 24, 2015. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.

Performance

QCSTPX vs. GAOAX - Performance Comparison

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

QCSTPX vs. GAOAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCSTPX CREF Total Global Stock Account Class R2	-1.92%	20.00%	0.00%
GAOAX JPMorgan Global Allocation Fund A	-3.89%	14.68%	-0.84%

Returns By Period

In the year-to-date period, QCSTPX achieves a -1.92% return, which is significantly higher than GAOAX's -3.89% return.

QCSTPX

• 1D: 3.01%
• 1M: -6.06%
• YTD: -1.92%
• 6M: 0.89%
• 1Y: 20.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GAOAX

• 1D: 1.47%
• 1M: -6.40%
• YTD: -3.89%
• 6M: -2.79%
• 1Y: 9.60%
• 3Y*: 8.41%
• 5Y*: 1.86%
• 10Y*: 5.74%

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

QCSTPX vs. GAOAX - Expense Ratio Comparison

GAOAX

JPMorgan Global Allocation Fund A

Return for Risk

QCSTPX vs. GAOAX — Risk / Return Rank

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

QCSTPX

QCSTPX Risk / Return Rank: 64
QCSTPX Sharpe Ratio Rank: 70
QCSTPX Sortino Ratio Rank: 68
QCSTPX Omega Ratio Rank: 64
QCSTPX Calmar Ratio Rank: 55
QCSTPX Martin Ratio Rank: 61

GAOAX

GAOAX Risk / Return Rank: 36
GAOAX Sharpe Ratio Rank: 37
GAOAX Sortino Ratio Rank: 35
GAOAX Omega Ratio Rank: 33
GAOAX Calmar Ratio Rank: 38
GAOAX Martin Ratio Rank: 39

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. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R2 (QCSTPX) and JPMorgan Global Allocation Fund A (GAOAX). 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	GAOAX	Difference
Sharpe ratio Return per unit of total volatility	1.40	0.86	+0.53
Sortino ratio Return per unit of downside risk	1.92	1.24	+0.68
Omega ratio Gain probability vs. loss probability	1.28	1.17	+0.10
Calmar ratio Return relative to maximum drawdown	1.64	1.10	+0.54
Martin ratio Return relative to average drawdown	7.18	4.47	+2.71
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. GAOAX - Sharpe Ratio Comparison

The current QCSTPX Sharpe Ratio is 1.40, which is higher than the GAOAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of QCSTPX and GAOAX, 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	GAOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.86	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.54	+0.39

Correlation

The correlation between QCSTPX and GAOAX is 0.93, 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

QCSTPX vs. GAOAX - Dividend Comparison

QCSTPX has not paid dividends to shareholders, while GAOAX's dividend yield for the trailing twelve months is around 10.04%.

	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%
GAOAX JPMorgan Global Allocation Fund A	10.04%	10.15%	2.34%	0.00%	4.62%	4.61%	1.54%	2.43%	2.52%	2.95%	2.59%	0.96%

Drawdowns

QCSTPX vs. GAOAX - Drawdown Comparison

The maximum QCSTPX drawdown since its inception was -16.98%, smaller than the maximum GAOAX drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for QCSTPX and GAOAX.

Drawdown Indicators

	QCSTPX	GAOAX	Difference
Max Drawdown Largest peak-to-trough decline	-16.98%	-29.02%	+12.04%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-8.95%	-2.83%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.02%	—
Current Drawdown Current decline from peak	-7.24%	-7.61%	+0.37%
Average Drawdown Average peak-to-trough decline	-2.15%	-6.01%	+3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.20%	+0.49%

Volatility

QCSTPX vs. GAOAX - Volatility Comparison

CREF Total Global Stock Account Class R2 (QCSTPX) has a higher volatility of 6.41% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that QCSTPX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCSTPX	GAOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	4.98%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	7.55%	+2.65%
Volatility (1Y) Calculated over the trailing 1-year period	15.45%	11.53%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.36%	11.03%	+4.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.36%	10.81%	+4.55%