QCSTPX vs. GQFPX

Last updated Jun 4, 2026

QCSTPX (CREF Total Global Stock Account Class R2) and GQFPX (GQG Partners Global Quality Dividend Income Fund) are both Global Equities funds. Over the past year, QCSTPX returned 29.73% vs 15.73% for GQFPX. At a 0.37 correlation, their price movements are largely independent.

Performance

QCSTPX vs. GQFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Total Global Stock Account Class R2 (QCSTPX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCSTPX achieves a 12.74% return, which is significantly higher than GQFPX's 8.80% return.

QCSTPX

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

GQFPX

• 1D: 0.53%
• 1M: -2.50%
• YTD: 8.80%
• 6M: 9.02%
• 1Y: 15.73%
• 3Y*: 14.73%
• 5Y*: —
• 10Y*: —

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

QCSTPX vs. GQFPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCSTPX CREF Total Global Stock Account Class R2	12.74%	20.00%	0.00%
GQFPX GQG Partners Global Quality Dividend Income Fund	8.80%	19.29%	-0.09%

Correlation

The correlation between QCSTPX and GQFPX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.37

Return for Risk

QCSTPX vs. GQFPX — Risk / Return Rank

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

QCSTPX

QCSTPX Risk / Return Rank: 63
QCSTPX Sharpe Ratio Rank: 64
QCSTPX Sortino Ratio Rank: 59
QCSTPX Omega Ratio Rank: 60
QCSTPX Calmar Ratio Rank: 63
QCSTPX Martin Ratio Rank: 70

GQFPX

GQFPX Risk / Return Rank: 39
GQFPX Sharpe Ratio Rank: 33
GQFPX Sortino Ratio Rank: 32
GQFPX Omega Ratio Rank: 31
GQFPX Calmar Ratio Rank: 61
GQFPX Martin Ratio Rank: 40

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. GQFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R2 (QCSTPX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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	GQFPX	Difference
Sharpe ratio: Return per unit of total volatility	2.36	1.66	+0.70
Sortino ratio: Return per unit of downside risk	3.23	2.35	+0.89
Omega ratio: Gain probability vs. loss probability	1.43	1.29	+0.14
Calmar ratio: Return relative to maximum drawdown	3.04	2.99	+0.05
Martin ratio: Return relative to average drawdown	13.51	8.58	+4.93
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. GQFPX - Sharpe Ratio Comparison

The current QCSTPX Sharpe Ratio is 2.36, which is higher than the GQFPX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of QCSTPX and GQFPX, 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

	QCSTPX	GQFPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	1.66	+0.70
Sharpe Ratio (All Time) Calculated using the full available price history	1.59	0.82	+0.77

Drawdowns

QCSTPX vs. GQFPX - Drawdown Comparison

The maximum QCSTPX drawdown since its inception was -16.98%, roughly equal to the maximum GQFPX drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for QCSTPX and GQFPX.

Drawdown Indicators

	QCSTPX	GQFPX	Difference
Max Drawdown Largest peak-to-trough decline	-16.98%	-16.95%	-0.03%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-5.24%	-4.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.57%	—
Current Drawdown Current decline from peak	0.00%	-3.93%	+3.93%
Average Drawdown Average peak-to-trough decline	-2.03%	-3.00%	+0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.82%	+0.41%

Volatility

QCSTPX vs. GQFPX - Volatility Comparison

CREF Total Global Stock Account Class R2 (QCSTPX) has a higher volatility of 3.75% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.24%. This indicates that QCSTPX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCSTPX	GQFPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	3.24%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	10.26%	7.63%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.87%	9.47%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	12.82%	+2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	12.82%	+2.39%

Dividends

QCSTPX vs. GQFPX - Dividend Comparison

QCSTPX has not paid dividends to shareholders, while GQFPX's dividend yield for the trailing twelve months is around 5.87%.

Position	TTM	2025	2024	2023	2022	2021
GQFPX GQG Partners Global Quality Dividend Income Fund	5.87%	5.32%	3.71%	3.69%	5.18%	1.38%
QCSTPX CREF Total Global Stock Account Class R2	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QCSTPX and GQFPX in my portfolio?

QCSTPX and GQFPX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCSTPX or GQFPX?

QCSTPX has higher volatility (3.75%) compared to GQFPX (3.24%). In terms of maximum drawdown, QCSTPX dropped -16.98% vs GQFPX's -16.95%.

Which has better risk-adjusted returns?

QCSTPX currently has the higher Sharpe Ratio (2.36 vs 1.66), 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.