QCSTPX vs. YFSNX

Last updated Jun 25, 2026

QCSTPX (CREF Total Global Stock Account Class R2) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Both are actively managed. Over the past year, QCSTPX returned 24.26% vs 22.53% for YFSNX. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

QCSTPX vs. YFSNX - Performance Comparison

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

Returns By Period

In the year-to-date period, QCSTPX achieves a 10.21% return, which is significantly lower than YFSNX's 22.30% return.

QCSTPX

• 1D: -2.09%
• 1M: 0.13%
• YTD: 10.21%
• 6M: 9.33%
• 1Y: 24.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFSNX

• 1D: -1.40%
• 1M: -0.70%
• YTD: 22.30%
• 6M: 24.62%
• 1Y: 22.53%
• 3Y*: 15.99%
• 5Y*: 8.07%
• 10Y*: —

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

QCSTPX vs. YFSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCSTPX CREF Total Global Stock Account Class R2	10.21%	20.00%	0.00%
YFSNX AMG Yacktman Global Fund Class N	22.30%	14.79%	-0.85%

Correlation

The correlation between QCSTPX and YFSNX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.56

The correlation between QCSTPX and YFSNX has been stable across timeframes, ranging from 0.55 to 0.56 - a consistent structural relationship.

Return for Risk

QCSTPX vs. YFSNX — Risk / Return Rank

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

QCSTPX

QCSTPX Risk / Return Rank: 56
QCSTPX Sharpe Ratio Rank: 54
QCSTPX Sortino Ratio Rank: 50
QCSTPX Omega Ratio Rank: 53
QCSTPX Calmar Ratio Rank: 56
QCSTPX Martin Ratio Rank: 65

YFSNX

YFSNX Risk / Return Rank: 19
YFSNX Sharpe Ratio Rank: 15
YFSNX Sortino Ratio Rank: 11
YFSNX Omega Ratio Rank: 26
YFSNX Calmar Ratio Rank: 21
YFSNX Martin Ratio Rank: 21

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. YFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Total Global Stock Account Class R2 (QCSTPX) and AMG Yacktman Global Fund Class N (YFSNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QCSTPX	YFSNX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.01	+0.89
Sortino ratio: Return per unit of downside risk	2.60	1.21	+1.39
Omega ratio: Gain probability vs. loss probability	1.35	1.25	+0.10
Calmar ratio: Return relative to maximum drawdown	2.63	1.56	+1.07
Martin ratio: Return relative to average drawdown	11.40	4.84	+6.55

QCSTPX vs. YFSNX - Sharpe Ratio Comparison

The current QCSTPX Sharpe Ratio is 1.90, which is higher than the YFSNX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of QCSTPX and YFSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QCSTPX vs. YFSNX - Drawdown Comparison

The maximum QCSTPX drawdown since its inception was -16.98%, smaller than the maximum YFSNX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for QCSTPX and YFSNX.

Drawdown Indicators

	QCSTPX	YFSNX	Difference
Max Drawdown Largest peak-to-trough decline	-16.98%	-35.14%	+18.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-14.09%	+4.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.26%	—
Current Drawdown Current decline from peak	-2.24%	-4.55%	+2.31%
Average Drawdown Average peak-to-trough decline	-2.01%	-4.93%	+2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	4.51%	-2.22%

Volatility

QCSTPX vs. YFSNX - Volatility Comparison

The current volatility for CREF Total Global Stock Account Class R2 (QCSTPX) is 5.79%, while AMG Yacktman Global Fund Class N (YFSNX) has a volatility of 6.69%. This indicates that QCSTPX experiences smaller price fluctuations and is considered to be less risky than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCSTPX	YFSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	6.69%	-0.90%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	21.31%	-9.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	21.83%	-8.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	15.54%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.58%	16.29%	-0.71%

Dividends

QCSTPX vs. YFSNX - Dividend Comparison

Neither QCSTPX nor YFSNX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
YFSNX AMG Yacktman Global Fund Class N	0.00%	0.00%	8.40%	7.86%	4.33%	8.06%	4.71%	6.59%	0.71%	2.63%

Frequently Asked Questions

Can I hold both QCSTPX and YFSNX in my portfolio?

QCSTPX and YFSNX have a correlation of 0.55, 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 YFSNX?

YFSNX has higher volatility (6.69%) compared to QCSTPX (5.79%). In terms of maximum drawdown, QCSTPX dropped -16.98% vs YFSNX's -35.14%.

Which has better risk-adjusted returns?

QCSTPX currently has the higher Sharpe Ratio (1.90 vs 1.01), 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.