This work examines Cu(In,Ga)Se2 thin films fabricated by (1) selenization of pre-sputtered Cu-In-Ga and (2) co-evaporation of each constituent. The efficiency disparity between films deposited via these two methods is linked to differences in morphology and microstructure. Atomic force microscopy and scanning electron microscopy show that selenized films have rougher surfaces and poor adhesion to molybdenum back contact. Transmission electron microscopy and electron energy loss spectroscopy revealed multiple voids near the Mo layer in selenized films and a depletion of Na and Se around the voids. Residual stresses in co-evaporated films were found to be 1.23 GPa using wafer curvature measurements. Uniaxial compression experiments on 500 nm-diameter nanopillars carved out from co-evaporated films revealed the elastic modulus of 70.4+-6.5 GPa. Hertzian contact model applied to nanoindentation data on selenized films revealed the indentation modulus of 68.9+-12.4 GPa, which is in agreement with previous reports. This equivalence of the elastic moduli suggests that microstructural differences manifest themselves after the yield point. Typical plastic behavior with two distinct failure modes is observed in the extracted stress-strain results, with the yield strength of 640.9613.7 MPa for pillars that failed by shearing and 1100.8677.8 MPa for pillars that failed by shattering.