Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX)
Under normal market circumstances, the Portfolio invests at least 80% of the value of its net assets (including borrowings for investment purposes) in common stocks of large cap companies tied economically to the U.S. The Advisor considers a company to be tied economically to the U.S. if the company: 1) is organized under the laws of the U.S., 2) maintains its principal place of business in the U.S., 3) is traded principally in the U.S. or 4) at the time of purchase, is included in a U.S. equity index managed by S&P Global Ratings or FTSE Russell.
Fund Info
US3786905642
Nov 13, 2017
$0
Large-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Quantitative U.S. Large Cap Value Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio had a return of 18.83% year-to-date (YTD) and 26.94% in the last 12 months.
GQLVX
18.83%
4.63%
13.90%
26.94%
9.71%
N/A
^GSPC (Benchmark)
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Monthly Returns
The table below presents the monthly returns of GQLVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.47% | 2.93% | 6.37% | -5.42% | 1.53% | -0.53% | 6.57% | 1.86% | 1.62% | -1.50% | 18.83% | ||
| 2023 | 6.11% | -3.71% | -2.13% | -0.57% | -3.72% | 6.68% | 4.57% | -2.93% | -3.18% | -2.77% | 5.91% | 5.59% | 9.13% |
| 2022 | -1.48% | -0.08% | 1.88% | -5.71% | 1.49% | -10.05% | 7.10% | -1.77% | -9.35% | 12.73% | 6.31% | -5.11% | -6.38% |
| 2021 | 1.23% | 6.24% | 6.57% | 3.30% | 3.28% | -2.71% | 0.73% | 2.61% | -2.93% | 4.14% | -2.68% | 6.86% | 29.26% |
| 2020 | -3.80% | -10.54% | -21.14% | 12.45% | 4.53% | 0.80% | 2.46% | 3.78% | -2.14% | -0.55% | 14.62% | 2.95% | -1.79% |
| 2019 | 10.41% | 2.25% | -1.50% | 4.20% | -8.14% | 8.32% | 0.96% | -4.70% | 4.42% | 1.90% | 5.44% | 2.30% | 27.33% |
| 2018 | 4.01% | -4.22% | -1.34% | -0.09% | 0.68% | -1.06% | 3.36% | 1.33% | -0.38% | -7.34% | 2.34% | -11.17% | -14.03% |
| 2017 | 3.30% | 1.67% | 5.02% |
Expense Ratio
GQLVX features an expense ratio of 0.85%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GQLVX is 71, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio provided a 1.68% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.23 | $0.24 | $0.18 | $0.20 | $0.19 | $0.19 | $0.02 |
Dividend yield | 1.68% | 1.81% | 1.98% | 1.35% | 1.89% | 1.71% | 2.12% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative U.S. Large Cap Value Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.18 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.07 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.06 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.18 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.20 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.19 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.09 | $0.19 |
| 2017 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Glenmede Quantitative U.S. Large Cap Value Equity Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Glenmede Quantitative U.S. Large Cap Value Equity Portfolio was 42.79%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.79% | Jan 21, 2020 | 44 | Mar 23, 2020 | 200 | Jan 6, 2021 | 244 |
| -23.97% | Jan 29, 2018 | 229 | Dec 24, 2018 | 232 | Nov 25, 2019 | 461 |
| -19.93% | Jan 18, 2022 | 178 | Sep 30, 2022 | 314 | Jan 2, 2024 | 492 |
| -7.48% | Jun 7, 2021 | 30 | Jul 19, 2021 | 63 | Oct 15, 2021 | 93 |
| -6.4% | Nov 16, 2021 | 11 | Dec 1, 2021 | 17 | Dec 27, 2021 | 28 |
Volatility
Volatility Chart
The current Glenmede Quantitative U.S. Large Cap Value Equity Portfolio volatility is 4.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.