- ISIN
- US3786905642
- Issuer
- Glenmede
- Inception Date
- Nov 13, 2017
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
GQLVX Performance Chart
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) is up 16.0% since the beginning of the year. GQLVX is currently trading at $15 per share. Investors who bought $1,000 worth of GQLVX shares 5 years ago would now be looking at an investment worth $1,630.
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Returns By Period
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) has returned 16.00% so far this year and 29.93% over the past 12 months.
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio
- 1D
- -0.71%
- 1M
- 3.31%
- 6M
- 12.12%
- YTD
- 16.00%
- 1Y
- 29.93%
- 3Y*
- 14.77%
- 5Y*
- 10.27%
- 10Y*
- —
- ALL TIME*
- 9.09%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
GQLVX Monthly Returns History
Based on dividend-adjusted daily data since Dec 13, 2017, GQLVX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GQLVX closed higher 51% of trading days. The best single day was Dec 16, 2024 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.46% | 3.28% | -3.81% | 6.66% | 1.66% | -0.41% | 4.51% | 16.00% | |||||
| 2025 | 4.17% | -0.77% | -2.95% | -3.52% | 3.57% | 3.69% | 0.07% | 4.66% | 1.48% | -0.37% | 2.80% | 1.61% | 14.97% |
| 2024 | -0.47% | 2.92% | 6.37% | -5.42% | 1.53% | -0.53% | 6.07% | 1.86% | 1.62% | -1.50% | 5.78% | -6.84% | 10.92% |
| 2023 | 6.11% | -3.71% | -2.13% | -0.58% | -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% | 3.27% | -2.71% | 0.73% | 2.61% | -2.93% | 4.14% | -2.68% | 6.86% | 29.26% |
Benchmark Metrics
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio has an annualized alpha of -1.92%, beta of 0.93, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 13, 2017.
- This fund participated in 99.07% of S&P 500 Index downside but only 85.93% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.92%
- Beta
- 0.93
- R²
- 0.74
- Upside Capture
- 85.93%
- Downside Capture
- 99.07%
Expense Ratio
GQLVX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GQLVX ranks 91 for risk / return — above 91% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) and compare them to S&P 500 Index.
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.
| GQLVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 2.00 | +2.14 |
| Martin ratioReturn relative to average drawdown | 15.64 | 8.49 | +7.15 |
Dividends
Dividend History
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio provided a 7.04% dividend yield over the last twelve months, with an annual payout of $1.08 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.08 | $1.05 | $1.68 | $0.31 | $0.72 | $0.18 | $0.20 | $0.19 | $0.19 | $0.02 |
Dividend yield | 7.04% | 7.91% | 13.45% | 2.41% | 6.06% | 1.34% | 1.88% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.12 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.91 | $1.05 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $1.56 | $1.68 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.15 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.55 | $0.72 |
| 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 |
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.
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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.
The current Glenmede Quantitative U.S. Large Cap Value Equity Portfolio drawdown is 0.78%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.79%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 | COVID crash2020 |
-23.97%Dec 2018 | 10mo 29d | 11mo 6d | 1y 10moJan 2018 - Nov 2019 | Rate-hike selloffLate 2018 |
-23.16%Apr 2025 | 3mo 22d | 8mo 7d | 11mo 29dDec 2024 - Dec 2025 | 2025 selloff2025 |
-19.93%Sep 2022 | 8mo 15d | 1y 3mo | 1y 11moJan 2022 - Jan 2024 | Bear market2022 |
-7.48%Jul 2021 | 1mo 12d | 2mo 28d | 4mo 10dJun 2021 - Oct 2021 | — |
Drawdown Indicators
| GQLVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.79% | -56.78% | +13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -9.10% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.16% | -18.90% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.16% | -25.43% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.78% | -1.58% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -10.70% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.14% | -0.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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