Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX)
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 small cap companies tied economically to the U.S. The Advisor uses proprietary multi-factor computer models to select stocks that the models identify as undervalued. These computer models rank securities based on certain criteria, including price in relation to earnings, cash flow and assets. The Portfolio may actively trade its securities to achieve its principal investment strategies.
Fund Info
US3786905568
Nov 13, 2017
$0
Small-Cap
Blend
Expense Ratio
GQSCX has an expense ratio of 0.85%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) returned -7.57% year-to-date (YTD) and -4.65% over the past 12 months.
GQSCX
-7.57%
12.98%
-14.43%
-4.65%
18.12%
N/A
^GSPC (Benchmark)
0.08%
9.75%
-1.63%
12.74%
15.66%
10.77%
Monthly Returns
The table below presents the monthly returns of GQSCX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.27% | -4.96% | -7.20% | -2.86% | 6.53% | -7.57% | |||||||
| 2024 | -0.93% | 6.22% | 4.02% | -7.29% | 6.64% | -2.91% | 10.52% | -1.49% | 0.38% | -4.06% | 9.53% | -7.36% | 11.78% |
| 2023 | 9.81% | -1.46% | -6.02% | -3.12% | -2.06% | 9.04% | 6.92% | -3.85% | -4.79% | -5.37% | 7.59% | 13.44% | 18.94% |
| 2022 | -6.30% | 1.59% | 0.30% | -6.60% | 1.91% | -8.96% | 9.46% | -0.55% | -8.44% | 13.51% | 4.42% | -6.35% | -8.48% |
| 2021 | 3.03% | 8.58% | 5.57% | 3.19% | 3.18% | 0.74% | -2.87% | 3.02% | -1.87% | 2.23% | -1.26% | 4.95% | 31.77% |
| 2020 | -3.87% | -10.67% | -23.06% | 14.71% | 5.35% | 4.18% | 3.77% | 2.30% | -4.40% | 2.30% | 14.55% | 8.77% | 7.60% |
| 2019 | 10.71% | 6.12% | -4.19% | 2.68% | -8.70% | 7.25% | -0.66% | -6.04% | 4.35% | 3.31% | 4.62% | 2.52% | 22.17% |
| 2018 | 1.64% | -4.64% | 2.28% | 0.97% | 7.12% | -0.63% | 2.44% | 2.56% | -3.35% | -8.63% | 2.44% | -12.42% | -11.32% |
| 2017 | 4.10% | -0.04% | 4.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GQSCX is 9, meaning it’s performing worse than 91% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Glenmede Quantitative U.S. Small Cap Equity Portfolio provided a 11.71% dividend yield over the last twelve months, with an annual payout of $1.53 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.53 | $1.53 | $0.10 | $1.12 | $1.47 | $0.06 | $0.07 | $0.07 | $0.02 |
Dividend yield | 11.71% | 10.80% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative U.S. Small Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.01 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $1.47 | $1.53 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.03 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $1.04 | $1.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $1.41 | $1.47 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.02 | $0.06 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.03 | $0.07 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.05 | $0.07 |
| 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Glenmede Quantitative U.S. Small Cap 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. Small Cap Equity Portfolio was 46.87%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.
The current Glenmede Quantitative U.S. Small Cap Equity Portfolio drawdown is 15.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.87% | Aug 27, 2018 | 392 | Mar 18, 2020 | 182 | Dec 4, 2020 | 574 |
| -28.83% | Nov 12, 2024 | 100 | Apr 8, 2025 | — | — | — |
| -22.18% | Nov 16, 2021 | 147 | Jun 16, 2022 | 158 | Feb 2, 2023 | 305 |
| -16.76% | Feb 3, 2023 | 63 | May 4, 2023 | 155 | Dec 14, 2023 | 218 |
| -9.49% | Jan 24, 2018 | 12 | Feb 8, 2018 | 67 | May 16, 2018 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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