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
| ISIN | US3786905568 |
|---|---|
| Issuer | Glenmede |
| Inception Date | Nov 13, 2017 |
| Category | Small Cap Blend Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
GQSCX features an expense ratio of 0.85%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: GQSCX vs. GQETX, GQSCX vs. VOO, GQSCX vs. VBR
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Quantitative U.S. Small Cap 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. Small Cap Equity Portfolio had a return of 11.67% year-to-date (YTD) and 29.19% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.67% | 19.77% |
| 1 month | -1.71% | -0.67% |
| 6 months | 5.08% | 10.27% |
| 1 year | 29.19% | 31.07% |
| 5 years (annualized) | 12.62% | 13.22% |
| 10 years (annualized) | N/A | 10.92% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.93% | 6.22% | 4.02% | -7.29% | 6.64% | -2.91% | 10.52% | -1.49% | 0.38% | -4.06% | 11.67% | ||
| 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% | -1.86% | 2.23% | -1.26% | 4.94% | 31.76% |
| 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% | -0.05% | 4.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GQSCX is 32, 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. Small Cap Equity Portfolio (GQSCX) 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. Small Cap Equity Portfolio provided a 0.53% dividend yield over the last twelve months, with an annual payout of $0.08 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.08 | $0.10 | $1.12 | $1.47 | $0.06 | $0.07 | $0.07 | $0.02 |
Dividend yield | 0.53% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.06 | |
| 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.
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 3.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.87% | Aug 27, 2018 | 392 | Mar 18, 2020 | 182 | Dec 4, 2020 | 574 |
| -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 |
| -9.39% | Apr 1, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Glenmede Quantitative U.S. Small Cap Equity Portfolio volatility is 4.20%, 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.