- ISIN
- US3786905568
- Issuer
- Glenmede
- Inception Date
- Nov 13, 2017
- Category
- Small Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GQSCX Performance Chart
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) is up 18.2% since the beginning of the year. GQSCX is currently trading at $18 per share. Investors who bought $1,000 worth of GQSCX shares 5 years ago would now be looking at an investment worth $1,719.
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Returns By Period
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) has returned 18.16% so far this year and 44.57% over the past 12 months.
Glenmede Quantitative U.S. Small Cap Equity Portfolio
- 1D
- 1.39%
- 1M
- 4.84%
- YTD
- 18.16%
- 6M
- 15.83%
- 1Y
- 44.57%
- 3Y*
- 18.73%
- 5Y*
- 11.44%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GQSCX Monthly Returns History
Based on dividend-adjusted daily data since Dec 13, 2017, GQSCX's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Mar 2020 at -23.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GQSCX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -15.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.26% | 1.48% | -4.62% | 10.49% | 2.42% | 2.48% | 18.16% | ||||||
| 2025 | 1.27% | -4.96% | -7.20% | -2.86% | 3.83% | 5.58% | -0.67% | 9.29% | 2.06% | -1.22% | 6.06% | 1.64% | 12.22% |
| 2024 | -0.93% | 6.22% | 4.02% | -7.29% | 6.64% | -2.91% | 10.23% | -1.49% | 0.38% | -4.06% | 9.53% | -7.36% | 11.49% |
| 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% | -6.34% | -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% |
Benchmark Metrics
Glenmede Quantitative U.S. Small Cap Equity Portfolio has an annualized alpha of -1.19%, beta of 1.07, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since December 13, 2017.
- This fund participated in 110.48% of S&P 500 Index downside but only 104.55% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.07 and R2 of 0.70, 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
- -1.19%
- Beta
- 1.07
- R²
- 0.70
- Upside Capture
- 104.55%
- Downside Capture
- 110.48%
Expense Ratio
GQSCX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GQSCX ranks 82 for risk / return — in the top 82% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) 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.
| GQSCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.12 | 2.78 | +2.34 |
| Martin ratioReturn relative to average drawdown | 18.04 | 12.44 | +5.60 |
Dividends
Dividend History
Glenmede Quantitative U.S. Small Cap Equity Portfolio provided a 2.63% dividend yield over the last twelve months, with an annual payout of $0.48 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.46 | $1.49 | $0.10 | $1.12 | $1.47 | $0.06 | $0.07 | $0.07 | $0.02 |
Dividend yield | 2.63% | 3.01% | 10.53% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.43 | $0.46 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $1.47 | $1.49 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $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 |
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 0.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -46.87%Mar 2020 | 1y 6mo | 8mo 21d | 2y 3moAug 2018 - Dec 2020 |
2025 selloff2025 | -28.83%Apr 2025 | 4mo 27d | 7mo 21d | 1y 13dNov 2024 - Nov 2025 |
Bear market2022 | -22.18%Jun 2022 | 7mo 2d | 7mo 21d | 1y 2moNov 2021 - Feb 2023 |
2023 correction2023 | -16.76%May 2023 | 3mo | 7mo 14d | 10mo 14dFeb 2023 - Dec 2023 |
2018 pullback2018 | -9.49%Feb 2018 | 15d | 3mo 7d | 3mo 22dJan 2018 - May 2018 |
Drawdown Indicators
| GQSCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.87% | -56.78% | +9.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.10% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -28.83% | -18.90% | -9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -28.83% | -25.43% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.49% | -1.80% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -10.71% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.03% | +0.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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