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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Strategic 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.
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Returns By Period
Glenmede Strategic Equity Portfolio (GTCEX) has returned -9.51% so far this year and 8.16% over the past 12 months. Over the last ten years, GTCEX has returned 11.20% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Glenmede Strategic Equity Portfolio
- 1D
- 0.00%
- 1M
- -8.75%
- YTD
- -9.51%
- 6M
- -6.00%
- 1Y
- 8.16%
- 3Y*
- 11.47%
- 5Y*
- 7.85%
- 10Y*
- 11.20%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 30, 1990, GTCEX's average daily return is +0.04%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Oct 2008 at -17.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GTCEX closed higher 52% of trading days. The best single day was Dec 15, 2023 with a return of +20.5%, while the worst single day was Dec 18, 2023 at -16.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.04% | -1.86% | -8.75% | -9.51% | |||||||||
| 2025 | 3.41% | -1.77% | -5.38% | -1.73% | 5.25% | 3.84% | 2.13% | 2.02% | 2.80% | 1.42% | 1.31% | 1.10% | 14.88% |
| 2024 | 1.35% | 4.06% | 2.31% | -5.12% | 1.61% | 2.59% | 2.45% | 1.54% | 1.01% | -0.37% | 6.08% | -4.31% | 13.41% |
| 2023 | 5.11% | -2.56% | 2.55% | 1.81% | -1.19% | 7.21% | 2.62% | 0.10% | -5.33% | -2.48% | 9.69% | 4.72% | 23.41% |
| 2022 | -5.44% | -3.97% | 1.62% | -6.25% | -0.03% | -7.78% | 8.12% | -4.46% | -7.81% | 8.86% | 6.67% | -4.20% | -15.53% |
| 2021 | -2.80% | 4.74% | 4.73% | 6.01% | 0.45% | 1.39% | 3.57% | 2.53% | -5.12% | 5.00% | -2.64% | 6.79% | 26.60% |
Benchmark Metrics
Glenmede Strategic Equity Portfolio has an annualized alpha of 0.05%, beta of 0.94, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 31, 1990.
- This fund participated in 98.33% of S&P 500 Index downside but only 94.68% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R² of 0.78, 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
- 0.05%
- Beta
- 0.94
- R²
- 0.78
- Upside Capture
- 94.68%
- Downside Capture
- 98.33%
Expense Ratio
GTCEX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GTCEX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and compare them to a chosen benchmark (S&P 500 Index).
| GTCEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.90 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.39 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.40 | -0.92 |
Martin ratioReturn relative to average drawdown | 1.66 | 6.61 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GTCEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Glenmede Strategic Equity Portfolio provided a 27.60% dividend yield over the last twelve months, with an annual payout of $6.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.25 | $6.25 | $3.15 | $5.29 | $2.15 | $3.66 | $1.79 | $0.74 | $0.51 | $1.85 | $1.59 | $1.90 |
Dividend yield | 27.60% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Strategic 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 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $6.17 | $6.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $3.07 | $3.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $5.18 | $5.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $2.09 | $2.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $3.57 | $3.66 |
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 Strategic 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 Strategic Equity Portfolio was 52.79%, occurring on Mar 9, 2009. Recovery took 762 trading sessions.
The current Glenmede Strategic Equity Portfolio drawdown is 12.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.79% | Oct 11, 2007 | 354 | Mar 9, 2009 | 762 | Mar 15, 2012 | 1116 |
| -47.77% | Apr 10, 2000 | 731 | Mar 11, 2003 | 1055 | May 18, 2007 | 1786 |
| -35.61% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -24.38% | Jan 5, 2022 | 183 | Sep 27, 2022 | 297 | Dec 1, 2023 | 480 |
| -24.3% | Dec 17, 2024 | 76 | Apr 8, 2025 | 161 | Nov 28, 2025 | 237 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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