- ISIN
- US3786906061
- CUSIP
- 378690606
- Issuer
- Glenmede
- Inception Date
- Mar 1, 1991
- 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
GTCSX Performance Chart
Glenmede Small Cap Equity Portfolio (GTCSX) is up 11.8% since the beginning of the year. GTCSX is currently trading at $33 per share. Investors who bought $1,000 worth of GTCSX shares 5 years ago would now be looking at an investment worth $1,380.
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Returns By Period
Glenmede Small Cap Equity Portfolio (GTCSX) has returned 11.78% so far this year and 23.78% over the past 12 months. Over the last ten years, GTCSX has returned 9.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Glenmede Small Cap Equity Portfolio
- 1D
- 1.47%
- 1M
- 2.47%
- YTD
- 11.78%
- 6M
- 9.78%
- 1Y
- 23.78%
- 3Y*
- 8.93%
- 5Y*
- 6.65%
- 10Y*
- 9.54%
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%
GTCSX Monthly Returns History
Based on dividend-adjusted daily data since Jan 17, 1992, GTCSX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +18.1%, while the worst month was Mar 2020 at -26.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GTCSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -15.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.95% | -0.96% | -5.77% | 9.24% | 2.71% | 1.72% | 11.78% | ||||||
| 2025 | 2.87% | -6.74% | -6.78% | -5.36% | 4.19% | 3.33% | 0.12% | 6.58% | -1.07% | -0.81% | 2.28% | 0.49% | -1.95% |
| 2024 | -2.90% | 3.90% | 3.85% | -6.02% | 5.37% | -1.96% | 9.68% | -1.29% | -0.55% | -2.07% | 9.37% | -7.50% | 8.50% |
| 2023 | 9.68% | -1.10% | -4.02% | -1.27% | -2.21% | 8.30% | 5.53% | -4.10% | -6.15% | -5.39% | 8.31% | 10.35% | 16.93% |
| 2022 | -4.27% | 3.70% | 0.52% | -7.51% | 1.39% | -9.43% | 8.68% | -3.14% | -9.62% | 11.80% | 5.75% | -6.54% | -10.91% |
| 2021 | 1.58% | 7.40% | 4.34% | 5.07% | 1.54% | -1.99% | -0.93% | 2.02% | -0.73% | 4.15% | -1.32% | 5.00% | 28.87% |
Benchmark Metrics
Glenmede Small Cap Equity Portfolio has an annualized alpha of -0.06%, beta of 0.98, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 17, 1992.
- This fund participated in 107.13% of S&P 500 Index downside but only 102.82% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.98 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
- -0.06%
- Beta
- 0.98
- R²
- 0.70
- Upside Capture
- 102.82%
- Downside Capture
- 107.13%
Expense Ratio
GTCSX has an expense ratio of 0.92%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GTCSX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) 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.
| GTCSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.78 | -0.62 |
| Martin ratioReturn relative to average drawdown | 6.92 | 12.44 | -5.52 |
Dividends
Dividend History
Glenmede Small Cap Equity Portfolio provided a 7.39% dividend yield over the last twelve months, with an annual payout of $2.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.45 | $2.45 | $1.41 | $2.65 | $3.69 | $1.63 | $0.04 | $0.06 | $4.14 | $3.23 | $0.56 | $0.28 |
Dividend yield | 7.39% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede 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 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $2.35 | $2.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $1.35 | $1.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $2.54 | $2.65 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $3.62 | $3.69 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $1.61 | $1.63 |
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 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 Small Cap Equity Portfolio was 59.45%, occurring on Mar 9, 2009. Recovery took 482 trading sessions.
The current Glenmede Small Cap Equity Portfolio drawdown is 0.66%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.45%Mar 2009 | 1y 5mo | 1y 11mo | 3y 3moOct 2007 - Feb 2011 |
COVID crash2020 | -49.50%Mar 2020 | 1y 6mo | 8mo 6d | 2y 2moSep 2018 - Nov 2020 |
1998 bear market1998 | -44.43%Oct 1998 | 11mo 28d | 6y 1mo | 7y 29dOct 1997 - Nov 2004 |
2025 selloff2025 | -28.54%Apr 2025 | 4mo 13d | 1y 1mo | 1y 6moNov 2024 - Jun 2026 |
2011 bear market2011 | -28.44%Oct 2011 | 2mo 27d | 1y 3mo | 1y 5moJul 2011 - Jan 2013 |
Drawdown Indicators
| GTCSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -56.78% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -9.10% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -28.54% | -18.90% | -9.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -25.43% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -33.92% | -15.58% |
Current DrawdownCurrent decline from peak | -0.66% | -1.80% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -11.99% | -10.71% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.03% | +1.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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