- ISIN
- US3786907705
- CUSIP
- 378690770
- Issuer
- Glenmede
- Inception Date
- Feb 27, 2004
- Category
- Large Cap Growth Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
GTLLX Performance Chart
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) is up 21.4% since the beginning of the year. GTLLX is currently trading at $33 per share. Investors who bought $1,000 worth of GTLLX shares 5 years ago would now be looking at an investment worth $2,006.
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Returns By Period
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has returned 21.35% so far this year and 39.41% over the past 12 months. Looking at the last ten years, GTLLX has achieved an annualized return of 16.78%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio
- 1D
- 1.53%
- 1M
- 7.20%
- YTD
- 21.35%
- 6M
- 19.73%
- 1Y
- 39.41%
- 3Y*
- 24.49%
- 5Y*
- 14.94%
- 10Y*
- 16.78%
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%
GTLLX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2005, GTLLX's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Oct 2011 with a return of +14.6%, while the worst month was Oct 2008 at -20.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GTLLX closed higher 53% of trading days. The best single day was Dec 16, 2024 with a return of +38.4%, while the worst single day was Dec 17, 2024 at -27.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.80% | -0.07% | -4.61% | 10.43% | 10.51% | 3.49% | 21.35% | ||||||
| 2025 | 6.36% | -4.69% | -8.00% | 2.15% | 5.98% | 5.90% | 1.11% | 0.59% | 4.79% | 3.43% | -1.77% | 1.43% | 17.44% |
| 2024 | 1.68% | 5.87% | 2.19% | -5.63% | 4.29% | 3.43% | -0.40% | 1.97% | 1.73% | -1.17% | 6.80% | -1.14% | 20.71% |
| 2023 | 7.27% | -1.02% | 2.83% | -1.96% | 0.37% | 6.66% | 3.07% | -1.79% | -3.81% | -2.72% | 9.84% | 6.60% | 27.10% |
| 2022 | -7.34% | -3.99% | 2.08% | -8.17% | 0.17% | -9.41% | 10.14% | -3.21% | -8.06% | 7.50% | 5.62% | -7.00% | -21.69% |
| 2021 | -0.06% | 1.19% | 7.00% | 3.32% | 1.46% | 3.81% | 3.49% | 3.58% | -6.06% | 7.48% | -0.62% | 4.94% | 32.91% |
Benchmark Metrics
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio has an annualized alpha of 3.76%, beta of 1.04, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.
- This fund captured 113.03% of S&P 500 Index gains but only 96.47% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R2 of 0.75, 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
- 3.76%
- Beta
- 1.04
- R²
- 0.75
- Upside Capture
- 113.03%
- Downside Capture
- 96.47%
Expense Ratio
GTLLX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GTLLX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) 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.
| GTLLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.78 | +0.87 |
| Martin ratioReturn relative to average drawdown | 14.64 | 12.44 | +2.20 |
Dividends
Dividend History
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio provided a 12.63% dividend yield over the last twelve months, with an annual payout of $4.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.19 | $4.19 | $10.86 | $1.52 | $2.03 | $7.10 | $4.83 | $4.38 | $4.47 | $0.74 | $0.15 | $0.15 |
Dividend yield | 12.63% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative U.S. Large Cap Growth 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 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.19 | $4.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.86 | $10.86 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $1.48 | $1.52 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $1.96 | $2.03 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $7.06 | $7.10 |
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. Large Cap Growth 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. Large Cap Growth Equity Portfolio was 54.32%, occurring on Nov 20, 2008. Recovery took 564 trading sessions.
The current Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio drawdown is 1.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.32%Nov 2008 | 1y 1mo | 2y 2mo | 3y 4moOct 2007 - Feb 2011 |
2025 selloff2025 | -41.54%Apr 2025 | 3mo 22d | 1y 1mo | 1y 5moDec 2024 - Jun 2026 |
COVID crash2020 | -33.70%Mar 2020 | 1mo 2d | 4mo 1d | 5mo 3dFeb 2020 - Jul 2020 |
Bear market2022 | -26.85%Oct 2022 | 9mo 18d | 1y 3mo | 2y 20dDec 2021 - Jan 2024 |
2011 bear market2011 | -21.41%Oct 2011 | 2mo 27d | 4mo 3d | 7moJul 2011 - Feb 2012 |
Drawdown Indicators
| GTLLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -56.78% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -9.10% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -41.54% | -18.90% | -22.64% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -25.43% | -16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -33.92% | -7.62% |
Current DrawdownCurrent decline from peak | -1.25% | -1.80% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -10.71% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.03% | +0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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