- ISIN
- US3786907887
- CUSIP
- 378690788
- Issuer
- Glenmede
- Inception Date
- Feb 27, 2004
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GTLOX Performance Chart
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) is up 21.2% since the beginning of the year. GTLOX is currently trading at $24 per share. Investors who bought $1,000 worth of GTLOX shares 5 years ago would now be looking at an investment worth $1,729.
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Returns By Period
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) has returned 21.18% so far this year and 41.92% over the past 12 months. Over the last ten years, GTLOX has returned 12.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio
- 1D
- 1.27%
- 1M
- 3.60%
- YTD
- 21.18%
- 6M
- 19.72%
- 1Y
- 41.92%
- 3Y*
- 19.55%
- 5Y*
- 11.57%
- 10Y*
- 12.62%
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%
GTLOX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2005, GTLOX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Oct 2008 at -19.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GTLOX closed higher 53% of trading days. The best single day was Dec 16, 2024 with a return of +23.7%, while the worst single day was Dec 17, 2024 at -19.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.60% | 1.08% | -4.55% | 11.13% | 6.86% | 2.10% | 21.18% | ||||||
| 2025 | 5.16% | -3.32% | -4.88% | -2.51% | 3.50% | 2.93% | 0.94% | 3.84% | 3.00% | 1.55% | 1.48% | 2.37% | 14.39% |
| 2024 | 0.71% | 3.11% | 4.00% | -5.42% | 1.71% | 0.82% | 3.87% | 3.14% | 1.00% | -1.38% | 6.20% | -4.07% | 13.86% |
| 2023 | 6.15% | -1.90% | 0.78% | -1.56% | -1.59% | 7.16% | 3.70% | -1.84% | -3.22% | -3.95% | 6.76% | 6.00% | 16.66% |
| 2022 | -4.21% | -1.49% | 2.00% | -7.06% | 0.82% | -10.23% | 7.52% | -3.06% | -9.39% | 9.82% | 6.88% | -5.71% | -15.37% |
| 2021 | 1.00% | 2.93% | 6.87% | 3.60% | 1.93% | 0.60% | 1.18% | 2.67% | -5.24% | 5.49% | -2.85% | 6.71% | 27.05% |
Benchmark Metrics
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio has an annualized alpha of 1.62%, beta of 1.01, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.
- This fund captured 106.60% of S&P 500 Index gains but only 99.83% of its losses - a favorable profile for investors.
- With beta of 1.01 and R2 of 0.85, 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
- 1.62%
- Beta
- 1.01
- R²
- 0.85
- Upside Capture
- 106.60%
- Downside Capture
- 99.83%
Expense Ratio
GTLOX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GTLOX ranks 91 for risk / return — in the top 91% 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. Large Cap Core Equity Portfolio (GTLOX) 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.
| GTLOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.69 | 2.78 | +2.91 |
| Martin ratioReturn relative to average drawdown | 23.99 | 12.44 | +11.55 |
Dividends
Dividend History
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio provided a 14.77% dividend yield over the last twelve months, with an annual payout of $3.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.53 | $3.52 | $5.28 | $1.86 | $4.90 | $4.03 | $2.45 | $1.47 | $2.49 | $1.41 | $0.26 | $0.45 |
Dividend yield | 14.77% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative U.S. Large Cap Core 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 | $0.03 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $3.43 | $3.52 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $5.12 | $5.28 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $1.71 | $1.86 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $4.71 | $4.90 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $3.87 | $4.03 |
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 Core 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 Core Equity Portfolio was 54.09%, occurring on Mar 9, 2009. Recovery took 743 trading sessions.
The current Glenmede Quantitative U.S. Large Cap Core Equity Portfolio drawdown is 1.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.09%Mar 2009 | 1y 7mo | 2y 11mo | 4y 7moJul 2007 - Feb 2012 |
COVID crash2020 | -38.15%Mar 2020 | 2mo 2d | 7mo 28d | 10moJan 2020 - Nov 2020 |
2025 selloff2025 | -32.85%Apr 2025 | 3mo 22d | 1y 23d | 1y 4moDec 2024 - May 2026 |
Bear market2022 | -24.24%Sep 2022 | 8mo 28d | 1y 4mo | 2y 25dJan 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -20.00%Dec 2018 | 10mo 29d | 10mo 19d | 1y 9moJan 2018 - Nov 2019 |
Drawdown Indicators
| GTLOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.09% | -56.78% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.47% | -9.10% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -32.85% | -18.90% | -13.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.85% | -25.43% | -7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.15% | -33.92% | -4.23% |
Current DrawdownCurrent decline from peak | -1.36% | -1.80% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -10.71% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.03% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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