Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX)
The investment seeks maximum long-term total return consistent with reasonable risk to principal. The fund invests at least 80% of the value of its net assets (including borrowings for investment purposes) in equity securities, such as common stocks, of large cap companies tied economically to the Advisor considers a company to be tied economically to the U.S. if the company: 1) is organized under the laws of the U.S., 2) maintains its principal place of business in the U.S., 3) is traded principally in the U.S. or 4) at the time of purchase, is included in a U.S. equity index managed by S&P Global Ratings ("S&P") or FTSE Russell ("Russell").
Fund Info
US3786907887
378690788
Feb 27, 2004
$0
Large-Cap
Blend
Expense Ratio
GTLOX features an expense ratio of 0.85%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Quantitative U.S. Large Cap Core 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.
Returns By Period
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio had a return of 4.87% year-to-date (YTD) and -5.16% in the last 12 months. Over the past 10 years, Glenmede Quantitative U.S. Large Cap Core Equity Portfolio had an annualized return of 0.35%, while the S&P 500 had an annualized return of 11.26%, indicating that Glenmede Quantitative U.S. Large Cap Core Equity Portfolio did not perform as well as the benchmark.
GTLOX
4.87%
0.38%
-12.44%
-5.16%
-4.13%
0.35%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of GTLOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.16% | 4.87% | |||||||||||
| 2024 | 0.71% | 3.11% | 4.00% | -5.42% | 1.71% | 0.82% | 3.87% | 3.14% | 1.00% | -1.38% | 6.20% | -22.71% | -8.27% |
| 2023 | 6.15% | -1.90% | 0.78% | -1.56% | -1.59% | 7.16% | 3.70% | -1.84% | -3.22% | -3.95% | 6.76% | -1.27% | 8.67% |
| 2022 | -4.21% | -1.49% | 2.00% | -7.06% | 0.82% | -10.23% | 7.52% | -3.06% | -9.39% | 9.82% | 6.88% | -22.33% | -30.29% |
| 2021 | 1.00% | 2.93% | 6.87% | 3.60% | 1.93% | 0.60% | 1.18% | 2.67% | -5.24% | 5.49% | -2.85% | -5.57% | 12.43% |
| 2020 | -2.86% | -9.52% | -17.00% | 13.05% | 5.83% | 1.96% | 4.47% | 3.57% | -2.77% | -2.31% | 12.16% | -3.27% | -0.77% |
| 2019 | 8.39% | 2.74% | -0.84% | 3.34% | -7.19% | 6.70% | 1.22% | -3.91% | 2.17% | 2.36% | 4.61% | -1.70% | 18.21% |
| 2018 | 5.39% | -3.84% | -2.52% | 0.59% | 1.07% | 0.04% | 3.50% | 2.36% | -0.33% | -6.16% | 2.26% | -16.86% | -15.35% |
| 2017 | 2.06% | 4.54% | -0.12% | 0.88% | 0.86% | 1.21% | 2.20% | 0.08% | 3.47% | 2.46% | 3.56% | -2.77% | 19.81% |
| 2016 | -5.87% | 0.64% | 6.88% | -0.79% | 1.57% | 0.09% | 4.30% | 0.52% | -0.17% | -2.44% | 5.10% | 1.35% | 11.06% |
| 2015 | -1.38% | 5.93% | -0.79% | -1.14% | 2.34% | -1.98% | 2.15% | -5.86% | -2.48% | 7.42% | 0.04% | -2.95% | 0.53% |
| 2014 | -2.16% | 5.74% | 1.14% | 0.10% | 1.87% | 2.13% | -1.82% | 4.40% | -2.04% | 3.05% | 2.80% | -2.59% | 12.92% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GTLOX is 3, meaning it’s performing worse than 97% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio provided a 1.07% dividend yield over the last twelve months, with an annual payout of $0.23 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $0.22 | $0.30 | $0.23 | $0.29 | $0.31 | $0.32 | $0.24 | $0.26 | $0.22 | $0.20 |
Dividend yield | 1.07% | 1.13% | 1.00% | 1.42% | 0.77% | 1.08% | 1.11% | 1.35% | 0.86% | 1.08% | 1.01% | 0.90% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.07 | $0.23 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.07 | $0.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.10 | $0.30 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.07 | $0.23 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.08 | $0.29 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.07 | $0.31 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.12 | $0.32 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.08 | $0.24 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.07 | $0.26 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.06 | $0.22 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.06 | $0.20 |
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.
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 34.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.09% | Jul 16, 2007 | 415 | Mar 9, 2009 | 743 | Feb 16, 2012 | 1158 |
| -41.5% | Jan 29, 2018 | 541 | Mar 23, 2020 | 246 | Mar 15, 2021 | 787 |
| -38.34% | Nov 17, 2021 | 280 | Dec 28, 2022 | — | — | — |
| -15.73% | Mar 23, 2015 | 226 | Feb 11, 2016 | 106 | Jul 14, 2016 | 332 |
| -12.49% | Mar 27, 2012 | 48 | Jun 4, 2012 | 66 | Sep 7, 2012 | 114 |
Volatility
Volatility Chart
The current Glenmede Quantitative U.S. Large Cap Core Equity Portfolio volatility is 2.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.