Glenmede Secured Options Portfolio (GTSOX)
The investment seeks long-term capital appreciation and option premiums consistent with reasonable risk to principal. Under normal market circumstances, at least 80% of the value of the Portfolio's total assets (including borrowings for investment purposes) will be subject to secured option strategies, which are written covered call and/or secured put options on stock index ETFs, stock indices and/or individual stocks held by the Portfolio.
Fund Info
US3786907473
378690747
Jun 29, 2010
$0
Expense Ratio
GTSOX has an expense ratio of 0.85%, placing it in the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
Glenmede Secured Options Portfolio (GTSOX) returned -1.64% year-to-date (YTD) and -4.52% over the past 12 months. Over the past 10 years, GTSOX returned 0.90% annually, underperforming the S&P 500 benchmark at 10.84%.
GTSOX
-1.64%
2.36%
-12.00%
-4.52%
2.28%
3.98%
0.90%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of GTSOX, 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 | 1.46% | -0.00% | -4.10% | -1.24% | 2.36% | -1.64% | |||||||
| 2024 | 0.67% | 1.18% | 1.23% | 0.24% | 1.65% | 1.27% | 1.18% | 1.24% | 1.36% | 0.01% | 2.96% | -10.59% | 1.70% |
| 2023 | 3.05% | -0.16% | 3.21% | 1.60% | 1.18% | 2.18% | 1.60% | -0.52% | -2.26% | -0.77% | 3.80% | 0.97% | 14.59% |
| 2022 | -2.02% | -0.69% | 3.31% | -5.14% | -0.86% | -5.78% | 4.29% | -3.63% | -6.95% | 4.14% | 3.20% | -1.34% | -11.69% |
| 2021 | 0.08% | 1.71% | 3.90% | 1.47% | 1.38% | 1.79% | 1.05% | 1.46% | -1.44% | 3.20% | -1.01% | -9.06% | 3.97% |
| 2020 | -0.57% | -7.18% | -12.23% | 8.82% | 2.39% | 1.26% | 2.66% | 1.30% | 0.77% | -1.10% | 7.28% | 2.56% | 4.22% |
| 2019 | 5.27% | 1.19% | 1.18% | 1.41% | -2.78% | 4.63% | 1.21% | -0.24% | 1.35% | 2.20% | 1.15% | -6.38% | 10.10% |
| 2018 | 0.33% | 0.08% | -1.16% | 1.59% | 2.56% | 0.16% | 2.65% | 1.33% | 0.15% | -5.24% | 1.79% | -10.62% | -6.98% |
| 2017 | 0.99% | 0.25% | 0.49% | 0.97% | 0.56% | 0.16% | 0.48% | 0.80% | 0.31% | 0.24% | 0.47% | -6.09% | -0.58% |
| 2016 | -5.83% | 0.71% | 2.20% | 0.09% | 1.98% | 2.02% | 1.16% | 0.49% | 1.30% | -0.16% | 1.93% | -4.65% | 0.83% |
| 2015 | -1.09% | 2.12% | -0.08% | 1.50% | 1.31% | -0.57% | 2.36% | -4.38% | -1.75% | 6.44% | 0.80% | -5.29% | 0.84% |
| 2014 | -1.59% | 3.41% | 0.82% | 1.06% | 0.65% | 0.08% | -0.48% | 1.86% | -0.48% | -0.72% | 0.40% | -4.95% | -0.17% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GTSOX 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 Secured Options Portfolio (GTSOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Loading data...
Dividends
Dividend History
Glenmede Secured Options Portfolio provided a 12.55% dividend yield over the last twelve months, with an annual payout of $1.69 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.69 | $1.69 | $0.00 | $0.00 | $1.78 | $0.00 | $0.93 | $0.29 | $0.79 | $0.61 | $0.71 | $0.65 |
Dividend yield | 12.55% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% | 5.46% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Secured Options 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 | $0.02 | $0.00 | $0.02 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $1.64 | $1.69 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.78 | $1.78 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $0.93 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.79 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.61 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.71 |
| 2014 | $0.65 | $0.65 |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Glenmede Secured Options 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 Secured Options Portfolio was 34.30%, occurring on Mar 23, 2020. Recovery took 251 trading sessions.
The current Glenmede Secured Options Portfolio drawdown is 12.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.3% | Oct 19, 2012 | 1866 | Mar 23, 2020 | 251 | Mar 22, 2021 | 2117 |
| -25.9% | Dec 13, 2021 | 210 | Oct 12, 2022 | 511 | Oct 24, 2024 | 721 |
| -21.99% | Dec 16, 2024 | 77 | Apr 8, 2025 | — | — | — |
| -16.19% | Jun 1, 2011 | 48 | Aug 8, 2011 | 124 | Feb 3, 2012 | 172 |
| -7% | May 2, 2012 | 23 | Jun 4, 2012 | 37 | Jul 27, 2012 | 60 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...