- ISIN
- US3786906228
- Issuer
- Glenmede
- Inception Date
- Dec 22, 2015
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
GWILX Performance Chart
Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) is down 0.2% since the beginning of the year. GWILX is currently trading at $9 per share. Investors who bought $1,000 worth of GWILX shares 5 years ago would now be looking at an investment worth $1,351.
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Returns By Period
Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) has returned -0.23% so far this year and 8.68% over the past 12 months. Over the last ten years, GWILX has returned 10.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Glenmede Women in Leadership U.S. Equity Portfolio
- 1D
- 0.70%
- 1M
- -0.34%
- YTD
- -0.23%
- 6M
- -2.03%
- 1Y
- 8.68%
- 3Y*
- 10.84%
- 5Y*
- 6.20%
- 10Y*
- 10.31%
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%
GWILX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, GWILX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -17.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GWILX closed higher 52% of trading days. The best single day was Dec 16, 2024 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.92% | -3.31% | -4.48% | 6.67% | 1.50% | -1.14% | -0.23% | ||||||
| 2025 | 6.16% | -2.26% | -5.75% | -2.69% | 4.58% | 3.20% | 0.85% | 5.22% | -0.96% | -0.25% | 1.57% | -1.07% | 8.19% |
| 2024 | 0.40% | 3.69% | 4.96% | -5.07% | 2.68% | 0.50% | 2.79% | 2.42% | 2.24% | -0.67% | 5.99% | -4.56% | 15.76% |
| 2023 | 5.81% | -2.29% | 1.85% | -0.88% | -2.26% | 6.58% | 3.17% | -1.52% | -3.42% | -3.94% | 7.09% | 6.93% | 17.36% |
| 2022 | -4.24% | -1.60% | 1.96% | -6.53% | 0.82% | -9.52% | 6.47% | -3.12% | -8.63% | 10.07% | 7.01% | -5.10% | -13.71% |
| 2021 | 1.00% | 3.73% | 6.89% | 3.95% | 3.03% | 0.10% | 0.73% | 1.98% | -4.86% | 3.85% | -3.89% | 6.27% | 24.45% |
Benchmark Metrics
Glenmede Women in Leadership U.S. Equity Portfolio has an annualized alpha of -1.81%, beta of 0.96, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 102.54% of S&P 500 Index downside but only 90.73% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.96 and R2 of 0.82, 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
- -1.81%
- Beta
- 0.96
- R²
- 0.82
- Upside Capture
- 90.73%
- Downside Capture
- 102.54%
Expense Ratio
GWILX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GWILX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) 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.
| GWILX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.78 | -2.16 |
| Martin ratioReturn relative to average drawdown | 1.78 | 12.44 | -10.66 |
Dividends
Dividend History
Glenmede Women in Leadership U.S. Equity Portfolio provided a 94.03% dividend yield over the last twelve months, with an annual payout of $8.15 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $8.15 | $8.18 | $2.15 | $0.81 | $0.47 | $3.45 | $0.15 | $0.14 | $0.56 | $0.16 | $0.16 |
Dividend yield | 94.03% | 94.11% | 13.95% | 5.36% | 3.42% | 21.17% | 0.94% | 0.92% | 4.73% | 1.17% | 1.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Women in Leadership U.S. 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 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $8.10 | $8.18 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $2.04 | $2.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.70 | $0.81 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.33 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $3.30 | $3.45 |
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 Women in Leadership U.S. 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 Women in Leadership U.S. Equity Portfolio was 38.22%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Glenmede Women in Leadership U.S. Equity Portfolio drawdown is 6.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.22%Mar 2020 | 1mo 8d | 8mo 6d | 9mo 14dFeb 2020 - Nov 2020 |
2025 selloff2025 | -25.73%Apr 2025 | 3mo 22d | — | 1y 6moDec 2024 - now |
Bear market2022 | -23.83%Sep 2022 | 8mo 24d | 1y 3mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -20.34%Dec 2018 | 10mo 29d | 7mo 2d | 1y 5moJan 2018 - Jul 2019 |
2016 pullback2016 | -8.38%Feb 2016 | 1mo 6d | 19d | 1mo 25dJan 2016 - Mar 2016 |
Drawdown Indicators
| GWILX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -56.78% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -9.10% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -25.73% | -18.90% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -25.43% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -33.92% | -4.30% |
Current DrawdownCurrent decline from peak | -6.71% | -1.80% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -10.71% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 2.03% | +2.55% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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