- ISIN
- US3786906145
- Issuer
- Glenmede
- Inception Date
- Dec 22, 2015
- 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
RESGX Performance Chart
Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is up 24.6% since the beginning of the year. RESGX is currently trading at $20 per share. Investors who bought $1,000 worth of RESGX shares 5 years ago would now be looking at an investment worth $1,622.
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Returns By Period
Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has returned 24.62% so far this year and 40.10% over the past 12 months. Over the last ten years, RESGX has had an annualized return of 13.23%, just under the S&P 500 Index benchmark’s 13.71%.
Glenmede Responsible ESG U.S. Equity Portfolio
- 1D
- 0.80%
- 1M
- 1.73%
- YTD
- 24.62%
- 6M
- 23.17%
- 1Y
- 40.10%
- 3Y*
- 19.04%
- 5Y*
- 10.15%
- 10Y*
- 13.23%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.25%
- 1Y
- 20.90%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
RESGX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, RESGX's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RESGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.71% | 2.01% | -0.70% | 8.86% | 7.48% | 0.40% | 24.62% | ||||||
| 2025 | 4.93% | -3.98% | -5.65% | -2.13% | 4.02% | 3.73% | 1.20% | 3.12% | 2.24% | 1.32% | 0.94% | 0.69% | 10.30% |
| 2024 | 0.31% | 2.67% | 4.54% | -5.66% | 2.03% | 0.96% | 3.34% | 2.31% | 1.13% | -1.21% | 5.72% | -4.67% | 11.40% |
| 2023 | 6.14% | -2.43% | 1.21% | -1.85% | -1.54% | 6.79% | 3.33% | -1.84% | -3.20% | -4.55% | 7.08% | 6.49% | 15.59% |
| 2022 | -4.43% | -0.87% | 1.38% | -7.49% | 2.00% | -10.33% | 8.14% | -3.34% | -9.14% | 9.66% | 6.96% | -5.77% | -14.71% |
| 2021 | 2.63% | 4.78% | 5.62% | 2.85% | 1.90% | 0.60% | 0.81% | 3.14% | -5.02% | 5.42% | -3.52% | 5.24% | 26.58% |
Benchmark Metrics
Glenmede Responsible ESG U.S. Equity Portfolio has an annualized alpha of 0.19%, beta of 0.98, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- With beta of 0.98 and R2 of 0.89, 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
- 0.19%
- Beta
- 0.98
- R²
- 0.89
- Upside Capture
- 98.45%
- Downside Capture
- 99.42%
Expense Ratio
RESGX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RESGX ranks 89 for risk / return — in the top 89% 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 Responsible ESG U.S. Equity Portfolio (RESGX) 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.
| RESGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.32 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 5.33 | 2.46 | +2.87 |
| Martin ratioReturn relative to average drawdown | 18.84 | 10.92 | +7.92 |
Dividends
Dividend History
Glenmede Responsible ESG U.S. Equity Portfolio provided a 6.68% dividend yield over the last twelve months, with an annual payout of $1.34 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.34 | $1.33 | $2.11 | $1.46 | $1.24 | $1.91 | $0.14 | $0.29 | $0.64 | $0.13 | $0.08 |
Dividend yield | 6.68% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Responsible ESG 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 | $0.03 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $1.25 | $1.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $2.05 | $2.11 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $1.35 | $1.46 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $1.11 | $1.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $1.81 | $1.91 |
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 Responsible ESG 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 Responsible ESG U.S. Equity Portfolio was 37.80%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Glenmede Responsible ESG U.S. Equity Portfolio drawdown is 2.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.80%Mar 2020 | 1mo 2d | 7mo 28d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -23.58%Sep 2022 | 8mo 28d | 1y 5mo | 2y 1moJan 2022 - Feb 2024 |
2025 selloff2025 | -20.50%Apr 2025 | 2mo 7d | 5mo | 7mo 7dJan 2025 - Sep 2025 |
Rate-hike selloffLate 2018 | -19.33%Dec 2018 | 3mo 1d | 6mo 20d | 9mo 21dSep 2018 - Jul 2019 |
2018 correction2018 | -10.53%Feb 2018 | 10d | 7mo 8d | 7mo 18dJan 2018 - Sep 2018 |
Drawdown Indicators
| RESGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -56.78% | +18.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -9.10% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -18.90% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -25.43% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | -33.92% | -3.88% |
Current DrawdownCurrent decline from peak | -2.58% | -3.21% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -10.71% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.04% | +0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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