Glenmede Responsible ESG U.S. Equity Portfolio (RESGX)
Using quantitative analysis, under normal market circumstances, the Portfolio 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 U.S. that meet the Portfolio's environmental, socially responsible and governance ("ESG") criteria. Large cap companies include companies with market capitalizations, at the time of purchase, within the market capitalization range of any stock in the Russell 1000 Index.
Fund Info
US3786906145
Dec 22, 2015
$0
Large-Cap
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Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Responsible ESG U.S. 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 Responsible ESG U.S. Equity Portfolio had a return of 13.35% year-to-date (YTD) and 22.12% in the last 12 months.
RESGX
13.35%
-0.17%
7.68%
22.12%
10.08%
N/A
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of RESGX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.31% | 2.67% | 4.54% | -5.66% | 2.03% | 0.96% | 3.63% | 2.31% | 1.13% | -1.21% | 13.35% | ||
| 2023 | 6.14% | -2.43% | 1.21% | -1.84% | -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% |
| 2020 | -2.40% | -8.92% | -16.67% | 13.19% | 5.82% | 2.28% | 4.87% | 3.02% | -3.06% | -1.75% | 11.78% | 4.98% | 9.57% |
| 2019 | 8.07% | 3.44% | -0.92% | 3.75% | -8.63% | 7.86% | 1.69% | -4.49% | 2.17% | 1.78% | 5.09% | 2.79% | 23.56% |
| 2018 | 5.29% | -3.75% | -2.02% | 0.64% | 0.85% | -0.21% | 3.89% | 2.65% | 0.46% | -6.95% | 2.27% | -8.77% | -6.47% |
| 2017 | 1.89% | 3.88% | -0.16% | 0.90% | 0.56% | 1.52% | 1.80% | 0.54% | 3.32% | 1.86% | 3.38% | 1.33% | 22.82% |
| 2016 | -5.92% | 1.81% | 7.43% | 0.35% | 1.46% | -0.19% | 4.62% | 1.56% | -0.09% | -1.63% | 6.00% | 1.72% | 17.74% |
| 2015 | -0.30% | -0.30% |
Expense Ratio
RESGX features an expense ratio of 0.85%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RESGX is 53, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Glenmede Responsible ESG U.S. Equity Portfolio provided a 0.88% dividend yield over the last twelve months, with an annual payout of $0.16 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.16 | $0.15 | $0.18 | $0.15 | $0.14 | $0.16 | $0.14 | $0.07 | $0.08 |
Dividend yield | 0.88% | 0.92% | 1.17% | 0.78% | 0.82% | 1.02% | 1.08% | 0.51% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.11 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.05 | $0.15 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.05 | $0.18 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.04 | $0.15 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.03 | $0.14 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.04 | $0.16 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.05 | $0.14 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.03 | $0.07 |
| 2016 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.04 | $0.08 |
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 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 2.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 166 | Nov 16, 2020 | 189 |
| -23.58% | Jan 5, 2022 | 186 | Sep 30, 2022 | 354 | Feb 29, 2024 | 540 |
| -19.33% | Sep 24, 2018 | 64 | Dec 24, 2018 | 145 | Jul 24, 2019 | 209 |
| -12.62% | Dec 30, 2015 | 30 | Feb 11, 2016 | 24 | Mar 17, 2016 | 54 |
| -10.53% | Jan 29, 2018 | 9 | Feb 8, 2018 | 151 | Sep 14, 2018 | 160 |
Volatility
Volatility Chart
The current Glenmede Responsible ESG U.S. Equity Portfolio volatility is 3.82%, 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.