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Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) Sharpe Ratio: 2.99

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

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.

RESGX's Sharpe Ratio of 2.99 indicates that for each unit of volatility, it generates 2.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

RESGX Sharpe Ratio Rank

RESGX Sharpe Ratio Rank: 90.190
Exceptional

RESGX ranks above 90.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

RESGX Sharpe Ratio Market Positioning

The chart shows RESGX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Glenmede Responsible ESG U.S. Equity Portfolio's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how RESGX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund3.91
VPMAXVanguard PRIMECAP Fund Admiral Shares3.76
DHAMXCentre American Select Equity Fund3.26
POSKXPrimeCap Odyssey Stock Fund3.22
QCELXAQR Large Cap Multi-Style Fund3.18
DESGXDWS ESG Core Equity Fund3.08
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio3.05
SVSPXState Street S&P 500 Index Fund Class N3.03
AIGOXAlger Growth & Income Portfolio3.03
AMFEXAAMA Equity Fund3.03
RESGXGlenmede Responsible ESG U.S. Equity Portfolio2.99

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RESGX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RESGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does RESGX fit in your portfolio?

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