DESGX vs. RESGX

Last updated Jul 14, 2026

DESGX (DWS ESG Core Equity Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, DESGX returned 13.38%/yr vs 12.47%/yr for RESGX. Their correlation of 0.90 suggests significant overlap in exposure. DESGX charges 0.64%/yr vs 0.85%/yr for RESGX.

Performance

DESGX vs. RESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS ESG Core Equity Fund (DESGX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DESGX achieves a 13.43% return, which is significantly lower than RESGX's 24.23% return. Over the past 10 years, DESGX has outperformed RESGX with an annualized return of 13.38%, while RESGX has yielded a comparatively lower 12.47% annualized return.

DESGX

• 1D: 0.41%
• 1M: 1.46%
• 6M: 10.51%
• YTD: 13.43%
• 1Y: 28.64%
• 3Y*: 21.74%
• 5Y*: 14.05%
• 10Y*: 13.38%

RESGX

• 1D: 0.10%
• 1M: -1.73%
• 6M: 19.56%
• YTD: 24.23%
• 1Y: 35.81%
• 3Y*: 17.20%
• 5Y*: 9.59%
• 10Y*: 12.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DESGX vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DESGX DWS ESG Core Equity Fund	13.43%	18.92%	23.55%	26.68%	-15.56%	28.99%	19.13%	28.18%	-17.30%	13.02%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	24.23%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%

Correlation

The correlation between DESGX and RESGX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.90

Over the past year, the correlation between DESGX and RESGX has dropped to 0.69 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

Return for Risk

DESGX vs. RESGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DESGX

DESGX Risk / Return Rank: 82
DESGX Sharpe Ratio Rank: 82
DESGX Sortino Ratio Rank: 79
DESGX Omega Ratio Rank: 78
DESGX Calmar Ratio Rank: 82
DESGX Martin Ratio Rank: 89

RESGX

RESGX Risk / Return Rank: 88
RESGX Sharpe Ratio Rank: 88
RESGX Sortino Ratio Rank: 84
RESGX Omega Ratio Rank: 80
RESGX Calmar Ratio Rank: 95
RESGX Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DESGX vs. RESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	DESGX	RESGX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.34	-0.22
Sortino ratio: Return per unit of downside risk	2.95	3.25	-0.29
Omega ratio: Gain probability vs. loss probability	1.38	1.40	-0.02
Calmar ratio: Return relative to maximum drawdown	3.04	4.45	-1.40
Martin ratio: Return relative to average drawdown	13.07	15.02	-1.95

DESGX vs. RESGX - Sharpe Ratio Comparison

The current DESGX Sharpe Ratio is 2.12, which is comparable to the RESGX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of DESGX and RESGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DESGX vs. RESGX - Drawdown Comparison

The maximum DESGX drawdown since its inception was -58.26%, which is greater than RESGX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for DESGX and RESGX.

Drawdown Indicators

	DESGX	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-58.26%	-37.80%	-20.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-7.84%	-1.54%
Max Drawdown (3Y) Largest decline over 3 years	-21.26%	-20.50%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	-23.58%	+1.57%
Max Drawdown (10Y) Largest decline over 10 years	-34.68%	-37.80%	+3.12%
Current Drawdown Current decline from peak	-1.12%	-2.88%	+1.76%
Average Drawdown Average peak-to-trough decline	-8.08%	-4.98%	-3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.31%	-0.14%

Volatility

DESGX vs. RESGX - Volatility Comparison

DWS ESG Core Equity Fund (DESGX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) have volatilities of 4.54% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DESGX	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	4.45%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.76%	11.67%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	14.89%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	17.32%	-0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.16%	18.64%	-0.48%

DESGX vs. RESGX - Expense Ratio Comparison

DESGX has a 0.64% expense ratio, which is lower than RESGX's 0.85% expense ratio.

Dividends

DESGX vs. RESGX - Dividend Comparison

DESGX's dividend yield for the trailing twelve months is around 5.08%, less than RESGX's 6.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DESGX DWS ESG Core Equity Fund	5.08%	5.76%	7.94%	2.80%	4.21%	12.80%	4.06%	7.61%	21.12%	3.53%	6.49%	7.25%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.86%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%	0.00%

Frequently Asked Questions

Can I hold both DESGX and RESGX in my portfolio?

DESGX and RESGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DESGX or RESGX?

DESGX has higher volatility (4.54%) compared to RESGX (4.45%). In terms of maximum drawdown, DESGX dropped -58.26% vs RESGX's -37.80%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.34 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.