GABGX vs. GTLLX
GABGX (Gabelli Growth Fund) and GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, GABGX returned 16.10%/yr vs 16.31%/yr for GTLLX. Their correlation of 0.91 means they have usually moved in the same direction. GABGX charges 1.34%/yr vs 0.85%/yr for GTLLX.
Performance
GABGX vs. GTLLX - Performance Comparison
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Returns By Period
In the year-to-date period, GABGX achieves a 5.38% return, which is significantly lower than GTLLX's 23.25% return. Both investments have delivered pretty close results over the past 10 years, with GABGX having a 16.10% annualized return and GTLLX not far ahead at 16.31%.
GABGX
- 1D
- 2.60%
- 1M
- 3.04%
- 6M
- 8.49%
- YTD
- 5.38%
- 1Y
- 9.77%
- 3Y*
- 23.18%
- 5Y*
- 9.77%
- 10Y*
- 16.10%
- ALL TIME*
- 11.29%
GTLLX
- 1D
- 1.38%
- 1M
- 1.32%
- 6M
- 24.16%
- YTD
- 23.25%
- 1Y
- 32.93%
- 3Y*
- 24.39%
- 5Y*
- 13.54%
- 10Y*
- 16.31%
- ALL TIME*
- 12.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GABGX Gabelli Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
GABGX vs. GTLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABGX Gabelli Growth Fund | 5.38% | 18.67% | 35.38% | 45.39% | -39.04% | 22.48% | 39.11% | 34.19% | 1.89% | 29.51% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 23.25% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
Correlation
The correlation between GABGX and GTLLX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.91 |
The correlation between GABGX and GTLLX shifts across timeframes, from 0.77 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GABGX vs. GTLLX — Risk / Return Rank
GABGX
GTLLX
GABGX vs. GTLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Fund (GABGX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). 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.
| GABGX | GTLLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.37 | -2.65 |
| Martin ratioReturn relative to average drawdown | 2.27 | 12.50 | -10.23 |
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Drawdowns
GABGX vs. GTLLX - Drawdown Comparison
The maximum GABGX drawdown since its inception was -66.39%, which is greater than GTLLX's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for GABGX and GTLLX.
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Drawdown Indicators
| GABGX | GTLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.39% | -54.32% | -12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -10.76% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.39% | -41.54% | +19.15% |
Max Drawdown (5Y)Largest decline over 5 years | -42.36% | -41.54% | -0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.36% | -41.54% | -0.82% |
Current DrawdownCurrent decline from peak | -1.56% | -1.49% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -8.54% | -8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 2.89% | +2.32% |
Volatility
GABGX vs. GTLLX - Volatility Comparison
Gabelli Growth Fund (GABGX) has a higher volatility of 6.41% compared to Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) at 5.12%. This indicates that GABGX's price experiences larger fluctuations and is considered to be riskier than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABGX | GTLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.12% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 15.31% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 18.83% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 29.24% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 25.11% | -2.48% |
GABGX vs. GTLLX - Expense Ratio Comparison
GABGX has a 1.34% expense ratio, which is higher than GTLLX's 0.85% expense ratio.
Dividends
GABGX vs. GTLLX - Dividend Comparison
GABGX's dividend yield for the trailing twelve months is around 5.21%, less than GTLLX's 12.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABGX Gabelli Growth Fund | 5.21% | 5.49% | 6.27% | 1.66% | 0.00% | 5.03% | 7.02% | 11.48% | 5.66% | 6.28% | 5.17% | 8.19% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 12.44% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
Frequently Asked Questions
GABGX and GTLLX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GABGX has higher volatility (6.41%) compared to GTLLX (5.12%). In terms of maximum drawdown, GABGX dropped -66.39% vs GTLLX's -54.32%.
GTLLX currently has the higher Sharpe Ratio (1.93 vs 0.68), 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.
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