GEQIX vs. GTSOX
GEQIX (Glenmede Equity Income Portfolio) and GTSOX (Glenmede Secured Options Portfolio) are both mutual funds - GEQIX is a Dividend fund managed by Glenmede, while GTSOX is a Options Trading fund managed by Glenmede. Over the past 5 years, GEQIX returned 8.63%/yr vs 7.18%/yr for GTSOX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.85% expense ratio.
Performance
GEQIX vs. GTSOX - Performance Comparison
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Returns By Period
In the year-to-date period, GEQIX achieves a 14.41% return, which is significantly higher than GTSOX's 8.10% return.
GEQIX
- 1D
- -0.44%
- 1M
- 2.95%
- 6M
- 10.50%
- YTD
- 14.41%
- 1Y
- 19.37%
- 3Y*
- 11.67%
- 5Y*
- 8.63%
- 10Y*
- —
- ALL TIME*
- 10.75%
GTSOX
- 1D
- 1.10%
- 1M
- 0.95%
- 6M
- 6.54%
- YTD
- 8.10%
- 1Y
- 14.89%
- 3Y*
- 10.25%
- 5Y*
- 7.18%
- 10Y*
- 7.43%
- ALL TIME*
- 7.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GEQIX vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEQIX Glenmede Equity Income Portfolio | 14.41% | 10.27% | 8.75% | 7.85% | -5.20% | 27.51% | 6.72% | 25.12% | -5.44% | 17.58% |
GTSOX Glenmede Secured Options Portfolio | 8.10% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
Correlation
The correlation between GEQIX and GTSOX is 0.50, 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. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.74 |
Over the past year, the correlation between GEQIX and GTSOX has dropped to 0.50 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
GEQIX vs. GTSOX — Risk / Return Rank
GEQIX
GTSOX
GEQIX vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Equity Income Portfolio (GEQIX) and Glenmede Secured Options Portfolio (GTSOX). 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.
| GEQIX | GTSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.66 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.87 | -0.12 |
| Martin ratioReturn relative to average drawdown | 9.62 | 19.33 | -9.71 |
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Drawdowns
GEQIX vs. GTSOX - Drawdown Comparison
The maximum GEQIX drawdown since its inception was -35.47%, which is greater than GTSOX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for GEQIX and GTSOX.
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Drawdown Indicators
| GEQIX | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -29.21% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -5.05% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.46% | -22.03% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -22.03% | +4.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.21% | — |
Current DrawdownCurrent decline from peak | -1.32% | 0.00% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -2.94% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 0.75% | +1.08% |
Volatility
GEQIX vs. GTSOX - Volatility Comparison
Glenmede Equity Income Portfolio (GEQIX) has a higher volatility of 3.44% compared to Glenmede Secured Options Portfolio (GTSOX) at 1.69%. This indicates that GEQIX's price experiences larger fluctuations and is considered to be riskier than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEQIX | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 1.69% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 5.51% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 5.96% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.20% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 13.40% | +3.50% |
GEQIX vs. GTSOX - Expense Ratio Comparison
Both GEQIX and GTSOX have an expense ratio of 0.85%.
Dividends
GEQIX vs. GTSOX - Dividend Comparison
GEQIX's dividend yield for the trailing twelve months is around 14.11%, less than GTSOX's 14.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEQIX Glenmede Equity Income Portfolio | 14.11% | 16.18% | 9.08% | 7.50% | 4.42% | 5.90% | 1.98% | 1.92% | 4.76% | 1.49% | 0.00% | 0.00% |
GTSOX Glenmede Secured Options Portfolio | 14.85% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
Frequently Asked Questions
GEQIX and GTSOX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEQIX has higher volatility (3.44%) compared to GTSOX (1.69%). In terms of maximum drawdown, GEQIX dropped -35.47% vs GTSOX's -29.21%.
GTSOX currently has the higher Sharpe Ratio (2.43 vs 1.57), 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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