GGEFX vs. RESGX
GGEFX (Summitry Equity Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, GGEFX returned 12.00%/yr vs 12.03%/yr for RESGX. Their correlation of 0.85 means they have usually moved in the same direction. GGEFX charges 1.25%/yr vs 0.85%/yr for RESGX.
Performance
GGEFX vs. RESGX - Performance Comparison
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Returns By Period
In the year-to-date period, GGEFX achieves a 1.61% return, which is significantly lower than RESGX's 20.62% return. Both investments have delivered pretty close results over the past 10 years, with GGEFX having a 12.00% annualized return and RESGX not far ahead at 12.03%.
GGEFX
- 1D
- -0.37%
- 1M
- 2.18%
- 6M
- -0.58%
- YTD
- 1.61%
- 1Y
- 5.98%
- 3Y*
- 14.60%
- 5Y*
- 8.87%
- 10Y*
- 12.00%
- ALL TIME*
- 11.48%
RESGX
- 1D
- -1.33%
- 1M
- -3.45%
- 6M
- 14.37%
- YTD
- 20.62%
- 1Y
- 29.65%
- 3Y*
- 15.52%
- 5Y*
- 8.90%
- 10Y*
- 12.03%
- ALL TIME*
- 12.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GGEFX Summitry Equity Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
GGEFX vs. RESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | 1.61% | 11.26% | 25.39% | 30.93% | -20.46% | 25.28% | 15.38% | 29.92% | -7.63% | 12.55% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 20.62% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
Correlation
The correlation between GGEFX and RESGX is 0.58, 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. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.85 |
Over the past year, the correlation between GGEFX and RESGX has dropped to 0.58 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
GGEFX vs. RESGX — Risk / Return Rank
GGEFX
RESGX
GGEFX vs. RESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Summitry Equity Fund (GGEFX) 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.
| GGEFX | RESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.73 | -3.36 |
| Martin ratioReturn relative to average drawdown | 1.18 | 11.82 | -10.65 |
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Drawdowns
GGEFX vs. RESGX - Drawdown Comparison
The maximum GGEFX drawdown since its inception was -37.49%, roughly equal to the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for GGEFX and RESGX.
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Drawdown Indicators
| GGEFX | RESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -37.80% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -7.84% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.03% | -20.50% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -23.58% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.49% | -37.80% | +0.31% |
Current DrawdownCurrent decline from peak | -2.80% | -5.70% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -4.98% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.49% | +1.96% |
Volatility
GGEFX vs. RESGX - Volatility Comparison
Summitry Equity Fund (GGEFX) has a higher volatility of 3.90% compared to Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) at 3.31%. This indicates that GGEFX's price experiences larger fluctuations and is considered to be riskier than RESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGEFX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.31% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 11.26% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 14.93% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 17.31% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 18.65% | +0.79% |
GGEFX vs. RESGX - Expense Ratio Comparison
GGEFX has a 1.25% expense ratio, which is higher than RESGX's 0.85% expense ratio.
Dividends
GGEFX vs. RESGX - Dividend Comparison
GGEFX's dividend yield for the trailing twelve months is around 16.64%, more than RESGX's 7.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGEFX Summitry Equity Fund | 16.64% | 16.91% | 9.19% | 8.39% | 16.43% | 6.82% | 0.00% | 5.18% | 8.33% | 8.20% | 7.93% | 12.92% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 7.07% | 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
GGEFX and RESGX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGEFX has higher volatility (3.90%) compared to RESGX (3.31%). In terms of maximum drawdown, GGEFX dropped -37.49% vs RESGX's -37.80%.
RESGX currently has the higher Sharpe Ratio (1.96 vs 0.35), 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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