GMLGX vs. GTLOX
GMLGX (GuideMark Large Cap Core Fund) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, GMLGX returned 13.89%/yr vs 12.98%/yr for GTLOX. Their correlation of 0.94 suggests significant overlap in exposure. GMLGX charges 0.89%/yr vs 0.85%/yr for GTLOX.
Performance
GMLGX vs. GTLOX - Performance Comparison
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Returns By Period
In the year-to-date period, GMLGX achieves a 6.35% return, which is significantly lower than GTLOX's 22.20% return. Over the past 10 years, GMLGX has outperformed GTLOX with an annualized return of 13.89%, while GTLOX has yielded a comparatively lower 12.98% annualized return.
GMLGX
- 1D
- -0.44%
- 1M
- 0.09%
- YTD
- 6.35%
- 6M
- 5.05%
- 1Y
- 20.78%
- 3Y*
- 18.76%
- 5Y*
- 10.80%
- 10Y*
- 13.89%
GTLOX
- 1D
- 0.84%
- 1M
- 4.47%
- YTD
- 22.20%
- 6M
- 21.09%
- 1Y
- 42.25%
- 3Y*
- 20.68%
- 5Y*
- 11.42%
- 10Y*
- 12.98%
GMLGX vs. GTLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMLGX GuideMark Large Cap Core Fund | 6.35% | 14.26% | 22.35% | 25.27% | -19.10% | 26.33% | 22.21% | 28.12% | -5.53% | 20.65% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 22.20% | 14.39% | 13.86% | 16.66% | -15.37% | 27.05% | 7.41% | 23.27% | -7.97% | 24.78% |
Correlation
The correlation between GMLGX and GTLOX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.94 |
The correlation between GMLGX and GTLOX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
GMLGX vs. GTLOX — Risk / Return Rank
GMLGX
GTLOX
GMLGX vs. GTLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark Large Cap Core Fund (GMLGX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). 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.
| GMLGX | GTLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 5.85 | -3.57 |
| Martin ratioReturn relative to average drawdown | 9.67 | 24.67 | -15.00 |
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Drawdowns
GMLGX vs. GTLOX - Drawdown Comparison
The maximum GMLGX drawdown since its inception was -56.56%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for GMLGX and GTLOX.
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Drawdown Indicators
| GMLGX | GTLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.56% | -54.09% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -7.47% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.36% | -32.85% | +12.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -32.85% | +7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.15% | -38.15% | +3.00% |
Current DrawdownCurrent decline from peak | -1.29% | -0.54% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -8.31% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.76% | +0.50% |
Volatility
GMLGX vs. GTLOX - Volatility Comparison
The current volatility for GuideMark Large Cap Core Fund (GMLGX) is 3.82%, while Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) has a volatility of 6.13%. This indicates that GMLGX experiences smaller price fluctuations and is considered to be less risky than GTLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMLGX | GTLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 6.13% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 11.46% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 14.64% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 21.96% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 20.97% | -2.28% |
GMLGX vs. GTLOX - Expense Ratio Comparison
GMLGX has a 0.89% expense ratio, which is higher than GTLOX's 0.85% expense ratio.
Dividends
GMLGX vs. GTLOX - Dividend Comparison
GMLGX's dividend yield for the trailing twelve months is around 17.38%, more than GTLOX's 14.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMLGX GuideMark Large Cap Core Fund | 17.38% | 18.49% | 4.20% | 0.75% | 10.27% | 3.03% | 0.38% | 1.01% | 2.22% | 4.25% | 2.99% | 3.08% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 14.65% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
Frequently Asked Questions
GMLGX and GTLOX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTLOX has higher volatility (6.13%) compared to GMLGX (3.82%). In terms of maximum drawdown, GMLGX dropped -56.56% vs GTLOX's -54.09%.
GTLOX currently has the higher Sharpe Ratio (2.99 vs 1.76), 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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