GQLVX vs. GQETX

In the year-to-date period, GQLVX achieves a -0.48% return, which is significantly lower than GQETX's 1.23% return.

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GQLVX has a 0.85% expense ratio, which is higher than GQETX's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) and GMO Quality Fund (GQETX). 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.

The current GQLVX Sharpe Ratio is -0.27, which is lower than the GQETX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GQLVX and GQETX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GQLVX's dividend yield for the trailing twelve months is around 1.89%, more than GQETX's 0.99% yield.

The maximum GQLVX drawdown since its inception was -42.79%, roughly equal to the maximum GQETX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for GQLVX and GQETX. For additional features, visit the drawdowns tool.

Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) has a higher volatility of 4.44% compared to GMO Quality Fund (GQETX) at 4.11%. This indicates that GQLVX's price experiences larger fluctuations and is considered to be riskier than GQETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.