GQLVX vs. GQSCX

Last updated Jun 23, 2026

GQLVX (Glenmede Quantitative U.S. Large Cap Value Equity Portfolio) and GQSCX (Glenmede Quantitative U.S. Small Cap Equity Portfolio) are both mutual funds - GQLVX is a Large Cap Value Equities fund managed by Glenmede, while GQSCX is a Small Cap Blend Equities fund managed by Glenmede. Over the past 5 years, GQLVX returned 9.85%/yr vs 11.44%/yr for GQSCX. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.85% expense ratio.

Performance

GQLVX vs. GQSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) and Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQLVX achieves a 10.46% return, which is significantly lower than GQSCX's 18.16% return.

GQLVX

• 1D: -0.34%
• 1M: -1.62%
• YTD: 10.46%
• 6M: 9.31%
• 1Y: 24.88%
• 3Y*: 14.90%
• 5Y*: 9.85%
• 10Y*: —

GQSCX

• 1D: 1.39%
• 1M: 4.84%
• YTD: 18.16%
• 6M: 15.83%
• 1Y: 44.57%
• 3Y*: 18.73%
• 5Y*: 11.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GQLVX vs. GQSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio	10.46%	14.97%	10.92%	9.13%	-6.38%	29.26%	-1.79%	27.33%	-14.03%	0.87%
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio	18.16%	12.22%	11.49%	18.94%	-8.48%	31.77%	7.60%	22.17%	-11.32%	1.07%

Correlation

The correlation between GQLVX and GQSCX is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017	0.86

The correlation between GQLVX and GQSCX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

Return for Risk

GQLVX vs. GQSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GQLVX

GQLVX Risk / Return Rank: 68
GQLVX Sharpe Ratio Rank: 59
GQLVX Sortino Ratio Rank: 61
GQLVX Omega Ratio Rank: 53
GQLVX Calmar Ratio Rank: 84
GQLVX Martin Ratio Rank: 82

GQSCX

GQSCX Risk / Return Rank: 82
GQSCX Sharpe Ratio Rank: 80
GQSCX Sortino Ratio Rank: 78
GQSCX Omega Ratio Rank: 64
GQSCX Calmar Ratio Rank: 94
GQSCX Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQLVX vs. GQSCX - Risk-Adjusted Trends Comparison

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

	GQLVX	GQSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.09	2.41	-0.33
Sortino ratio: Return per unit of downside risk	2.99	3.40	-0.41
Omega ratio: Gain probability vs. loss probability	1.36	1.41	-0.04
Calmar ratio: Return relative to maximum drawdown	3.77	5.12	-1.35
Martin ratio: Return relative to average drawdown	14.27	18.04	-3.77

GQLVX vs. GQSCX - Sharpe Ratio Comparison

The current GQLVX Sharpe Ratio is 2.09, which is comparable to the GQSCX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of GQLVX and GQSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GQLVX vs. GQSCX - Drawdown Comparison

The maximum GQLVX drawdown since its inception was -42.79%, smaller than the maximum GQSCX drawdown of -46.87%. Use the drawdown chart below to compare losses from any high point for GQLVX and GQSCX.

Drawdown Indicators

	GQLVX	GQSCX	Difference
Max Drawdown Largest peak-to-trough decline	-42.79%	-46.87%	+4.08%
Max Drawdown (1Y) Largest decline over 1 year	-6.73%	-8.74%	+2.01%
Max Drawdown (3Y) Largest decline over 3 years	-23.16%	-28.83%	+5.67%
Max Drawdown (5Y) Largest decline over 5 years	-23.16%	-28.83%	+5.67%
Current Drawdown Current decline from peak	-3.05%	-0.49%	-2.56%
Average Drawdown Average peak-to-trough decline	-7.03%	-8.13%	+1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.77%	2.47%	-0.70%

Volatility

GQLVX vs. GQSCX - Volatility Comparison

The current volatility for Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) is 3.92%, while Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) has a volatility of 5.29%. This indicates that GQLVX experiences smaller price fluctuations and is considered to be less risky than GQSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GQLVX	GQSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	5.29%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	12.88%	-4.25%
Volatility (1Y) Calculated over the trailing 1-year period	12.18%	18.55%	-6.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	21.88%	-4.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	24.78%	-3.84%

GQLVX vs. GQSCX - Expense Ratio Comparison

Both GQLVX and GQSCX have an expense ratio of 0.85%.

Dividends

GQLVX vs. GQSCX - Dividend Comparison

GQLVX's dividend yield for the trailing twelve months is around 7.28%, more than GQSCX's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio	7.28%	7.91%	13.45%	2.41%	6.06%	1.34%	1.88%	1.71%	2.12%	0.21%
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio	2.63%	3.01%	10.53%	0.70%	9.45%	10.41%	0.51%	0.59%	0.77%	0.14%

Frequently Asked Questions

Can I hold both GQLVX and GQSCX in my portfolio?

GQLVX and GQSCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GQLVX or GQSCX?

GQSCX has higher volatility (5.29%) compared to GQLVX (3.92%). In terms of maximum drawdown, GQLVX dropped -42.79% vs GQSCX's -46.87%.

Which has better risk-adjusted returns?

GQSCX currently has the higher Sharpe Ratio (2.41 vs 2.09), 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.