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GQLVX vs. GTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GQLVX vs. GTAPX

Last updated Apr 2, 2026

Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX).

GQLVX is managed by Glenmede. It was launched on Nov 13, 2017. GTAPX is managed by Glenmede. It was launched on Sep 28, 2006.

Performance

GQLVX vs. GTAPX - 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 Quantitative U.S. Long/Short Equity Portfolio (GTAPX). The values are adjusted to include any dividend payments, if applicable.

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GQLVX vs. GTAPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GQLVX
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio		2.79%14.97%10.92%9.13%-6.38%29.26%-1.79%27.33%-14.03%0.87%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		2.72%12.79%13.28%4.42%3.16%17.72%-5.16%3.26%-8.65%0.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with GQLVX having a 2.79% return and GTAPX slightly lower at 2.72%.

GQLVX

1D
1.71%
1M
-4.01%
YTD
2.79%
6M
6.81%
1Y
17.98%
3Y*
12.68%
5Y*
8.37%
10Y*
—

GTAPX

1D
0.38%
1M
0.76%
YTD
2.72%
6M
6.94%
1Y
14.49%
3Y*
10.66%
5Y*
9.11%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Glenmede Quantitative U.S. Large Cap Value Equity Portfolio

Quantitative U.S. Long/Short Equity Portfolio

Often compared with GQLVX:
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Often compared with GTAPX:
GTAPX vs. QAMNXGTAPX vs. SPYGTAPX vs. RLSIXGTAPX vs. SAOAXGTAPX vs. VMNIXGTAPX vs. GARIXGTAPX vs. ATESX

GQLVX vs. GTAPX - Expense Ratio Comparison

GQLVX has a 0.85% expense ratio, which is lower than GTAPX's 1.25% expense ratio.

GTAPX
Quantitative U.S. Long/Short Equity Portfolio
GQLVX
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio

Return for Risk

GQLVX vs. GTAPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GQLVX
GQLVX Risk / Return Rank: 4848
Overall Rank
GQLVX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GQLVX Sortino Ratio Rank: 4949
Sortino Ratio Rank
GQLVX Omega Ratio Rank: 4747
Omega Ratio Rank
GQLVX Calmar Ratio Rank: 4242
Calmar Ratio Rank
GQLVX Martin Ratio Rank: 5353
Martin Ratio Rank
GTAPX
GTAPX Risk / Return Rank: 9090
Overall Rank
GTAPX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GTAPX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GTAPX Omega Ratio Rank: 8383
Omega Ratio Rank
GTAPX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GTAPX Martin Ratio Rank: 9393
Martin Ratio Rank
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. GTAPX - 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 Quantitative U.S. Long/Short Equity Portfolio (GTAPX). 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.

GQLVXGTAPXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.82

-0.77

Sortino ratio

Return per unit of downside risk

1.54

2.64

-1.10

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratio

Return relative to maximum drawdown

1.33

3.33

-2.00

Martin ratio

Return relative to average drawdown

6.01

11.90

-5.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GQLVX vs. GTAPX - Sharpe Ratio Comparison

The current GQLVX Sharpe Ratio is 1.05, which is lower than the GTAPX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GQLVX and GTAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

GQLVXGTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.82

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.84

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.39

-0.01

Correlation

The correlation between GQLVX and GTAPX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GQLVX vs. GTAPX - Dividend Comparison

GQLVX's dividend yield for the trailing twelve months is around 7.70%, less than GTAPX's 16.19% yield.

TTM202520242023202220212020201920182017
GQLVX
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio		7.70%7.91%13.45%2.41%6.06%1.34%1.88%1.71%2.12%0.21%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		16.19%16.63%11.79%11.23%0.00%0.00%0.00%0.96%0.00%0.00%

Drawdowns

GQLVX vs. GTAPX - Drawdown Comparison

The maximum GQLVX drawdown since its inception was -42.79%, which is greater than GTAPX's maximum drawdown of -30.40%. Use the drawdown chart below to compare losses from any high point for GQLVX and GTAPX.

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Drawdown Indicators

GQLVXGTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-42.79%

-30.40%

-12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-4.15%

-8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.16%

-12.21%

-10.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.40%

—

Current Drawdown

Current decline from peak

-4.28%

-0.90%

-3.38%

Average Drawdown

Average peak-to-trough decline

-7.20%

-7.09%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.16%

+1.62%

Volatility

GQLVX vs. GTAPX - Volatility Comparison

Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) has a higher volatility of 4.09% compared to Quantitative U.S. Long/Short Equity Portfolio (GTAPX) at 1.98%. This indicates that GQLVX's price experiences larger fluctuations and is considered to be riskier than GTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GQLVXGTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

1.98%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

5.12%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

8.18%

+9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

10.89%

+6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

10.20%

+10.94%