GQLVX vs. PKAIX
GQLVX (Glenmede Quantitative U.S. Large Cap Value Equity Portfolio) and PKAIX (PIMCO RAE US Fund) are both Large Cap Value Equities funds. Over the past 5 years, GQLVX returned 10.27%/yr vs 16.56%/yr for PKAIX. Their correlation of 0.92 means they have usually moved in the same direction. GQLVX charges 0.85%/yr vs 0.40%/yr for PKAIX.
Performance
GQLVX vs. PKAIX - Performance Comparison
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Returns By Period
In the year-to-date period, GQLVX achieves a 16.00% return, which is significantly lower than PKAIX's 30.28% return.
GQLVX
- 1D
- -0.71%
- 1M
- 3.31%
- 6M
- 12.12%
- YTD
- 16.00%
- 1Y
- 29.93%
- 3Y*
- 14.77%
- 5Y*
- 10.27%
- 10Y*
- —
- ALL TIME*
- 9.09%
PKAIX
- 1D
- 0.40%
- 1M
- 5.52%
- 6M
- 23.92%
- YTD
- 30.28%
- 1Y
- 47.09%
- 3Y*
- 24.20%
- 5Y*
- 16.56%
- 10Y*
- 14.36%
- ALL TIME*
- 13.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
PKAIX PIMCO RAE US Fund | $0.00 | $0.00 | $0.00 |
GQLVX vs. PKAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 16.00% | 14.97% | 10.92% | 9.13% | -6.38% | 29.26% | -1.79% | 27.33% | -14.03% | 0.87% |
PKAIX PIMCO RAE US Fund | 30.28% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 24.92% | -6.92% | 0.65% |
Correlation
The correlation between GQLVX and PKAIX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.92 |
The correlation between GQLVX and PKAIX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
GQLVX vs. PKAIX — Risk / Return Rank
GQLVX
PKAIX
GQLVX vs. PKAIX - 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 PIMCO RAE US Fund (PKAIX). 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 | PKAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.63 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 8.74 | -4.60 |
| Martin ratioReturn relative to average drawdown | 15.64 | 27.72 | -12.08 |
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Drawdowns
GQLVX vs. PKAIX - Drawdown Comparison
The maximum GQLVX drawdown since its inception was -42.79%, which is greater than PKAIX's maximum drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for GQLVX and PKAIX.
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Drawdown Indicators
| GQLVX | PKAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.79% | -38.56% | -4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -5.15% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.16% | -20.31% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.16% | -20.64% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.56% | — |
Current DrawdownCurrent decline from peak | -0.78% | -0.22% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -4.66% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.63% | +0.17% |
Volatility
GQLVX vs. PKAIX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) has a higher volatility of 3.20% compared to PIMCO RAE US Fund (PKAIX) at 2.24%. This indicates that GQLVX's price experiences larger fluctuations and is considered to be riskier than PKAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQLVX | PKAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 2.24% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 9.03% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 12.94% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 17.69% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 18.81% | +2.02% |
GQLVX vs. PKAIX - Expense Ratio Comparison
GQLVX has a 0.85% expense ratio, which is higher than PKAIX's 0.40% expense ratio.
Dividends
GQLVX vs. PKAIX - Dividend Comparison
GQLVX's dividend yield for the trailing twelve months is around 7.04%, less than PKAIX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 7.04% | 7.91% | 13.45% | 2.41% | 6.06% | 1.34% | 1.88% | 1.71% | 2.12% | 0.21% | 0.00% | 0.00% |
PKAIX PIMCO RAE US Fund | 10.57% | 13.77% | 16.77% | 6.65% | 8.09% | 10.03% | 3.20% | 4.91% | 6.85% | 5.85% | 5.33% | 3.49% |
Frequently Asked Questions
GQLVX and PKAIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GQLVX has higher volatility (3.20%) compared to PKAIX (2.24%). In terms of maximum drawdown, GQLVX dropped -42.79% vs PKAIX's -38.56%.
PKAIX currently has the higher Sharpe Ratio (3.48 vs 2.33), 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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