GQSCX vs. MOPIX
GQSCX (Glenmede Quantitative U.S. Small Cap Equity Portfolio) and MOPIX (MainStay WMC Small Companies Fund) are both Small Cap Blend Equities funds. Over the past 5 years, GQSCX returned 12.90%/yr vs 9.09%/yr for MOPIX. Their correlation of 0.94 means they have usually moved in the same direction. GQSCX charges 0.85%/yr vs 0.97%/yr for MOPIX.
Performance
GQSCX vs. MOPIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GQSCX having a 25.75% return and MOPIX slightly lower at 25.74%.
GQSCX
- 1D
- -0.31%
- 1M
- 1.31%
- 6M
- 17.30%
- YTD
- 25.75%
- 1Y
- 53.15%
- 3Y*
- 18.52%
- 5Y*
- 12.90%
- 10Y*
- —
- ALL TIME*
- 12.00%
MOPIX
- 1D
- -0.18%
- 1M
- -3.17%
- 6M
- 17.47%
- YTD
- 25.74%
- 1Y
- 49.23%
- 3Y*
- 18.77%
- 5Y*
- 9.09%
- 10Y*
- 9.07%
- ALL TIME*
- 9.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GQSCX vs. MOPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 25.75% | 12.22% | 11.49% | 18.94% | -8.48% | 31.77% | 7.60% | 22.17% | -11.32% | 1.07% |
MOPIX MainStay WMC Small Companies Fund | 25.74% | 12.69% | 16.07% | 10.97% | -19.00% | 17.55% | 10.04% | 17.70% | -16.42% | 1.56% |
Correlation
The correlation between GQSCX and MOPIX 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. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.94 |
The correlation between GQSCX and MOPIX shifts across timeframes, from 0.83 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GQSCX vs. MOPIX — Risk / Return Rank
GQSCX
MOPIX
GQSCX vs. MOPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and MainStay WMC Small Companies Fund (MOPIX). 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.
| GQSCX | MOPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.73 | 4.73 | +1.00 |
| Martin ratioReturn relative to average drawdown | 21.78 | 17.26 | +4.52 |
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Drawdowns
GQSCX vs. MOPIX - Drawdown Comparison
The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum MOPIX drawdown of -68.08%. Use the drawdown chart below to compare losses from any high point for GQSCX and MOPIX.
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Drawdown Indicators
| GQSCX | MOPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.87% | -68.08% | +21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.84% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -28.83% | -26.99% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.83% | -32.60% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.01% | — |
Current DrawdownCurrent decline from peak | -1.28% | -5.82% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -9.08% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.70% | -0.39% |
Volatility
GQSCX vs. MOPIX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) is 3.31%, while MainStay WMC Small Companies Fund (MOPIX) has a volatility of 5.44%. This indicates that GQSCX experiences smaller price fluctuations and is considered to be less risky than MOPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQSCX | MOPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 5.44% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 15.24% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 19.47% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 22.82% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 23.41% | +1.24% |
GQSCX vs. MOPIX - Expense Ratio Comparison
GQSCX has a 0.85% expense ratio, which is lower than MOPIX's 0.97% expense ratio.
Dividends
GQSCX vs. MOPIX - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 2.62%, more than MOPIX's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 2.62% | 3.01% | 10.53% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% |
MOPIX MainStay WMC Small Companies Fund | 0.12% | 0.15% | 0.39% | 0.33% | 2.34% | 29.42% | 0.00% | 0.50% | 18.09% | 8.32% | 0.59% | 0.37% |
Frequently Asked Questions
GQSCX and MOPIX 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.
MOPIX has higher volatility (5.44%) compared to GQSCX (3.31%). In terms of maximum drawdown, GQSCX dropped -46.87% vs MOPIX's -68.08%.
GQSCX currently has the higher Sharpe Ratio (2.78 vs 2.40), 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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