GQSCX vs. RYOTX
Compare and contrast key facts about Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Royce Micro Cap Series Fund (RYOTX).
GQSCX is managed by Glenmede. It was launched on Nov 13, 2017. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
GQSCX vs. RYOTX - Performance Comparison
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GQSCX vs. RYOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | -0.65% | 12.22% | 11.49% | 18.94% | -8.48% | 31.77% | 7.60% | 22.17% | -11.32% | 1.07% |
RYOTX Royce Micro Cap Series Fund | 6.06% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 0.81% |
Returns By Period
In the year-to-date period, GQSCX achieves a -0.65% return, which is significantly lower than RYOTX's 6.06% return.
GQSCX
- 1D
- -0.78%
- 1M
- -6.99%
- YTD
- -0.65%
- 6M
- 5.80%
- 1Y
- 24.83%
- 3Y*
- 13.29%
- 5Y*
- 8.59%
- 10Y*
- —
RYOTX
- 1D
- -1.84%
- 1M
- -8.37%
- YTD
- 6.06%
- 6M
- 8.18%
- 1Y
- 41.43%
- 3Y*
- 16.69%
- 5Y*
- 6.90%
- 10Y*
- 11.13%
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GQSCX vs. RYOTX - Expense Ratio Comparison
GQSCX has a 0.85% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
GQSCX vs. RYOTX — Risk / Return Rank
GQSCX
RYOTX
GQSCX vs. RYOTX - 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 Royce Micro Cap Series Fund (RYOTX). 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.
| GQSCX | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.53 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.14 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.67 | -1.32 |
Martin ratioReturn relative to average drawdown | 5.66 | 9.42 | -3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GQSCX | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.53 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.30 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Correlation
The correlation between GQSCX and RYOTX is 0.92, 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
GQSCX vs. RYOTX - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 3.03%, less than RYOTX's 14.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 3.03% | 3.01% | 10.53% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% |
RYOTX Royce Micro Cap Series Fund | 14.09% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
GQSCX vs. RYOTX - Drawdown Comparison
The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for GQSCX and RYOTX.
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Drawdown Indicators
| GQSCX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.87% | -56.86% | +9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -13.59% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -28.83% | -35.84% | +7.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.87% | — |
Current DrawdownCurrent decline from peak | -8.38% | -9.85% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -9.47% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.85% | -0.19% |
Volatility
GQSCX vs. RYOTX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) is 5.75%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 8.66%. This indicates that GQSCX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQSCX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 8.66% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 17.38% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.49% | 26.43% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 23.36% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 23.01% | +1.93% |