GQSCX vs. SWSSX
Compare and contrast key facts about Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
GQSCX is managed by Glenmede. It was launched on Nov 13, 2017. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
GQSCX vs. SWSSX - Performance Comparison
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GQSCX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 0.90% |
Returns By Period
In the year-to-date period, GQSCX achieves a -0.65% return, which is significantly higher than SWSSX's -2.49% return.
GQSCX
- 1D
- -0.78%
- 1M
- -6.99%
- YTD
- -0.65%
- 6M
- 5.80%
- 1Y
- 24.83%
- 3Y*
- 13.29%
- 5Y*
- 8.59%
- 10Y*
- —
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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GQSCX vs. SWSSX - Expense Ratio Comparison
GQSCX has a 0.85% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
GQSCX vs. SWSSX — Risk / Return Rank
GQSCX
SWSSX
GQSCX vs. SWSSX - 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 Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.91 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.40 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.33 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.66 | 5.02 | +0.63 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.91 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.14 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.33 | +0.05 |
Correlation
The correlation between GQSCX and SWSSX is 0.95, 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. SWSSX - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 3.03%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
GQSCX vs. SWSSX - Drawdown Comparison
The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for GQSCX and SWSSX.
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Drawdown Indicators
| GQSCX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.87% | -60.34% | +13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -13.90% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -28.83% | -31.93% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -8.38% | -11.00% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -10.78% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.68% | -0.02% |
Volatility
GQSCX vs. SWSSX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) is 5.75%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that GQSCX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQSCX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.59% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 14.12% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.49% | 23.11% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 22.57% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 24.03% | +0.91% |