GQSCX vs. VBR

In the year-to-date period, GQSCX achieves a -7.92% return, which is significantly lower than VBR's -2.17% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

GQSCX has a 0.85% expense ratio, which is higher than VBR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Vanguard Small-Cap Value ETF (VBR). 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.

The current GQSCX Sharpe Ratio is -0.52, which is lower than the VBR Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of GQSCX and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GQSCX's dividend yield for the trailing twelve months is around 0.52%, less than VBR's 2.19% yield.

The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for GQSCX and VBR. For additional features, visit the drawdowns tool.

Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) has a higher volatility of 6.50% compared to Vanguard Small-Cap Value ETF (VBR) at 5.98%. This indicates that GQSCX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.