GQSCX vs. VBR
Compare and contrast key facts about Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Vanguard Small-Cap Value ETF (VBR).
GQSCX is managed by Glenmede. It was launched on Nov 13, 2017. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQSCX or VBR.
Correlation
The correlation between GQSCX and VBR 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.
Performance
GQSCX vs. VBR - Performance Comparison
Key characteristics
GQSCX:
-0.64
VBR:
-0.05
GQSCX:
-0.77
VBR:
0.08
GQSCX:
0.90
VBR:
1.01
GQSCX:
-0.45
VBR:
-0.04
GQSCX:
-1.25
VBR:
-0.14
GQSCX:
12.73%
VBR:
6.83%
GQSCX:
24.97%
VBR:
20.88%
GQSCX:
-46.87%
VBR:
-62.01%
GQSCX:
-30.93%
VBR:
-19.38%
Returns By Period
In the year-to-date period, GQSCX achieves a -16.90% return, which is significantly lower than VBR's -12.08% return.
GQSCX
-16.90%
-9.82%
-26.98%
-14.77%
9.28%
N/A
VBR
-12.08%
-8.66%
-14.56%
-0.48%
15.21%
6.88%
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GQSCX vs. VBR - Expense Ratio Comparison
GQSCX has a 0.85% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
GQSCX vs. VBR — Risk-Adjusted Performance Rank
GQSCX
VBR
GQSCX vs. VBR - Risk-Adjusted Performance Comparison
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.
Dividends
GQSCX vs. VBR - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 12.94%, more than VBR's 2.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 12.94% | 10.80% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.44% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
GQSCX vs. VBR - Drawdown Comparison
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.
Volatility
GQSCX vs. VBR - Volatility Comparison
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 13.05% and 13.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.