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 CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
GQSCX vs. VBR - Performance Comparison
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GQSCX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 1.88% | 12.22% | 11.49% | 18.94% | -8.48% | 31.77% | 7.60% | 22.17% | -11.32% | 1.07% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 1.12% |
Returns By Period
In the year-to-date period, GQSCX achieves a 1.88% return, which is significantly lower than VBR's 3.59% return.
GQSCX
- 1D
- 2.55%
- 1M
- -4.85%
- YTD
- 1.88%
- 6M
- 8.58%
- 1Y
- 27.91%
- 3Y*
- 14.24%
- 5Y*
- 8.78%
- 10Y*
- —
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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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.
Return for Risk
GQSCX vs. VBR — Risk / Return Rank
GQSCX
VBR
GQSCX vs. VBR - 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 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.
| GQSCX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.93 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.43 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.37 | +0.25 |
Martin ratioReturn relative to average drawdown | 6.74 | 5.62 | +1.12 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.93 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.39 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
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.
Dividends
GQSCX vs. VBR - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 2.95%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 2.95% | 3.01% | 10.53% | 0.70% | 9.45% | 10.41% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
GQSCX vs. VBR - Drawdown Comparison
The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for GQSCX and VBR.
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Drawdown Indicators
| GQSCX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.87% | -61.98% | +15.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -14.18% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.83% | -24.19% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -6.04% | -5.75% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -8.32% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.46% | +0.14% |
Volatility
GQSCX vs. VBR - Volatility Comparison
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) has a higher volatility of 6.40% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. 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.
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Volatility by Period
| GQSCX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.40% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 11.29% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.58% | 20.64% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 19.85% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.95% | 21.73% | +3.22% |