GQSCX vs. VOO
Compare and contrast key facts about Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and Vanguard S&P 500 ETF (VOO).
GQSCX is managed by Glenmede. It was launched on Nov 13, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQSCX or VOO.
Correlation
The correlation between GQSCX and VOO is 0.77, 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. VOO - Performance Comparison
Key characteristics
GQSCX:
0.27
VOO:
2.12
GQSCX:
0.51
VOO:
2.82
GQSCX:
1.07
VOO:
1.39
GQSCX:
0.33
VOO:
3.21
GQSCX:
0.96
VOO:
13.50
GQSCX:
6.30%
VOO:
2.01%
GQSCX:
22.39%
VOO:
12.80%
GQSCX:
-46.87%
VOO:
-33.99%
GQSCX:
-14.58%
VOO:
-0.30%
Returns By Period
In the year-to-date period, GQSCX achieves a 2.76% return, which is significantly lower than VOO's 3.75% return.
GQSCX
2.76%
0.83%
-9.80%
5.14%
6.68%
N/A
VOO
3.75%
1.12%
12.44%
26.35%
15.29%
13.84%
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GQSCX vs. VOO - Expense Ratio Comparison
GQSCX has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GQSCX vs. VOO — Risk-Adjusted Performance Rank
GQSCX
VOO
GQSCX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GQSCX's dividend yield for the trailing twelve months is around 0.45%, less than VOO's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQSCX Glenmede Quantitative U.S. Small Cap Equity Portfolio | 0.45% | 0.46% | 0.70% | 0.99% | 0.93% | 0.51% | 0.59% | 0.77% | 0.14% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.20% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
GQSCX vs. VOO - Drawdown Comparison
The maximum GQSCX drawdown since its inception was -46.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GQSCX and VOO. For additional features, visit the drawdowns tool.
Volatility
GQSCX vs. VOO - Volatility Comparison
Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) has a higher volatility of 4.27% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that GQSCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.