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GQSCX vs. WESCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GQSCX vs. WESCX

Last updated Apr 2, 2026

Compare and contrast key facts about Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and TETON Westwood SmallCap Equity Fund (WESCX).

GQSCX is managed by Glenmede. It was launched on Nov 13, 2017. WESCX is managed by Teton Westwood. It was launched on Apr 15, 1997.

Performance

GQSCX vs. WESCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) and TETON Westwood SmallCap Equity Fund (WESCX). The values are adjusted to include any dividend payments, if applicable.

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GQSCX vs. WESCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
WESCX
TETON Westwood SmallCap Equity Fund		9.67%17.26%15.48%12.61%-12.48%29.72%10.93%28.43%-13.71%1.74%

Returns By Period

In the year-to-date period, GQSCX achieves a 1.88% return, which is significantly lower than WESCX's 9.67% return.

GQSCX

1D
2.55%
1M
-4.85%
YTD
1.88%
6M
8.58%
1Y
27.91%
3Y*
14.24%
5Y*
8.78%
10Y*
—

WESCX

1D
3.25%
1M
-5.96%
YTD
9.67%
6M
18.43%
1Y
41.65%
3Y*
18.30%
5Y*
9.30%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Glenmede Quantitative U.S. Small Cap Equity Portfolio

TETON Westwood SmallCap Equity Fund

Often compared with GQSCX:
GQSCX vs. GQETXGQSCX vs. VBRGQSCX vs. VOOGQSCX vs. RESGXGQSCX vs. GQLVXGQSCX vs. GTCIXGQSCX vs. GTLLX
Often compared with WESCX:
WESCX vs. PGOAXWESCX vs. PSCZXWESCX vs. SAGWXWESCX vs. CSMDXWESCX vs. SSLCXWESCX vs. FSOPXWESCX vs. PSSMX

GQSCX vs. WESCX - Expense Ratio Comparison

GQSCX has a 0.85% expense ratio, which is lower than WESCX's 1.25% expense ratio.

WESCX
TETON Westwood SmallCap Equity Fund
GQSCX
Glenmede Quantitative U.S. Small Cap Equity Portfolio

Return for Risk

GQSCX vs. WESCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GQSCX
GQSCX Risk / Return Rank: 6464
Overall Rank
GQSCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GQSCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GQSCX Omega Ratio Rank: 5858
Omega Ratio Rank
GQSCX Calmar Ratio Rank: 6262
Calmar Ratio Rank
GQSCX Martin Ratio Rank: 6464
Martin Ratio Rank
WESCX
WESCX Risk / Return Rank: 8585
Overall Rank
WESCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WESCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
WESCX Omega Ratio Rank: 7878
Omega Ratio Rank
WESCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
WESCX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQSCX vs. WESCX - 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 TETON Westwood SmallCap Equity Fund (WESCX). 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.

GQSCXWESCXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.70

-0.44

Sortino ratio

Return per unit of downside risk

1.86

2.32

-0.46

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratio

Return relative to maximum drawdown

1.62

2.87

-1.25

Martin ratio

Return relative to average drawdown

6.74

10.86

-4.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GQSCX vs. WESCX - Sharpe Ratio Comparison

The current GQSCX Sharpe Ratio is 1.26, which is comparable to the WESCX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of GQSCX and WESCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

GQSCXWESCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.70

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.43

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.33

+0.06

Correlation

The correlation between GQSCX and WESCX is 0.94, 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. WESCX - Dividend Comparison

GQSCX's dividend yield for the trailing twelve months is around 2.95%, less than WESCX's 6.84% yield.

TTM20252024202320222021202020192018201720162015
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%
WESCX
TETON Westwood SmallCap Equity Fund		6.84%7.50%27.81%2.81%1.60%5.60%0.01%4.66%14.77%9.13%9.32%18.92%

Drawdowns

GQSCX vs. WESCX - Drawdown Comparison

The maximum GQSCX drawdown since its inception was -46.87%, smaller than the maximum WESCX drawdown of -70.60%. Use the drawdown chart below to compare losses from any high point for GQSCX and WESCX.

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Drawdown Indicators

GQSCXWESCXDifference

Max Drawdown

Largest peak-to-trough decline

-46.87%

-70.60%

+23.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-14.72%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.83%

-26.22%

-2.61%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.13%

—

Current Drawdown

Current decline from peak

-6.04%

-7.27%

+1.23%

Average Drawdown

Average peak-to-trough decline

-8.32%

-20.27%

+11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.88%

-0.28%

Volatility

GQSCX vs. WESCX - Volatility Comparison

The current volatility for Glenmede Quantitative U.S. Small Cap Equity Portfolio (GQSCX) is 6.40%, while TETON Westwood SmallCap Equity Fund (WESCX) has a volatility of 8.02%. This indicates that GQSCX experiences smaller price fluctuations and is considered to be less risky than WESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GQSCXWESCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

8.02%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

14.37%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

25.04%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

21.70%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

23.67%

+1.28%