GTAPX vs. GTCSX
Compare and contrast key facts about Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Glenmede Small Cap Equity Portfolio (GTCSX).
GTAPX is managed by Glenmede. It was launched on Sep 28, 2006. GTCSX is managed by Glenmede. It was launched on Mar 1, 1991.
Performance
GTAPX vs. GTCSX - Performance Comparison
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GTAPX vs. GTCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 2.72% | 12.79% | 13.28% | 4.42% | 3.16% | 17.72% | -5.16% | 3.26% | -8.65% | 8.74% |
GTCSX Glenmede Small Cap Equity Portfolio | -2.05% | -1.95% | 8.50% | 16.93% | -10.91% | 28.87% | 15.65% | 21.12% | -16.17% | 15.80% |
Returns By Period
In the year-to-date period, GTAPX achieves a 2.72% return, which is significantly higher than GTCSX's -2.05% return. Over the past 10 years, GTAPX has underperformed GTCSX with an annualized return of 5.34%, while GTCSX has yielded a comparatively higher 8.32% annualized return.
GTAPX
- 1D
- 0.38%
- 1M
- 0.76%
- YTD
- 2.72%
- 6M
- 6.94%
- 1Y
- 14.49%
- 3Y*
- 10.66%
- 5Y*
- 9.11%
- 10Y*
- 5.34%
GTCSX
- 1D
- 2.32%
- 1M
- -6.16%
- YTD
- -2.05%
- 6M
- -0.58%
- 1Y
- 7.06%
- 3Y*
- 5.38%
- 5Y*
- 3.90%
- 10Y*
- 8.32%
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GTAPX vs. GTCSX - Expense Ratio Comparison
GTAPX has a 1.25% expense ratio, which is higher than GTCSX's 0.92% expense ratio.
Return for Risk
GTAPX vs. GTCSX — Risk / Return Rank
GTAPX
GTCSX
GTAPX vs. GTCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Glenmede Small Cap Equity Portfolio (GTCSX). 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.
| GTAPX | GTCSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.32 | +1.49 |
Sortino ratioReturn per unit of downside risk | 2.64 | 0.63 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.08 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 0.32 | +3.00 |
Martin ratioReturn relative to average drawdown | 11.90 | 1.10 | +10.80 |
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
| GTAPX | GTCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.32 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.19 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.36 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.04 |
Correlation
The correlation between GTAPX and GTCSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GTAPX vs. GTCSX - Dividend Comparison
GTAPX's dividend yield for the trailing twelve months is around 16.19%, more than GTCSX's 8.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 16.19% | 16.63% | 11.79% | 11.23% | 0.00% | 0.00% | 0.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
GTCSX Glenmede Small Cap Equity Portfolio | 8.42% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
Drawdowns
GTAPX vs. GTCSX - Drawdown Comparison
The maximum GTAPX drawdown since its inception was -30.40%, smaller than the maximum GTCSX drawdown of -59.45%. Use the drawdown chart below to compare losses from any high point for GTAPX and GTCSX.
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Drawdown Indicators
| GTAPX | GTCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.40% | -59.45% | +29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.15% | -14.63% | +10.48% |
Max Drawdown (5Y)Largest decline over 5 years | -12.21% | -28.54% | +16.33% |
Max Drawdown (10Y)Largest decline over 10 years | -30.40% | -49.50% | +19.10% |
Current DrawdownCurrent decline from peak | -0.90% | -11.74% | +10.84% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -12.05% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 4.32% | -3.16% |
Volatility
GTAPX vs. GTCSX - Volatility Comparison
The current volatility for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) is 1.98%, while Glenmede Small Cap Equity Portfolio (GTCSX) has a volatility of 5.85%. This indicates that GTAPX experiences smaller price fluctuations and is considered to be less risky than GTCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTAPX | GTCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 5.85% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 5.12% | 12.73% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.18% | 23.20% | -15.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.89% | 20.91% | -10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.20% | 23.35% | -13.15% |