GTCEX vs. GEQIX
Compare and contrast key facts about Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Equity Income Portfolio (GEQIX).
GTCEX is managed by Glenmede. It was launched on Jul 20, 1989. GEQIX is managed by Glenmede. It was launched on Dec 21, 2016.
Performance
GTCEX vs. GEQIX - Performance Comparison
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GTCEX vs. GEQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | -9.51% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 24.78% |
GEQIX Glenmede Equity Income Portfolio | -0.00% | 10.27% | 8.75% | 7.85% | -5.20% | 27.51% | 6.72% | 25.12% | -5.44% | 17.58% |
Returns By Period
GTCEX
- 1D
- 0.00%
- 1M
- -8.75%
- YTD
- -9.51%
- 6M
- -6.00%
- 1Y
- 8.16%
- 3Y*
- 11.47%
- 5Y*
- 7.85%
- 10Y*
- 11.20%
GEQIX
- 1D
- -0.14%
- 1M
- -6.17%
- YTD
- -0.00%
- 6M
- 0.14%
- 1Y
- 7.97%
- 3Y*
- 9.15%
- 5Y*
- 7.38%
- 10Y*
- —
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GTCEX vs. GEQIX - Expense Ratio Comparison
Both GTCEX and GEQIX have an expense ratio of 0.85%.
Return for Risk
GTCEX vs. GEQIX — Risk / Return Rank
GTCEX
GEQIX
GTCEX vs. GEQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Equity Income Portfolio (GEQIX). 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.
| GTCEX | GEQIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.61 | -0.08 |
Sortino ratioReturn per unit of downside risk | 0.86 | 0.95 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 0.69 | -0.21 |
Martin ratioReturn relative to average drawdown | 1.66 | 3.05 | -1.39 |
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
| GTCEX | GEQIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.61 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.53 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.56 | -0.15 |
Correlation
The correlation between GTCEX and GEQIX is 0.88, 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
GTCEX vs. GEQIX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 27.60%, more than GEQIX's 16.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 27.60% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
GEQIX Glenmede Equity Income Portfolio | 16.18% | 16.18% | 9.08% | 7.50% | 4.42% | 5.90% | 1.98% | 1.92% | 4.76% | 1.49% | 0.00% | 0.00% |
Drawdowns
GTCEX vs. GEQIX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, which is greater than GEQIX's maximum drawdown of -35.47%. Use the drawdown chart below to compare losses from any high point for GTCEX and GEQIX.
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Drawdown Indicators
| GTCEX | GEQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -35.47% | -17.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.10% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -17.82% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | — | — |
Current DrawdownCurrent decline from peak | -12.11% | -6.17% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -3.97% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.56% | +0.93% |
Volatility
GTCEX vs. GEQIX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) has a higher volatility of 4.01% compared to Glenmede Equity Income Portfolio (GEQIX) at 3.41%. This indicates that GTCEX's price experiences larger fluctuations and is considered to be riskier than GEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCEX | GEQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.41% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 7.90% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 15.35% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 14.02% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 17.07% | +3.16% |