GTCEX vs. GQLVX
GTCEX (Glenmede Strategic Equity Portfolio) and GQLVX (Glenmede Quantitative U.S. Large Cap Value Equity Portfolio) are both mutual funds - GTCEX is a Large Cap Blend Equities fund managed by Glenmede, while GQLVX is a Large Cap Value Equities fund managed by Glenmede. Over the past 5 years, GTCEX returned 8.16%/yr vs 9.55%/yr for GQLVX. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.85% expense ratio.
Performance
GTCEX vs. GQLVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTCEX achieves a -1.70% return, which is significantly lower than GQLVX's 10.76% return.
GTCEX
- 1D
- -0.65%
- 1M
- -1.09%
- YTD
- -1.70%
- 6M
- -2.44%
- 1Y
- 12.47%
- 3Y*
- 12.72%
- 5Y*
- 8.16%
- 10Y*
- 12.13%
GQLVX
- 1D
- 0.27%
- 1M
- -1.35%
- YTD
- 10.76%
- 6M
- 9.94%
- 1Y
- 24.53%
- 3Y*
- 15.77%
- 5Y*
- 9.55%
- 10Y*
- —
GTCEX vs. GQLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | -1.70% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 0.51% |
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 10.76% | 14.97% | 10.92% | 9.13% | -6.38% | 29.26% | -1.79% | 27.33% | -14.03% | 0.87% |
Correlation
The correlation between GTCEX and GQLVX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017 | 0.85 |
The correlation between GTCEX and GQLVX shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTCEX vs. GQLVX — Risk / Return Rank
GTCEX
GQLVX
GTCEX vs. GQLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTCEX | GQLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.80 | -2.68 |
| Martin ratioReturn relative to average drawdown | 3.70 | 14.28 | -10.58 |
Loading charts...
Drawdowns
GTCEX vs. GQLVX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, which is greater than GQLVX's maximum drawdown of -42.79%. Use the drawdown chart below to compare losses from any high point for GTCEX and GQLVX.
Loading charts...
Drawdown Indicators
| GTCEX | GQLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -42.79% | -10.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -6.73% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -23.16% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.16% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | — | — |
Current DrawdownCurrent decline from peak | -4.52% | -2.79% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -7.03% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 1.78% | +1.86% |
Volatility
GTCEX vs. GQLVX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) have volatilities of 3.97% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTCEX | GQLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.79% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 8.60% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 12.21% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 17.51% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 20.94% | -0.66% |
GTCEX vs. GQLVX - Expense Ratio Comparison
Both GTCEX and GQLVX have an expense ratio of 0.85%.
Dividends
GTCEX vs. GQLVX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 25.37%, more than GQLVX's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 7.26% | 7.91% | 13.45% | 2.41% | 6.06% | 1.34% | 1.88% | 1.71% | 2.12% | 0.21% | 0.00% | 0.00% |
GTCEX Glenmede Strategic Equity Portfolio | 25.37% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
Frequently Asked Questions
GTCEX and GQLVX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTCEX has higher volatility (3.97%) compared to GQLVX (3.79%). In terms of maximum drawdown, GTCEX dropped -52.79% vs GQLVX's -42.79%.
GQLVX currently has the higher Sharpe Ratio (2.10 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GTCEX and GQLVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer