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GTCEX vs. GTSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTCEX vs. GTSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Secured Options Portfolio (GTSOX). The values are adjusted to include any dividend payments, if applicable.

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GTCEX vs. GTSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTCEX
Glenmede Strategic Equity Portfolio
-9.51%14.88%13.41%23.41%-15.53%26.60%11.39%29.53%-6.83%25.92%
GTSOX
Glenmede Secured Options Portfolio
-2.70%7.73%13.79%14.59%-11.69%18.06%4.22%18.45%-4.68%5.96%

Returns By Period

In the year-to-date period, GTCEX achieves a -9.51% return, which is significantly lower than GTSOX's -2.70% return. Over the past 10 years, GTCEX has outperformed GTSOX with an annualized return of 11.20%, while GTSOX has yielded a comparatively lower 6.85% annualized return.


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%

GTSOX

1D
-0.15%
1M
-4.64%
YTD
-2.70%
6M
-0.12%
1Y
7.74%
3Y*
8.78%
5Y*
6.15%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTCEX vs. GTSOX - Expense Ratio Comparison

Both GTCEX and GTSOX have an expense ratio of 0.85%.


Return for Risk

GTCEX vs. GTSOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTCEX
GTCEX Risk / Return Rank: 1919
Overall Rank
GTCEX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GTCEX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GTCEX Omega Ratio Rank: 2020
Omega Ratio Rank
GTCEX Calmar Ratio Rank: 1616
Calmar Ratio Rank
GTCEX Martin Ratio Rank: 1717
Martin Ratio Rank

GTSOX
GTSOX Risk / Return Rank: 3434
Overall Rank
GTSOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GTSOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GTSOX Omega Ratio Rank: 6565
Omega Ratio Rank
GTSOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GTSOX Martin Ratio Rank: 3535
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.

GTCEX vs. GTSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Secured Options Portfolio (GTSOX). 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.


GTCEXGTSOXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.60

-0.07

Sortino ratio

Return per unit of downside risk

0.86

0.96

-0.11

Omega ratio

Gain probability vs. loss probability

1.12

1.24

-0.12

Calmar ratio

Return relative to maximum drawdown

0.48

0.59

-0.11

Martin ratio

Return relative to average drawdown

1.66

3.75

-2.09

GTCEX vs. GTSOX - Sharpe Ratio Comparison

The current GTCEX Sharpe Ratio is 0.52, which is comparable to the GTSOX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GTCEX and GTSOX, 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


GTCEXGTSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.60

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.47

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.51

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.55

-0.14

Correlation

The correlation between GTCEX and GTSOX is 0.85, 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. GTSOX - Dividend Comparison

GTCEX's dividend yield for the trailing twelve months is around 27.60%, more than GTSOX's 7.67% yield.


TTM20252024202320222021202020192018201720162015
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%
GTSOX
Glenmede Secured Options Portfolio
7.67%7.47%12.31%0.00%0.00%13.35%0.00%7.56%2.62%6.57%5.01%5.95%

Drawdowns

GTCEX vs. GTSOX - Drawdown Comparison

The maximum GTCEX drawdown since its inception was -52.79%, which is greater than GTSOX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for GTCEX and GTSOX.


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Drawdown Indicators


GTCEXGTSOXDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-29.21%

-23.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.14%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-22.03%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-29.21%

-6.40%

Current Drawdown

Current decline from peak

-12.11%

-6.69%

-5.42%

Average Drawdown

Average peak-to-trough decline

-10.64%

-2.99%

-7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.77%

+1.72%

Volatility

GTCEX vs. GTSOX - Volatility Comparison

Glenmede Strategic Equity Portfolio (GTCEX) has a higher volatility of 4.01% compared to Glenmede Secured Options Portfolio (GTSOX) at 3.18%. This indicates that GTCEX's price experiences larger fluctuations and is considered to be riskier than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTCEXGTSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

3.18%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

4.18%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

13.83%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

13.14%

+7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

13.42%

+6.81%