GTCEX vs. RESGX
GTCEX (Glenmede Strategic Equity Portfolio) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds from Glenmede. Over the past 10 years, GTCEX returned 12.25%/yr vs 12.23%/yr for RESGX. Their correlation of 0.89 means they have usually moved in the same direction. Both charge a 0.85% expense ratio.
Performance
GTCEX vs. RESGX - Performance Comparison
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Returns By Period
In the year-to-date period, GTCEX achieves a 5.69% return, which is significantly lower than RESGX's 22.24% return. Both investments have delivered pretty close results over the past 10 years, with GTCEX having a 12.25% annualized return and RESGX not far behind at 12.23%.
GTCEX
- 1D
- 0.61%
- 1M
- 3.65%
- 6M
- 4.60%
- YTD
- 5.69%
- 1Y
- 17.07%
- 3Y*
- 13.49%
- 5Y*
- 8.79%
- 10Y*
- 12.25%
- ALL TIME*
- 7.81%
RESGX
- 1D
- 1.34%
- 1M
- -0.41%
- 6M
- 16.73%
- YTD
- 22.24%
- 1Y
- 34.64%
- 3Y*
- 15.81%
- 5Y*
- 9.20%
- 10Y*
- 12.23%
- ALL TIME*
- 12.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GTCEX vs. RESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 5.69% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 25.92% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 22.24% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
Correlation
The correlation between GTCEX and RESGX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.89 |
Over the past year, the correlation between GTCEX and RESGX has dropped to 0.59 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
GTCEX vs. RESGX — Risk / Return Rank
GTCEX
RESGX
GTCEX vs. RESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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 | RESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 4.06 | -2.83 |
| Martin ratioReturn relative to average drawdown | 4.01 | 12.85 | -8.84 |
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Drawdowns
GTCEX vs. RESGX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, which is greater than RESGX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for GTCEX and RESGX.
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Drawdown Indicators
| GTCEX | RESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -37.80% | -14.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -7.84% | -4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -20.50% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.58% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -37.80% | +2.19% |
Current DrawdownCurrent decline from peak | 0.00% | -4.44% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -4.98% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.50% | +1.20% |
Volatility
GTCEX vs. RESGX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) have volatilities of 3.53% and 3.62%, 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.
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Volatility by Period
| GTCEX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.62% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 11.33% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 14.97% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 17.31% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.65% | +1.58% |
GTCEX vs. RESGX - Expense Ratio Comparison
Both GTCEX and RESGX have an expense ratio of 0.85%.
Dividends
GTCEX vs. RESGX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 23.56%, more than RESGX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 23.56% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 6.97% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% | 0.00% |
Frequently Asked Questions
GTCEX and RESGX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RESGX has higher volatility (3.62%) compared to GTCEX (3.53%). In terms of maximum drawdown, GTCEX dropped -52.79% vs RESGX's -37.80%.
RESGX currently has the higher Sharpe Ratio (2.13 vs 1.19), 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.
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