GTCEX vs. RESGX
Compare and contrast key facts about Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX).
GTCEX is managed by Glenmede. It was launched on Jul 20, 1989. RESGX is managed by Glenmede. It was launched on Dec 22, 2015.
Performance
GTCEX vs. RESGX - Performance Comparison
Loading graphics...
GTCEX vs. RESGX - 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% | 25.92% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 3.47% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
Returns By Period
In the year-to-date period, GTCEX achieves a -9.51% return, which is significantly lower than RESGX's 3.47% return. Both investments have delivered pretty close results over the past 10 years, with GTCEX having a 11.20% annualized return and RESGX not far behind at 10.97%.
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%
RESGX
- 1D
- -0.36%
- 1M
- -3.14%
- YTD
- 3.47%
- 6M
- 6.55%
- 1Y
- 20.06%
- 3Y*
- 11.92%
- 5Y*
- 6.91%
- 10Y*
- 10.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTCEX vs. RESGX - Expense Ratio Comparison
Both GTCEX and RESGX have an expense ratio of 0.85%.
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.
| GTCEX | RESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 1.10 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.62 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.25 | -0.77 |
Martin ratioReturn relative to average drawdown | 1.66 | 5.36 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTCEX | RESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 1.10 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.41 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.59 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.60 | -0.20 |
Correlation
The correlation between GTCEX and RESGX is 0.91, 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. RESGX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 27.60%, more than RESGX's 7.96% 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% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 7.96% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% | 0.00% |
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.
Loading graphics...
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% | -12.66% | +0.55% |
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 | -12.11% | -6.61% | -5.50% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -5.08% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.15% | +0.34% |
Volatility
GTCEX vs. RESGX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) have volatilities of 4.01% and 4.04%, 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 graphics...
Volatility by Period
| GTCEX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.04% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 10.79% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 18.95% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 17.13% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.63% | +1.60% |