GTCEX vs. SSSYX
Compare and contrast key facts about Glenmede Strategic Equity Portfolio (GTCEX) and State Street Equity 500 Index Fund Class K (SSSYX).
GTCEX is managed by Glenmede. It was launched on Jul 20, 1989. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
GTCEX vs. SSSYX - Performance Comparison
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GTCEX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, GTCEX achieves a -9.51% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, GTCEX has underperformed SSSYX with an annualized return of 11.20%, while SSSYX has yielded a comparatively higher 13.69% 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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GTCEX vs. SSSYX - Expense Ratio Comparison
GTCEX has a 0.85% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
GTCEX vs. SSSYX — Risk / Return Rank
GTCEX
SSSYX
GTCEX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.84 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.30 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.06 | -0.58 |
Martin ratioReturn relative to average drawdown | 1.66 | 5.13 | -3.47 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.84 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.68 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.11 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.30 |
Correlation
The correlation between GTCEX and SSSYX is 0.94, 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. SSSYX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 27.60%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
GTCEX vs. SSSYX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GTCEX and SSSYX.
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Drawdown Indicators
| GTCEX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -91.48% | +38.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.10% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -24.49% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -91.48% | +55.87% |
Current DrawdownCurrent decline from peak | -12.11% | -8.88% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -4.20% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.49% | +1.00% |
Volatility
GTCEX vs. SSSYX - Volatility Comparison
The current volatility for Glenmede Strategic Equity Portfolio (GTCEX) is 4.01%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that GTCEX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCEX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.24% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 9.08% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 18.10% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 16.85% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 124.43% | -104.20% |