GTCSX vs. GTAPX
Compare and contrast key facts about Glenmede Small Cap Equity Portfolio (GTCSX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX).
GTCSX is managed by Glenmede. It was launched on Mar 1, 1991. GTAPX is managed by Glenmede. It was launched on Sep 28, 2006.
Performance
GTCSX vs. GTAPX - Performance Comparison
Loading graphics...
GTCSX vs. GTAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | -2.05% | -1.95% | 8.50% | 16.93% | -10.91% | 28.87% | 15.65% | 21.12% | -16.17% | 15.80% |
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 2.72% | 12.79% | 13.28% | 4.42% | 3.16% | 17.72% | -5.16% | 3.26% | -8.65% | 8.74% |
Returns By Period
In the year-to-date period, GTCSX achieves a -2.05% return, which is significantly lower than GTAPX's 2.72% return. Over the past 10 years, GTCSX has outperformed GTAPX with an annualized return of 8.32%, while GTAPX has yielded a comparatively lower 5.34% annualized return.
GTCSX
- 1D
- 2.32%
- 1M
- -6.16%
- YTD
- -2.05%
- 6M
- -0.58%
- 1Y
- 7.06%
- 3Y*
- 5.38%
- 5Y*
- 3.90%
- 10Y*
- 8.32%
GTAPX
- 1D
- 0.38%
- 1M
- 0.76%
- YTD
- 2.72%
- 6M
- 6.94%
- 1Y
- 14.49%
- 3Y*
- 10.66%
- 5Y*
- 9.11%
- 10Y*
- 5.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTCSX vs. GTAPX - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is lower than GTAPX's 1.25% expense ratio.
Return for Risk
GTCSX vs. GTAPX — Risk / Return Rank
GTCSX
GTAPX
GTCSX vs. GTAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX). 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.
| GTCSX | GTAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.82 | -1.49 |
Sortino ratioReturn per unit of downside risk | 0.63 | 2.64 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.35 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.33 | -3.00 |
Martin ratioReturn relative to average drawdown | 1.10 | 11.90 | -10.80 |
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
| GTCSX | GTAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.82 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.84 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.53 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.39 | -0.04 |
Correlation
The correlation between GTCSX and GTAPX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GTCSX vs. GTAPX - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 8.42%, less than GTAPX's 16.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 8.42% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 16.19% | 16.63% | 11.79% | 11.23% | 0.00% | 0.00% | 0.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTCSX vs. GTAPX - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, which is greater than GTAPX's maximum drawdown of -30.40%. Use the drawdown chart below to compare losses from any high point for GTCSX and GTAPX.
Loading graphics...
Drawdown Indicators
| GTCSX | GTAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -30.40% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -4.15% | -10.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -12.21% | -16.33% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -30.40% | -19.10% |
Current DrawdownCurrent decline from peak | -11.74% | -0.90% | -10.84% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -7.09% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 1.16% | +3.16% |
Volatility
GTCSX vs. GTAPX - Volatility Comparison
Glenmede Small Cap Equity Portfolio (GTCSX) has a higher volatility of 5.85% compared to Quantitative U.S. Long/Short Equity Portfolio (GTAPX) at 1.98%. This indicates that GTCSX's price experiences larger fluctuations and is considered to be riskier than GTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTCSX | GTAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 1.98% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 5.12% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.20% | 8.18% | +15.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 10.89% | +10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 10.20% | +13.15% |