GTCSX vs. GTLOX
Compare and contrast key facts about Glenmede Small Cap Equity Portfolio (GTCSX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX).
GTCSX is managed by Glenmede. It was launched on Mar 1, 1991. GTLOX is managed by Glenmede. It was launched on Feb 27, 2004.
Performance
GTCSX vs. GTLOX - Performance Comparison
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GTCSX vs. GTLOX - 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% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | -0.05% | 14.39% | 13.86% | 16.66% | -15.37% | 27.05% | 7.41% | 23.27% | -7.97% | 24.78% |
Returns By Period
In the year-to-date period, GTCSX achieves a -2.05% return, which is significantly lower than GTLOX's -0.05% return. Over the past 10 years, GTCSX has underperformed GTLOX with an annualized return of 8.32%, while GTLOX has yielded a comparatively higher 10.49% 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%
GTLOX
- 1D
- 2.76%
- 1M
- -4.32%
- YTD
- -0.05%
- 6M
- 5.01%
- 1Y
- 18.17%
- 3Y*
- 13.11%
- 5Y*
- 7.73%
- 10Y*
- 10.49%
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GTCSX vs. GTLOX - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is higher than GTLOX's 0.85% expense ratio.
Return for Risk
GTCSX vs. GTLOX — Risk / Return Rank
GTCSX
GTLOX
GTCSX vs. GTLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). 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 | GTLOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.98 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.47 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.26 | -0.94 |
Martin ratioReturn relative to average drawdown | 1.10 | 5.79 | -4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTCSX | GTLOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.98 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.36 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.50 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.45 | -0.10 |
Correlation
The correlation between GTCSX and GTLOX is 0.90, 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
GTCSX vs. GTLOX - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 8.42%, less than GTLOX's 17.85% 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% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 17.85% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
Drawdowns
GTCSX vs. GTLOX - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, which is greater than GTLOX's maximum drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for GTCSX and GTLOX.
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Drawdown Indicators
| GTCSX | GTLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -54.09% | -5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -12.45% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -32.85% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -38.15% | -11.35% |
Current DrawdownCurrent decline from peak | -11.74% | -10.21% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -8.38% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.75% | +1.57% |
Volatility
GTCSX vs. GTLOX - Volatility Comparison
Glenmede Small Cap Equity Portfolio (GTCSX) has a higher volatility of 5.85% compared to Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) at 5.32%. This indicates that GTCSX's price experiences larger fluctuations and is considered to be riskier than GTLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCSX | GTLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.32% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 10.58% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.20% | 18.93% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 21.81% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 20.86% | +2.49% |