GTCSX vs. RYOTX
Compare and contrast key facts about Glenmede Small Cap Equity Portfolio (GTCSX) and Royce Micro Cap Series Fund (RYOTX).
GTCSX is managed by Glenmede. It was launched on Mar 1, 1991. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
GTCSX vs. RYOTX - Performance Comparison
Loading graphics...
GTCSX vs. RYOTX - 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% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, GTCSX achieves a -2.05% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, GTCSX has underperformed RYOTX with an annualized return of 8.32%, while RYOTX has yielded a comparatively higher 11.46% 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%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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. RYOTX - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
GTCSX vs. RYOTX — Risk / Return Rank
GTCSX
RYOTX
GTCSX vs. RYOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) and Royce Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.73 | -1.41 |
Sortino ratioReturn per unit of downside risk | 0.63 | 2.37 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.26 | -2.94 |
Martin ratioReturn relative to average drawdown | 1.10 | 11.42 | -10.32 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.73 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.30 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.50 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.59 | -0.24 |
Correlation
The correlation between GTCSX and RYOTX is 0.85, 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. RYOTX - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 8.42%, less than RYOTX's 13.68% 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% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
GTCSX vs. RYOTX - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, roughly equal to the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for GTCSX and RYOTX.
Loading graphics...
Drawdown Indicators
| GTCSX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -56.86% | -2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -13.59% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -35.84% | +7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -44.87% | -4.63% |
Current DrawdownCurrent decline from peak | -11.74% | -7.15% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -9.47% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.88% | +0.44% |
Volatility
GTCSX vs. RYOTX - Volatility Comparison
The current volatility for Glenmede Small Cap Equity Portfolio (GTCSX) is 5.85%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that GTCSX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTCSX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 9.07% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 17.62% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.20% | 26.53% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 23.39% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 23.03% | +0.32% |