GTCSX vs. VB
GTCSX (Glenmede Small Cap Equity Portfolio) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, GTCSX returned 9.76%/yr vs 11.08%/yr for VB. Their 0.96 correlation means they have historically moved very closely together. GTCSX charges 0.92%/yr vs 0.03%/yr for VB.
Performance
GTCSX vs. VB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTCSX achieves a 18.40% return, which is significantly higher than VB's 15.19% return. Over the past 10 years, GTCSX has underperformed VB with an annualized return of 9.76%, while VB has yielded a comparatively higher 11.08% annualized return.
GTCSX
- 1D
- 0.00%
- 1M
- 2.39%
- 6M
- 12.82%
- YTD
- 18.40%
- 1Y
- 30.20%
- 3Y*
- 8.63%
- 5Y*
- 7.48%
- 10Y*
- 9.76%
- ALL TIME*
- 7.94%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $121.48M | $119.40M | $165.11M |
GTCSX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 18.40% | -1.95% | 8.50% | 16.93% | -10.91% | 28.87% | 15.65% | 21.12% | -16.17% | 15.80% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between GTCSX and VB is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between GTCSX and VB shifts across timeframes, from 0.86 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTCSX vs. VB — Risk / Return Rank
GTCSX
VB
GTCSX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) and Vanguard Small-Cap ETF (VB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTCSX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.67 | -0.32 |
| Martin ratioReturn relative to average drawdown | 7.73 | 9.73 | -2.01 |
Loading charts...
Drawdowns
GTCSX vs. VB - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for GTCSX and VB.
Loading charts...
Drawdown Indicators
| GTCSX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -59.56% | +0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -8.98% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -28.54% | -25.36% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -28.15% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -42.05% | -7.45% |
Current DrawdownCurrent decline from peak | -0.62% | -2.63% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -8.39% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.46% | +0.93% |
Volatility
GTCSX vs. VB - Volatility Comparison
Glenmede Small Cap Equity Portfolio (GTCSX) has a higher volatility of 4.06% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that GTCSX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTCSX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.36% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 12.01% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 16.47% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 20.69% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 21.37% | +1.89% |
GTCSX vs. VB - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is higher than VB's 0.03% expense ratio.
Dividends
GTCSX vs. VB - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 6.92%, more than VB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 6.92% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
GTCSX and VB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTCSX has higher volatility (4.06%) compared to VB (3.36%). In terms of maximum drawdown, GTCSX dropped -59.45% vs VB's -59.56%.
GTCSX currently has the higher Sharpe Ratio (1.48 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GTCSX and VB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer