GTCSX vs. VB
Compare and contrast key facts about Glenmede Small Cap Equity Portfolio (GTCSX) and Vanguard Small-Cap ETF (VB).
GTCSX is managed by Glenmede. It was launched on Mar 1, 1991. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTCSX or VB.
Correlation
The correlation between GTCSX and VB is 0.96, 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.
Performance
GTCSX vs. VB - Performance Comparison
Key characteristics
GTCSX:
0.53
VB:
1.18
GTCSX:
0.89
VB:
1.72
GTCSX:
1.11
VB:
1.21
GTCSX:
0.45
VB:
2.27
GTCSX:
1.90
VB:
5.23
GTCSX:
5.10%
VB:
3.75%
GTCSX:
18.34%
VB:
16.48%
GTCSX:
-69.01%
VB:
-59.57%
GTCSX:
-13.23%
VB:
-4.86%
Returns By Period
In the year-to-date period, GTCSX achieves a 1.83% return, which is significantly lower than VB's 3.19% return. Over the past 10 years, GTCSX has underperformed VB with an annualized return of 2.62%, while VB has yielded a comparatively higher 9.12% annualized return.
GTCSX
1.83%
-0.45%
-0.15%
6.50%
5.12%
2.62%
VB
3.19%
-0.23%
10.30%
16.26%
9.55%
9.12%
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GTCSX vs. VB - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is higher than VB's 0.05% expense ratio.
Risk-Adjusted Performance
GTCSX vs. VB — Risk-Adjusted Performance Rank
GTCSX
VB
GTCSX vs. VB - Risk-Adjusted Performance 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.
Dividends
GTCSX vs. VB - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 0.41%, less than VB's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 0.41% | 0.42% | 0.59% | 0.46% | 0.17% | 0.13% | 0.23% | 0.25% | 0.06% | 0.12% | 0.13% | 0.07% |
VB Vanguard Small-Cap ETF | 1.26% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
Drawdowns
GTCSX vs. VB - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -69.01%, which is greater than VB's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for GTCSX and VB. For additional features, visit the drawdowns tool.
Volatility
GTCSX vs. VB - Volatility Comparison
Glenmede Small Cap Equity Portfolio (GTCSX) has a higher volatility of 4.11% compared to Vanguard Small-Cap ETF (VB) at 3.77%. 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.