GTCSX vs. VSCIX
Compare and contrast key facts about Glenmede Small Cap Equity Portfolio (GTCSX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX).
GTCSX is managed by Glenmede. It was launched on Mar 1, 1991. VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Performance
GTCSX vs. VSCIX - Performance Comparison
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GTCSX vs. VSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | -4.28% | -1.95% | 8.50% | 16.93% | -10.91% | 28.87% | 15.65% | 21.12% | -16.17% | 15.80% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | -1.21% | 8.85% | 12.96% | 19.52% | -17.60% | 17.74% | 19.07% | 27.40% | -9.33% | 16.25% |
Returns By Period
In the year-to-date period, GTCSX achieves a -4.28% return, which is significantly lower than VSCIX's -1.21% return. Over the past 10 years, GTCSX has underperformed VSCIX with an annualized return of 8.07%, while VSCIX has yielded a comparatively higher 10.16% annualized return.
GTCSX
- 1D
- -0.70%
- 1M
- -7.91%
- YTD
- -4.28%
- 6M
- -2.42%
- 1Y
- 4.95%
- 3Y*
- 4.58%
- 5Y*
- 3.73%
- 10Y*
- 8.07%
VSCIX
- 1D
- -0.97%
- 1M
- -8.09%
- YTD
- -1.21%
- 6M
- 0.59%
- 1Y
- 16.09%
- 3Y*
- 11.86%
- 5Y*
- 5.03%
- 10Y*
- 10.16%
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GTCSX vs. VSCIX - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is higher than VSCIX's 0.04% expense ratio.
Return for Risk
GTCSX vs. VSCIX — Risk / Return Rank
GTCSX
VSCIX
GTCSX vs. VSCIX - 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 Index Fund Institutional Shares (VSCIX). 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 | VSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.75 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.19 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.16 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.97 | -0.85 |
Martin ratioReturn relative to average drawdown | 0.41 | 4.21 | -3.79 |
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 | VSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.75 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.24 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.47 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.38 | -0.04 |
Correlation
The correlation between GTCSX and VSCIX is 0.95, 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. VSCIX - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 8.61%, more than VSCIX's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 8.61% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.39% | 1.34% | 1.31% | 1.55% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% |
Drawdowns
GTCSX vs. VSCIX - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, roughly equal to the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for GTCSX and VSCIX.
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Drawdown Indicators
| GTCSX | VSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -59.66% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -14.30% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -28.13% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -41.81% | -7.69% |
Current DrawdownCurrent decline from peak | -13.75% | -8.97% | -4.78% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -10.18% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 3.29% | +1.11% |
Volatility
GTCSX vs. VSCIX - Volatility Comparison
The current volatility for Glenmede Small Cap Equity Portfolio (GTCSX) is 5.25%, while Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a volatility of 5.90%. This indicates that GTCSX experiences smaller price fluctuations and is considered to be less risky than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCSX | VSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 5.90% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 12.22% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 21.62% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.89% | 20.70% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 21.53% | +1.80% |