GTCSX vs. VSTCX
GTCSX (Glenmede Small Cap Equity Portfolio) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, GTCSX returned 9.18%/yr vs 12.59%/yr for VSTCX. With a 0.97 correlation, they move nearly in lockstep. GTCSX charges 0.92%/yr vs 0.26%/yr for VSTCX.
Performance
GTCSX vs. VSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, GTCSX achieves a 9.76% return, which is significantly lower than VSTCX's 16.97% return. Over the past 10 years, GTCSX has underperformed VSTCX with an annualized return of 9.18%, while VSTCX has yielded a comparatively higher 12.59% annualized return.
GTCSX
- 1D
- -0.64%
- 1M
- 0.62%
- YTD
- 9.76%
- 6M
- 9.23%
- 1Y
- 20.34%
- 3Y*
- 9.09%
- 5Y*
- 5.22%
- 10Y*
- 9.18%
VSTCX
- 1D
- -1.06%
- 1M
- 0.94%
- YTD
- 16.97%
- 6M
- 16.94%
- 1Y
- 40.92%
- 3Y*
- 21.70%
- 5Y*
- 11.59%
- 10Y*
- 12.59%
GTCSX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 9.76% | -1.95% | 8.50% | 16.93% | -10.91% | 28.87% | 15.65% | 21.12% | -16.17% | 15.80% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 16.97% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between GTCSX and VSTCX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2006 | 0.97 |
The correlation between GTCSX and VSTCX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
GTCSX vs. VSTCX — Risk / Return Rank
GTCSX
VSTCX
GTCSX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Small Cap Equity Portfolio (GTCSX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 5.01 | -3.19 |
| Martin ratioReturn relative to average drawdown | 5.76 | 17.65 | -11.89 |
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 | VSTCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.31 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.53 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.38 | -0.02 |
Drawdowns
GTCSX vs. VSTCX - Drawdown Comparison
The maximum GTCSX drawdown since its inception was -59.45%, roughly equal to the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for GTCSX and VSTCX.
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Drawdown Indicators
| GTCSX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.45% | -62.50% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -8.08% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -28.54% | -27.47% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -27.47% | -1.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.50% | -48.08% | -1.42% |
Current DrawdownCurrent decline from peak | -1.10% | -1.06% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -10.65% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.29% | +1.22% |
Volatility
GTCSX vs. VSTCX - Volatility Comparison
Glenmede Small Cap Equity Portfolio (GTCSX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX) have volatilities of 4.63% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCSX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.60% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 12.01% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 17.62% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.89% | 21.99% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 23.47% | -0.12% |
GTCSX vs. VSTCX - Expense Ratio Comparison
GTCSX has a 0.92% expense ratio, which is higher than VSTCX's 0.26% expense ratio.
Dividends
GTCSX vs. VSTCX - Dividend Comparison
GTCSX's dividend yield for the trailing twelve months is around 7.53%, more than VSTCX's 6.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCSX Glenmede Small Cap Equity Portfolio | 7.53% | 8.24% | 4.29% | 8.45% | 12.65% | 4.43% | 0.14% | 0.23% | 19.39% | 10.74% | 1.94% | 1.11% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.45% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.92, GTCSX and VSTCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GTCSX has higher volatility (4.63%) compared to VSTCX (4.60%). In terms of maximum drawdown, GTCSX dropped -59.45% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.31 vs 1.13), 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.
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