GTLLX vs. BBLIX

Last updated Apr 1, 2026

Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and BBH Select Series - Large Cap Fund (BBLIX).

GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. BBLIX is managed by BBH. It was launched on Sep 9, 2019.

Performance

GTLLX vs. BBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

GTLLX vs. BBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	-7.50%	17.44%	20.71%	27.10%	-21.69%	32.91%	18.80%	9.58%
BBLIX BBH Select Series - Large Cap Fund	1.58%	12.07%	15.83%	23.86%	-20.59%	27.23%	12.30%	3.63%

Returns By Period

In the year-to-date period, GTLLX achieves a -7.50% return, which is significantly lower than BBLIX's 1.58% return.

GTLLX

• 1D: -0.71%
• 1M: -8.17%
• YTD: -7.50%
• 6M: -4.67%
• 1Y: 16.48%
• 3Y*: 15.14%
• 5Y*: 9.90%
• 10Y*: 13.44%

BBLIX

• 1D: 0.00%
• 1M: 1.58%
• YTD: 1.58%
• 6M: -0.19%
• 1Y: 13.25%
• 3Y*: 15.61%
• 5Y*: 9.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTLLX vs. BBLIX - Expense Ratio Comparison

GTLLX has a 0.85% expense ratio, which is higher than BBLIX's 0.70% expense ratio.

GTLLX

Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio

BBLIX

BBH Select Series - Large Cap Fund

Return for Risk

GTLLX vs. BBLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTLLX

GTLLX Risk / Return Rank: 32
GTLLX Sharpe Ratio Rank: 34
GTLLX Sortino Ratio Rank: 38
GTLLX Omega Ratio Rank: 35
GTLLX Calmar Ratio Rank: 26
GTLLX Martin Ratio Rank: 29

BBLIX

BBLIX Risk / Return Rank: 55
BBLIX Sharpe Ratio Rank: 61
BBLIX Sortino Ratio Rank: 68
BBLIX Omega Ratio Rank: 76
BBLIX Calmar Ratio Rank: 34
BBLIX Martin Ratio Rank: 36

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTLLX vs. BBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and BBH Select Series - Large Cap Fund (BBLIX). 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.

	GTLLX	BBLIX	Difference
Sharpe ratio Return per unit of total volatility	0.74	1.10	-0.35
Sortino ratio Return per unit of downside risk	1.20	1.69	-0.49
Omega ratio Gain probability vs. loss probability	1.16	1.29	-0.12
Calmar ratio Return relative to maximum drawdown	0.74	0.94	-0.20
Martin ratio Return relative to average drawdown	3.07	3.81	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTLLX vs. BBLIX - Sharpe Ratio Comparison

The current GTLLX Sharpe Ratio is 0.74, which is lower than the BBLIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GTLLX and BBLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GTLLX	BBLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	1.10	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.65	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.58	-0.09

Correlation

The correlation between GTLLX and BBLIX is 0.86, 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

GTLLX vs. BBLIX - Dividend Comparison

GTLLX's dividend yield for the trailing twelve months is around 16.57%, more than BBLIX's 9.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	16.57%	15.33%	40.42%	4.91%	7.93%	20.20%	15.12%	14.10%	16.97%	2.29%	0.58%	0.61%
BBLIX BBH Select Series - Large Cap Fund	9.39%	9.54%	4.20%	0.28%	1.45%	3.27%	0.34%	0.04%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GTLLX vs. BBLIX - Drawdown Comparison

The maximum GTLLX drawdown since its inception was -54.32%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for GTLLX and BBLIX.

Drawdown Indicators

	GTLLX	BBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.32%	-33.49%	-20.83%
Max Drawdown (1Y) Largest decline over 1 year	-12.16%	-10.22%	-1.94%
Max Drawdown (5Y) Largest decline over 5 years	-41.54%	-28.06%	-13.48%
Max Drawdown (10Y) Largest decline over 10 years	-41.54%	—	—
Current Drawdown Current decline from peak	-23.82%	-1.80%	-22.02%
Average Drawdown Average peak-to-trough decline	-8.56%	-6.48%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	3.62%	-0.31%

Volatility

GTLLX vs. BBLIX - Volatility Comparison

Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.32% compared to BBH Select Series - Large Cap Fund (BBLIX) at 1.57%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTLLX	BBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	1.57%	+3.75%
Volatility (6M) Calculated over the trailing 6-month period	12.77%	6.08%	+6.69%
Volatility (1Y) Calculated over the trailing 1-year period	22.16%	16.12%	+6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	16.08%	+12.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.89%	18.80%	+6.09%