GTLLX vs. CHAIX
GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) and CHAIX (Chase Growth Fund Institutional Class) are both Large Cap Growth Equities funds. Over the past 10 years, GTLLX returned 16.31%/yr vs 17.56%/yr for CHAIX. Their correlation of 0.91 means they have usually moved in the same direction. GTLLX charges 0.85%/yr vs 1.00%/yr for CHAIX.
Performance
GTLLX vs. CHAIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GTLLX having a 23.25% return and CHAIX slightly higher at 23.79%. Over the past 10 years, GTLLX has underperformed CHAIX with an annualized return of 16.31%, while CHAIX has yielded a comparatively higher 17.56% annualized return.
GTLLX
- 1D
- 1.38%
- 1M
- 1.32%
- 6M
- 24.16%
- YTD
- 23.25%
- 1Y
- 32.93%
- 3Y*
- 24.39%
- 5Y*
- 13.54%
- 10Y*
- 16.31%
- ALL TIME*
- 12.54%
CHAIX
- 1D
- 1.45%
- 1M
- 0.37%
- 6M
- 18.85%
- YTD
- 23.79%
- 1Y
- 36.55%
- 3Y*
- 31.58%
- 5Y*
- 16.96%
- 10Y*
- 17.56%
- ALL TIME*
- 11.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GTLLX vs. CHAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 23.25% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
CHAIX Chase Growth Fund Institutional Class | 23.79% | 20.67% | 38.77% | 26.00% | -20.32% | 22.36% | 18.41% | 41.69% | -3.87% | 24.73% |
Correlation
The correlation between GTLLX and CHAIX is 0.84, 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. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2007 | 0.91 |
The correlation between GTLLX and CHAIX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
GTLLX vs. CHAIX — Risk / Return Rank
GTLLX
CHAIX
GTLLX vs. CHAIX - 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 Chase Growth Fund Institutional Class (CHAIX). 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.
| GTLLX | CHAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.97 | -0.60 |
| Martin ratioReturn relative to average drawdown | 12.50 | 15.47 | -2.97 |
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Drawdowns
GTLLX vs. CHAIX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, which is greater than CHAIX's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for GTLLX and CHAIX.
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Drawdown Indicators
| GTLLX | CHAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -50.61% | -3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -9.86% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -41.54% | -23.40% | -18.14% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -24.58% | -16.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -30.36% | -11.18% |
Current DrawdownCurrent decline from peak | -1.49% | -2.68% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -10.32% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.52% | +0.37% |
Volatility
GTLLX vs. CHAIX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) is 5.12%, while Chase Growth Fund Institutional Class (CHAIX) has a volatility of 6.34%. This indicates that GTLLX experiences smaller price fluctuations and is considered to be less risky than CHAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTLLX | CHAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 6.34% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 15.31% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 19.28% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.24% | 18.89% | +10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 19.19% | +5.92% |
GTLLX vs. CHAIX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is lower than CHAIX's 1.00% expense ratio.
Dividends
GTLLX vs. CHAIX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 12.44%, more than CHAIX's 6.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAIX Chase Growth Fund Institutional Class | 6.63% | 8.20% | 18.32% | 5.36% | 5.09% | 18.78% | 7.39% | 21.65% | 12.33% | 11.44% | 8.83% | 9.93% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 12.44% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
Frequently Asked Questions
GTLLX and CHAIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAIX has higher volatility (6.34%) compared to GTLLX (5.12%). In terms of maximum drawdown, GTLLX dropped -54.32% vs CHAIX's -50.61%.
CHAIX currently has the higher Sharpe Ratio (2.04 vs 1.93), 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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