GTLLX vs. CTCAX
GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) and CTCAX (Columbia Global Technology Growth Fund Class A) are both mutual funds - GTLLX is a Large Cap Growth Equities fund managed by Glenmede, while CTCAX is a Technology Equities fund managed by Columbia. Over the past 10 years, GTLLX returned 16.67%/yr vs 24.75%/yr for CTCAX. Their correlation of 0.90 suggests significant overlap in exposure. GTLLX charges 0.85%/yr vs 1.18%/yr for CTCAX.
Performance
GTLLX vs. CTCAX - Performance Comparison
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Returns By Period
In the year-to-date period, GTLLX achieves a 21.72% return, which is significantly lower than CTCAX's 32.06% return. Over the past 10 years, GTLLX has underperformed CTCAX with an annualized return of 16.67%, while CTCAX has yielded a comparatively higher 24.75% annualized return.
GTLLX
- 1D
- 1.06%
- 1M
- 13.54%
- YTD
- 21.72%
- 6M
- 22.60%
- 1Y
- 39.47%
- 3Y*
- 25.88%
- 5Y*
- 15.11%
- 10Y*
- 16.67%
CTCAX
- 1D
- 1.47%
- 1M
- 17.00%
- YTD
- 32.06%
- 6M
- 31.15%
- 1Y
- 61.81%
- 3Y*
- 36.07%
- 5Y*
- 20.96%
- 10Y*
- 24.75%
GTLLX vs. CTCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 21.72% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
CTCAX Columbia Global Technology Growth Fund Class A | 32.06% | 24.78% | 31.39% | 56.46% | -34.81% | 22.73% | 49.46% | 43.91% | -1.48% | 42.99% |
Correlation
The correlation between GTLLX and CTCAX is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005 | 0.90 |
The correlation between GTLLX and CTCAX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
GTLLX vs. CTCAX — Risk / Return Rank
GTLLX
CTCAX
GTLLX vs. CTCAX - 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 Columbia Global Technology Growth Fund Class A (CTCAX). 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 | CTCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.49 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 4.43 | -0.58 |
| Martin ratioReturn relative to average drawdown | 15.80 | 16.56 | -0.76 |
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
| GTLLX | CTCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 3.04 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.81 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.00 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.78 | -0.23 |
Drawdowns
GTLLX vs. CTCAX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, smaller than the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for GTLLX and CTCAX.
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Drawdown Indicators
| GTLLX | CTCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -61.04% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -14.43% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -41.54% | -26.67% | -14.87% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -39.55% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -39.55% | -1.99% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -10.68% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.86% | -1.25% |
Volatility
GTLLX vs. CTCAX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) is 4.98%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 6.37%. This indicates that GTLLX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTLLX | CTCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 6.37% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 16.72% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 21.06% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.00% | 25.98% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 24.84% | +0.16% |
GTLLX vs. CTCAX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is lower than CTCAX's 1.18% expense ratio.
Dividends
GTLLX vs. CTCAX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 12.59%, more than CTCAX's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTCAX Columbia Global Technology Growth Fund Class A | 2.49% | 3.29% | 1.08% | 2.36% | 3.53% | 4.15% | 0.91% | 2.55% | 5.82% | 3.52% | 0.36% | 1.80% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 12.59% | 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 CTCAX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTCAX has higher volatility (6.37%) compared to GTLLX (4.98%). In terms of maximum drawdown, GTLLX dropped -54.32% vs CTCAX's -61.04%.
CTCAX currently has the higher Sharpe Ratio (3.04 vs 2.44), 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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