GTLLX vs. FXAIX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Fidelity 500 Index Fund (FXAIX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or FXAIX.
Correlation
The correlation between GTLLX and FXAIX 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.
Performance
GTLLX vs. FXAIX - Performance Comparison
Key characteristics
GTLLX:
0.35
FXAIX:
0.53
GTLLX:
0.65
FXAIX:
0.87
GTLLX:
1.09
FXAIX:
1.13
GTLLX:
0.36
FXAIX:
0.55
GTLLX:
1.32
FXAIX:
2.29
GTLLX:
6.15%
FXAIX:
4.55%
GTLLX:
23.11%
FXAIX:
19.55%
GTLLX:
-54.32%
FXAIX:
-33.79%
GTLLX:
-12.88%
FXAIX:
-9.89%
Returns By Period
In the year-to-date period, GTLLX achieves a -6.14% return, which is significantly lower than FXAIX's -5.72% return. Both investments have delivered pretty close results over the past 10 years, with GTLLX having a 12.20% annualized return and FXAIX not far behind at 12.07%.
GTLLX
-6.14%
0.44%
-2.39%
7.21%
14.91%
12.20%
FXAIX
-5.72%
-0.95%
-4.27%
9.76%
15.87%
12.07%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTLLX vs. FXAIX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
GTLLX vs. FXAIX — Risk-Adjusted Performance Rank
GTLLX
FXAIX
GTLLX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
GTLLX vs. FXAIX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 43.07%, more than FXAIX's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 43.07% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% | 3.13% |
FXAIX Fidelity 500 Index Fund | 1.35% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
GTLLX vs. FXAIX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GTLLX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
GTLLX vs. FXAIX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 15.76% compared to Fidelity 500 Index Fund (FXAIX) at 14.39%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.