GTLLX vs. GTLOX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. GTLOX is managed by Glenmede. It was launched on Feb 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or GTLOX.
Correlation
The correlation between GTLLX and GTLOX 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. GTLOX - Performance Comparison
Key characteristics
GTLLX:
0.35
GTLOX:
-0.63
GTLLX:
0.65
GTLOX:
-0.63
GTLLX:
1.09
GTLOX:
0.87
GTLLX:
0.36
GTLOX:
-0.36
GTLLX:
1.32
GTLOX:
-1.18
GTLLX:
6.15%
GTLOX:
14.38%
GTLLX:
23.11%
GTLOX:
26.95%
GTLLX:
-54.32%
GTLOX:
-54.09%
GTLLX:
-12.88%
GTLOX:
-41.81%
Returns By Period
In the year-to-date period, GTLLX achieves a -6.14% return, which is significantly higher than GTLOX's -6.51% return. Over the past 10 years, GTLLX has outperformed GTLOX with an annualized return of 12.20%, while GTLOX has yielded a comparatively lower -0.55% annualized return.
GTLLX
-6.14%
0.44%
-2.39%
7.21%
14.91%
12.20%
GTLOX
-6.51%
-2.74%
-23.70%
-17.20%
-2.33%
-0.55%
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GTLLX vs. GTLOX - Expense Ratio Comparison
Both GTLLX and GTLOX have an expense ratio of 0.85%.
Risk-Adjusted Performance
GTLLX vs. GTLOX — Risk-Adjusted Performance Rank
GTLLX
GTLOX
GTLLX vs. GTLOX - 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 Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). 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. GTLOX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 43.07%, more than GTLOX's 1.07% 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% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 1.07% | 1.13% | 1.00% | 1.42% | 0.77% | 1.08% | 1.11% | 1.35% | 0.86% | 1.08% | 1.01% | 0.90% |
Drawdowns
GTLLX vs. GTLOX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for GTLLX and GTLOX. For additional features, visit the drawdowns tool.
Volatility
GTLLX vs. GTLOX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 15.76% compared to Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) at 13.52%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than GTLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.