GTLLX vs. JMOM
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and JPMorgan U.S. Momentum Factor ETF (JMOM).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. JMOM is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or JMOM.
Correlation
The correlation between GTLLX and JMOM is 0.87, 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. JMOM - Performance Comparison
Key characteristics
GTLLX:
-0.41
JMOM:
1.74
GTLLX:
-0.27
JMOM:
2.39
GTLLX:
0.93
JMOM:
1.31
GTLLX:
-0.36
JMOM:
3.01
GTLLX:
-1.07
JMOM:
10.17
GTLLX:
12.28%
JMOM:
2.51%
GTLLX:
31.86%
JMOM:
14.66%
GTLLX:
-55.81%
JMOM:
-34.31%
GTLLX:
-31.94%
JMOM:
-1.25%
Returns By Period
The year-to-date returns for both stocks are quite close, with GTLLX having a 6.29% return and JMOM slightly lower at 6.09%.
GTLLX
6.29%
1.28%
-18.63%
-11.93%
-2.08%
1.83%
JMOM
6.09%
0.54%
12.93%
27.20%
15.16%
N/A
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GTLLX vs. JMOM - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than JMOM's 0.12% expense ratio.
Risk-Adjusted Performance
GTLLX vs. JMOM — Risk-Adjusted Performance Rank
GTLLX
JMOM
GTLLX vs. JMOM - 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 JPMorgan U.S. Momentum Factor ETF (JMOM). 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. JMOM - Dividend Comparison
GTLLX has not paid dividends to shareholders, while JMOM's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 0.00% | 0.00% | 0.15% | 0.39% | 0.15% | 0.38% | 0.49% | 0.62% | 0.46% | 0.58% | 0.61% | 0.53% |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.71% | 0.75% | 1.21% | 1.38% | 0.64% | 0.85% | 1.11% | 1.38% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTLLX vs. JMOM - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -55.81%, which is greater than JMOM's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for GTLLX and JMOM. For additional features, visit the drawdowns tool.
Volatility
GTLLX vs. JMOM - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 4.12% compared to JPMorgan U.S. Momentum Factor ETF (JMOM) at 3.92%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.