GTLLX vs. QQQ

In the year-to-date period, GTLLX achieves a -0.15% return, which is significantly higher than QQQ's -0.24% return. Over the past 10 years, GTLLX has underperformed QQQ with an annualized return of 12.66%, while QQQ has yielded a comparatively higher 17.56% annualized return.

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GTLLX has a 0.85% expense ratio, which is higher than QQQ's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Invesco QQQ (QQQ). 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.

The current GTLLX Sharpe Ratio is 0.42, which is comparable to the QQQ Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GTLLX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GTLLX's dividend yield for the trailing twelve months is around 40.48%, more than QQQ's 0.59% yield.

The maximum GTLLX drawdown since its inception was -54.32%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for GTLLX and QQQ.

Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Invesco QQQ (QQQ) have volatilities of 5.49% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.