GTLLX vs. RESGX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. RESGX is managed by Glenmede. It was launched on Dec 22, 2015.
Performance
GTLLX vs. RESGX - Performance Comparison
Loading graphics...
GTLLX vs. RESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | -7.50% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 3.47% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
Returns By Period
In the year-to-date period, GTLLX achieves a -7.50% return, which is significantly lower than RESGX's 3.47% return. Over the past 10 years, GTLLX has outperformed RESGX with an annualized return of 13.44%, while RESGX has yielded a comparatively lower 10.97% annualized return.
GTLLX
- 1D
- -0.71%
- 1M
- -8.17%
- YTD
- -7.50%
- 6M
- -4.67%
- 1Y
- 16.48%
- 3Y*
- 15.14%
- 5Y*
- 9.90%
- 10Y*
- 13.44%
RESGX
- 1D
- -0.36%
- 1M
- -3.14%
- YTD
- 3.47%
- 6M
- 6.55%
- 1Y
- 20.06%
- 3Y*
- 11.92%
- 5Y*
- 6.91%
- 10Y*
- 10.97%
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. RESGX - Expense Ratio Comparison
Both GTLLX and RESGX have an expense ratio of 0.85%.
Return for Risk
GTLLX vs. RESGX — Risk / Return Rank
GTLLX
RESGX
GTLLX vs. RESGX - 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 Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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 | RESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.10 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.62 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.25 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.07 | 5.36 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTLLX | RESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.10 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.41 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.60 | -0.11 |
Correlation
The correlation between GTLLX and RESGX is 0.90, 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.
Dividends
GTLLX vs. RESGX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 16.57%, more than RESGX's 7.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 16.57% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 7.96% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% | 0.00% |
Drawdowns
GTLLX vs. RESGX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, which is greater than RESGX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for GTLLX and RESGX.
Loading graphics...
Drawdown Indicators
| GTLLX | RESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -37.80% | -16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.66% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -23.58% | -17.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -37.80% | -3.74% |
Current DrawdownCurrent decline from peak | -23.82% | -6.61% | -17.21% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -5.08% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.15% | +0.16% |
Volatility
GTLLX vs. RESGX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.32% compared to Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) at 4.04%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than RESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTLLX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.04% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 10.79% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 18.95% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.85% | 17.13% | +11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 18.63% | +6.26% |