GTLLX vs. SPFIX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Shelton Capital Management S&P 500 Index Fund (SPFIX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992.
Performance
GTLLX vs. SPFIX - Performance Comparison
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GTLLX vs. SPFIX - 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% |
SPFIX Shelton Capital Management S&P 500 Index Fund | -7.11% | 17.23% | 42.83% | 25.48% | -18.22% | 27.99% | 17.41% | 41.64% | -4.68% | 21.55% |
Returns By Period
In the year-to-date period, GTLLX achieves a -7.50% return, which is significantly lower than SPFIX's -7.11% return. Over the past 10 years, GTLLX has underperformed SPFIX with an annualized return of 13.44%, while SPFIX has yielded a comparatively higher 15.75% 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%
SPFIX
- 1D
- -0.37%
- 1M
- -7.67%
- YTD
- -7.11%
- 6M
- -4.66%
- 1Y
- 14.10%
- 3Y*
- 22.03%
- 5Y*
- 14.01%
- 10Y*
- 15.75%
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GTLLX vs. SPFIX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than SPFIX's 0.43% expense ratio.
Return for Risk
GTLLX vs. SPFIX — Risk / Return Rank
GTLLX
SPFIX
GTLLX vs. SPFIX - 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 Shelton Capital Management S&P 500 Index Fund (SPFIX). 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 | SPFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.81 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.26 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.01 | -0.27 |
Martin ratioReturn relative to average drawdown | 3.07 | 4.90 | -1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTLLX | SPFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.81 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.77 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
Correlation
The correlation between GTLLX and SPFIX is 0.94, 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. SPFIX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 16.57%, more than SPFIX's 3.68% 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% |
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.68% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
Drawdowns
GTLLX vs. SPFIX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, roughly equal to the maximum SPFIX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for GTLLX and SPFIX.
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Drawdown Indicators
| GTLLX | SPFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -54.81% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.11% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -24.69% | -16.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -33.83% | -7.71% |
Current DrawdownCurrent decline from peak | -23.82% | -8.90% | -14.92% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -8.99% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.50% | +0.81% |
Volatility
GTLLX vs. SPFIX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.32% compared to Shelton Capital Management S&P 500 Index Fund (SPFIX) at 4.22%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than SPFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTLLX | SPFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.22% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 9.04% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 18.09% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.85% | 18.19% | +10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 18.84% | +6.05% |