Correlation
The correlation between GTLLX and SWAGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
GTLLX vs. SWAGX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or SWAGX.
Performance
GTLLX vs. SWAGX - Performance Comparison
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Key characteristics
GTLLX:
0.56
SWAGX:
0.89
GTLLX:
0.86
SWAGX:
1.62
GTLLX:
1.12
SWAGX:
1.20
GTLLX:
0.53
SWAGX:
0.48
GTLLX:
1.80
SWAGX:
2.71
GTLLX:
6.62%
SWAGX:
2.20%
GTLLX:
23.60%
SWAGX:
5.37%
GTLLX:
-54.32%
SWAGX:
-18.77%
GTLLX:
-5.80%
SWAGX:
-7.52%
Returns By Period
In the year-to-date period, GTLLX achieves a 1.49% return, which is significantly lower than SWAGX's 1.80% return.
GTLLX
1.49%
3.85%
-0.54%
13.16%
13.38%
13.95%
12.83%
SWAGX
1.80%
-0.45%
0.09%
4.74%
1.40%
-1.06%
N/A
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GTLLX vs. SWAGX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Risk-Adjusted Performance
GTLLX vs. SWAGX — Risk-Adjusted Performance Rank
GTLLX
SWAGX
GTLLX vs. SWAGX - 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 Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.
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Dividends
GTLLX vs. SWAGX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 39.83%, more than SWAGX's 3.64% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 39.83% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% | 3.13% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.64% | 3.88% | 3.22% | 2.60% | 2.06% | 2.47% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTLLX vs. SWAGX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, which is greater than SWAGX's maximum drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for GTLLX and SWAGX.
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Volatility
GTLLX vs. SWAGX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.93% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.38%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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