GTLLX vs. SWPPX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Schwab S&P 500 Index Fund (SWPPX).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
GTLLX vs. SWPPX - Performance Comparison
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GTLLX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, GTLLX achieves a -7.50% return, which is significantly lower than SWPPX's -7.07% return. Both investments have delivered pretty close results over the past 10 years, with GTLLX having a 13.44% annualized return and SWPPX not far ahead at 13.71%.
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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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GTLLX vs. SWPPX - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
GTLLX vs. SWPPX — Risk / Return Rank
GTLLX
SWPPX
GTLLX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.84 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.30 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.06 | -0.32 |
Martin ratioReturn relative to average drawdown | 3.07 | 5.14 | -2.07 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.84 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.68 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.76 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Correlation
The correlation between GTLLX and SWPPX 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. SWPPX - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 16.57%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
GTLLX vs. SWPPX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for GTLLX and SWPPX.
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Drawdown Indicators
| GTLLX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -55.06% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -12.10% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -41.54% | -24.51% | -17.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -33.80% | -7.74% |
Current DrawdownCurrent decline from peak | -23.82% | -8.89% | -14.93% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -10.00% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.49% | +0.82% |
Volatility
GTLLX vs. SWPPX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.32% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTLLX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.29% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 9.11% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 18.14% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.85% | 16.89% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 18.19% | +6.70% |