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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or SWPPX.
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.
Performance
GTLLX vs. SWPPX - Performance Comparison
Key characteristics
GTLLX:
-0.42
SWPPX:
1.86
GTLLX:
-0.28
SWPPX:
2.51
GTLLX:
0.93
SWPPX:
1.34
GTLLX:
-0.37
SWPPX:
2.81
GTLLX:
-1.09
SWPPX:
11.64
GTLLX:
12.16%
SWPPX:
2.04%
GTLLX:
31.88%
SWPPX:
12.77%
GTLLX:
-55.81%
SWPPX:
-55.06%
GTLLX:
-31.58%
SWPPX:
0.00%
Returns By Period
In the year-to-date period, GTLLX achieves a 6.85% return, which is significantly higher than SWPPX's 4.63% return. Over the past 10 years, GTLLX has underperformed SWPPX with an annualized return of 1.90%, while SWPPX has yielded a comparatively higher 13.05% annualized return.
GTLLX
6.85%
3.31%
-19.29%
-11.74%
-1.98%
1.90%
SWPPX
4.63%
2.56%
9.99%
25.10%
14.79%
13.05%
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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.
Risk-Adjusted Performance
GTLLX vs. SWPPX — Risk-Adjusted Performance Rank
GTLLX
SWPPX
GTLLX vs. SWPPX - 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 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.
Dividends
GTLLX vs. SWPPX - Dividend Comparison
GTLLX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 0.00% | 0.00% | 0.15% | 0.39% | 0.15% | 0.38% | 0.49% | 0.62% | 0.46% | 0.58% | 0.61% | 0.53% |
SWPPX Schwab S&P 500 Index Fund | 1.18% | 1.23% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% |
Drawdowns
GTLLX vs. SWPPX - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -55.81%, 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. For additional features, visit the drawdowns tool.
Volatility
GTLLX vs. SWPPX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 4.30% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.07%. 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.