GTLLX vs. VOO
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Vanguard S&P 500 ETF (VOO).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or VOO.
Correlation
The correlation between GTLLX and VOO 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. VOO - Performance Comparison
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Key characteristics
GTLLX:
-0.54
VOO:
0.69
GTLLX:
-0.43
VOO:
1.10
GTLLX:
0.90
VOO:
1.16
GTLLX:
-0.41
VOO:
0.73
GTLLX:
-0.90
VOO:
2.79
GTLLX:
21.10%
VOO:
4.89%
GTLLX:
36.24%
VOO:
19.37%
GTLLX:
-55.81%
VOO:
-33.99%
GTLLX:
-34.01%
VOO:
-3.00%
Returns By Period
In the year-to-date period, GTLLX achieves a 3.05% return, which is significantly higher than VOO's 1.48% return. Over the past 10 years, GTLLX has underperformed VOO with an annualized return of 1.46%, while VOO has yielded a comparatively higher 12.78% annualized return.
GTLLX
3.05%
16.49%
-24.30%
-19.55%
0.15%
-0.99%
1.46%
VOO
1.48%
12.60%
1.07%
13.35%
16.79%
16.77%
12.78%
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GTLLX vs. VOO - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GTLLX vs. VOO — Risk-Adjusted Performance Rank
GTLLX
VOO
GTLLX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 39.23%, more than VOO's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 39.23% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% | 3.13% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
GTLLX vs. VOO - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -55.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GTLLX and VOO. For additional features, visit the drawdowns tool.
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Volatility
GTLLX vs. VOO - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a higher volatility of 5.65% compared to Vanguard S&P 500 ETF (VOO) at 4.63%. This indicates that GTLLX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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