GTLLX vs. VUG
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) and Vanguard Growth ETF (VUG).
GTLLX is managed by Glenmede. It was launched on Feb 27, 2004. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLLX or VUG.
Correlation
The correlation between GTLLX and VUG 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. VUG - Performance Comparison
Key characteristics
GTLLX:
0.35
VUG:
0.57
GTLLX:
0.65
VUG:
0.95
GTLLX:
1.09
VUG:
1.13
GTLLX:
0.36
VUG:
0.62
GTLLX:
1.32
VUG:
2.22
GTLLX:
6.15%
VUG:
6.42%
GTLLX:
23.11%
VUG:
24.95%
GTLLX:
-54.32%
VUG:
-50.68%
GTLLX:
-12.88%
VUG:
-11.84%
Returns By Period
In the year-to-date period, GTLLX achieves a -6.14% return, which is significantly higher than VUG's -8.15% return. Over the past 10 years, GTLLX has underperformed VUG with an annualized return of 12.20%, while VUG has yielded a comparatively higher 14.44% annualized return.
GTLLX
-6.14%
0.44%
-2.39%
7.21%
14.91%
12.20%
VUG
-8.15%
1.63%
-3.83%
12.88%
17.38%
14.44%
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GTLLX vs. VUG - Expense Ratio Comparison
GTLLX has a 0.85% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
GTLLX vs. VUG — Risk-Adjusted Performance Rank
GTLLX
VUG
GTLLX vs. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
GTLLX's dividend yield for the trailing twelve months is around 43.07%, more than VUG's 0.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 43.07% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% | 3.13% |
VUG Vanguard Growth ETF | 0.52% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
Drawdowns
GTLLX vs. VUG - Drawdown Comparison
The maximum GTLLX drawdown since its inception was -54.32%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GTLLX and VUG. For additional features, visit the drawdowns tool.
Volatility
GTLLX vs. VUG - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) is 15.76%, while Vanguard Growth ETF (VUG) has a volatility of 16.77%. This indicates that GTLLX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.