GTLOX vs. ALSMX
GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, GTLOX returned 11.42%/yr vs 13.04%/yr for ALSMX. Their correlation of 0.90 suggests significant overlap in exposure. GTLOX charges 0.85%/yr vs 0.96%/yr for ALSMX.
Performance
GTLOX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, GTLOX achieves a 22.20% return, which is significantly lower than ALSMX's 26.78% return.
GTLOX
- 1D
- 0.84%
- 1M
- 4.47%
- YTD
- 22.20%
- 6M
- 21.09%
- 1Y
- 42.25%
- 3Y*
- 20.68%
- 5Y*
- 11.42%
- 10Y*
- 12.98%
ALSMX
- 1D
- 1.11%
- 1M
- 2.14%
- YTD
- 26.78%
- 6M
- 24.82%
- 1Y
- 42.31%
- 3Y*
- 25.23%
- 5Y*
- 13.04%
- 10Y*
- —
GTLOX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 22.20% | 14.39% | 13.86% | 16.66% | -15.37% | 27.05% | 7.41% | 0.25% |
ALSMX Archer Multi Cap Fund | 26.78% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% | 0.00% |
Correlation
The correlation between GTLOX and ALSMX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.90 |
The correlation between GTLOX and ALSMX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
GTLOX vs. ALSMX — Risk / Return Rank
GTLOX
ALSMX
GTLOX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) and Archer Multi Cap Fund (ALSMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTLOX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.45 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.85 | 4.65 | +1.20 |
| Martin ratioReturn relative to average drawdown | 24.67 | 19.79 | +4.88 |
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Drawdowns
GTLOX vs. ALSMX - Drawdown Comparison
The maximum GTLOX drawdown since its inception was -54.09%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for GTLOX and ALSMX.
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Drawdown Indicators
| GTLOX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.09% | -97.87% | +43.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.47% | -9.42% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -32.85% | -97.87% | +65.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.85% | -97.87% | +65.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.15% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -96.39% | +95.85% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -28.53% | +20.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.21% | -0.45% |
Volatility
GTLOX vs. ALSMX - Volatility Comparison
Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) and Archer Multi Cap Fund (ALSMX) have volatilities of 6.13% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTLOX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 6.33% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 14.20% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 16.98% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 1,292.58% | -1,270.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 1,136.02% | -1,115.05% |
GTLOX vs. ALSMX - Expense Ratio Comparison
GTLOX has a 0.85% expense ratio, which is lower than ALSMX's 0.96% expense ratio.
Dividends
GTLOX vs. ALSMX - Dividend Comparison
GTLOX's dividend yield for the trailing twelve months is around 14.65%, more than ALSMX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 5.65% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 14.65% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
Frequently Asked Questions
GTLOX and ALSMX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (6.33%) compared to GTLOX (6.13%). In terms of maximum drawdown, GTLOX dropped -54.09% vs ALSMX's -97.87%.
GTLOX currently has the higher Sharpe Ratio (2.99 vs 2.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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