GTLOX vs. GTLLX
Compare and contrast key facts about Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX).
GTLOX is managed by Glenmede. It was launched on Feb 27, 2004. GTLLX is managed by Glenmede. It was launched on Feb 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTLOX or GTLLX.
Correlation
The correlation between GTLOX and GTLLX 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
GTLOX vs. GTLLX - Performance Comparison
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Key characteristics
GTLOX:
-0.54
GTLLX:
0.43
GTLOX:
-0.52
GTLLX:
0.79
GTLOX:
0.89
GTLLX:
1.11
GTLOX:
-0.32
GTLLX:
0.47
GTLOX:
-0.94
GTLLX:
1.62
GTLOX:
15.90%
GTLLX:
6.55%
GTLOX:
27.23%
GTLLX:
23.48%
GTLOX:
-54.09%
GTLLX:
-54.32%
GTLOX:
-38.87%
GTLLX:
-6.11%
Returns By Period
In the year-to-date period, GTLOX achieves a -1.79% return, which is significantly lower than GTLLX's 1.15% return. Over the past 10 years, GTLOX has underperformed GTLLX with an annualized return of -0.33%, while GTLLX has yielded a comparatively higher 12.69% annualized return.
GTLOX
-1.79%
11.39%
-21.47%
-14.60%
-7.25%
-2.01%
-0.33%
GTLLX
1.15%
17.46%
2.77%
10.12%
15.50%
15.10%
12.69%
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GTLOX vs. GTLLX - Expense Ratio Comparison
Both GTLOX and GTLLX have an expense ratio of 0.85%.
Risk-Adjusted Performance
GTLOX vs. GTLLX — Risk-Adjusted Performance Rank
GTLOX
GTLLX
GTLOX vs. GTLLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). 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
GTLOX vs. GTLLX - Dividend Comparison
GTLOX's dividend yield for the trailing twelve months is around 1.02%, while GTLLX has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 1.02% | 1.13% | 1.00% | 1.42% | 0.77% | 1.08% | 1.11% | 1.35% | 0.86% | 1.08% | 1.01% | 0.90% |
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% |
Drawdowns
GTLOX vs. GTLLX - Drawdown Comparison
The maximum GTLOX drawdown since its inception was -54.09%, roughly equal to the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for GTLOX and GTLLX. For additional features, visit the drawdowns tool.
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Volatility
GTLOX vs. GTLLX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) is 5.08%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 6.01%. This indicates that GTLOX experiences smaller price fluctuations and is considered to be less risky than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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