GTSOX vs. GEQIX
Compare and contrast key facts about Glenmede Secured Options Portfolio (GTSOX) and Glenmede Equity Income Portfolio (GEQIX).
GTSOX is managed by Glenmede. It was launched on Jun 29, 2010. GEQIX is managed by Glenmede. It was launched on Dec 21, 2016.
Performance
GTSOX vs. GEQIX - Performance Comparison
Loading graphics...
GTSOX vs. GEQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | -2.70% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.43% |
GEQIX Glenmede Equity Income Portfolio | -0.00% | 10.27% | 8.75% | 7.85% | -5.20% | 27.51% | 6.72% | 25.12% | -5.44% | 17.58% |
Returns By Period
GTSOX
- 1D
- -0.15%
- 1M
- -4.64%
- YTD
- -2.70%
- 6M
- -0.12%
- 1Y
- 7.74%
- 3Y*
- 8.78%
- 5Y*
- 6.15%
- 10Y*
- 6.85%
GEQIX
- 1D
- -0.14%
- 1M
- -6.17%
- YTD
- -0.00%
- 6M
- 0.14%
- 1Y
- 7.97%
- 3Y*
- 9.15%
- 5Y*
- 7.38%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTSOX vs. GEQIX - Expense Ratio Comparison
Both GTSOX and GEQIX have an expense ratio of 0.85%.
Return for Risk
GTSOX vs. GEQIX — Risk / Return Rank
GTSOX
GEQIX
GTSOX vs. GEQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Secured Options Portfolio (GTSOX) and Glenmede Equity Income Portfolio (GEQIX). 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.
| GTSOX | GEQIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.61 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.95 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.69 | -0.10 |
Martin ratioReturn relative to average drawdown | 3.75 | 3.05 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTSOX | GEQIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.53 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.02 |
Correlation
The correlation between GTSOX and GEQIX is 0.75, 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.
Dividends
GTSOX vs. GEQIX - Dividend Comparison
GTSOX's dividend yield for the trailing twelve months is around 7.67%, less than GEQIX's 16.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | 7.67% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
GEQIX Glenmede Equity Income Portfolio | 16.18% | 16.18% | 9.08% | 7.50% | 4.42% | 5.90% | 1.98% | 1.92% | 4.76% | 1.49% | 0.00% | 0.00% |
Drawdowns
GTSOX vs. GEQIX - Drawdown Comparison
The maximum GTSOX drawdown since its inception was -29.21%, smaller than the maximum GEQIX drawdown of -35.47%. Use the drawdown chart below to compare losses from any high point for GTSOX and GEQIX.
Loading graphics...
Drawdown Indicators
| GTSOX | GEQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.21% | -35.47% | +6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -11.10% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -17.82% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | — | — |
Current DrawdownCurrent decline from peak | -6.69% | -6.17% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -3.97% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.56% | -0.79% |
Volatility
GTSOX vs. GEQIX - Volatility Comparison
The current volatility for Glenmede Secured Options Portfolio (GTSOX) is 3.18%, while Glenmede Equity Income Portfolio (GEQIX) has a volatility of 3.41%. This indicates that GTSOX experiences smaller price fluctuations and is considered to be less risky than GEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTSOX | GEQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.41% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 7.90% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 15.35% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 14.02% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 17.07% | -3.65% |