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GTSOX vs. IPSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSOX vs. IPSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Secured Options Portfolio (GTSOX) and IPS Strategic Capital Absolute Return Fund (IPSAX). The values are adjusted to include any dividend payments, if applicable.

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GTSOX vs. IPSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTSOX
Glenmede Secured Options Portfolio
-2.70%7.73%13.79%14.59%-11.69%18.06%4.22%18.45%-4.68%5.96%
IPSAX
IPS Strategic Capital Absolute Return Fund
-9.12%9.13%16.99%16.10%-16.02%18.27%3.11%14.20%-5.36%13.56%

Returns By Period

In the year-to-date period, GTSOX achieves a -2.70% return, which is significantly higher than IPSAX's -9.12% return.


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%

IPSAX

1D
-0.22%
1M
-8.57%
YTD
-9.12%
6M
-9.28%
1Y
1.57%
3Y*
9.47%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTSOX vs. IPSAX - Expense Ratio Comparison

GTSOX has a 0.85% expense ratio, which is lower than IPSAX's 1.50% expense ratio.


Return for Risk

GTSOX vs. IPSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTSOX
GTSOX Risk / Return Rank: 3434
Overall Rank
GTSOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GTSOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GTSOX Omega Ratio Rank: 6565
Omega Ratio Rank
GTSOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GTSOX Martin Ratio Rank: 3535
Martin Ratio Rank

IPSAX
IPSAX Risk / Return Rank: 77
Overall Rank
IPSAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IPSAX Sortino Ratio Rank: 77
Sortino Ratio Rank
IPSAX Omega Ratio Rank: 77
Omega Ratio Rank
IPSAX Calmar Ratio Rank: 77
Calmar Ratio Rank
IPSAX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTSOX vs. IPSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Secured Options Portfolio (GTSOX) and IPS Strategic Capital Absolute Return Fund (IPSAX). 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.


GTSOXIPSAXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.14

+0.46

Sortino ratio

Return per unit of downside risk

0.96

0.29

+0.67

Omega ratio

Gain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratio

Return relative to maximum drawdown

0.59

0.05

+0.54

Martin ratio

Return relative to average drawdown

3.75

0.17

+3.58

GTSOX vs. IPSAX - Sharpe Ratio Comparison

The current GTSOX Sharpe Ratio is 0.60, which is higher than the IPSAX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of GTSOX and IPSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTSOXIPSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.14

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.00

+0.47

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

0.00

+0.54

Correlation

The correlation between GTSOX and IPSAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GTSOX vs. IPSAX - Dividend Comparison

GTSOX's dividend yield for the trailing twelve months is around 7.67%, less than IPSAX's 16.29% yield.


TTM20252024202320222021202020192018201720162015
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%
IPSAX
IPS Strategic Capital Absolute Return Fund
16.29%14.81%13.88%0.00%12.04%5.18%0.46%9.23%0.00%9.16%0.69%0.00%

Drawdowns

GTSOX vs. IPSAX - Drawdown Comparison

The maximum GTSOX drawdown since its inception was -29.21%, smaller than the maximum IPSAX drawdown of -98.83%. Use the drawdown chart below to compare losses from any high point for GTSOX and IPSAX.


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Drawdown Indicators


GTSOXIPSAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.21%

-98.83%

+69.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-12.09%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-98.83%

+76.80%

Max Drawdown (10Y)

Largest decline over 10 years

-29.21%

Current Drawdown

Current decline from peak

-6.69%

-98.73%

+92.04%

Average Drawdown

Average peak-to-trough decline

-2.99%

-15.94%

+12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.58%

-1.81%

Volatility

GTSOX vs. IPSAX - Volatility Comparison

Glenmede Secured Options Portfolio (GTSOX) and IPS Strategic Capital Absolute Return Fund (IPSAX) have volatilities of 3.18% and 3.14%, 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


GTSOXIPSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.14%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

7.99%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

12.95%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

3,885.75%

-3,872.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

2,754.10%

-2,740.68%