GTSOX vs. JHQTX
Compare and contrast key facts about Glenmede Secured Options Portfolio (GTSOX) and JPMorgan Hedged Equity 3 Fund (JHQTX).
GTSOX is managed by Glenmede. It was launched on Jun 29, 2010. JHQTX is managed by JPMorgan. It was launched on Feb 25, 2021.
Performance
GTSOX vs. JHQTX - Performance Comparison
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GTSOX vs. JHQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 15.98% |
JHQTX JPMorgan Hedged Equity 3 Fund | -3.00% | 9.32% | 16.76% | 18.60% | -14.49% | 13.16% |
Returns By Period
In the year-to-date period, GTSOX achieves a -0.07% return, which is significantly higher than JHQTX's -3.00% return.
GTSOX
- 1D
- 2.70%
- 1M
- -2.07%
- YTD
- -0.07%
- 6M
- 2.52%
- 1Y
- 10.07%
- 3Y*
- 9.75%
- 5Y*
- 6.60%
- 10Y*
- 7.13%
JHQTX
- 1D
- 1.50%
- 1M
- -2.96%
- YTD
- -3.00%
- 6M
- -0.33%
- 1Y
- 9.68%
- 3Y*
- 12.41%
- 5Y*
- 6.59%
- 10Y*
- —
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GTSOX vs. JHQTX - Expense Ratio Comparison
GTSOX has a 0.85% expense ratio, which is higher than JHQTX's 0.60% expense ratio.
Return for Risk
GTSOX vs. JHQTX — Risk / Return Rank
GTSOX
JHQTX
GTSOX vs. JHQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Secured Options Portfolio (GTSOX) and JPMorgan Hedged Equity 3 Fund (JHQTX). 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 | JHQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.07 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.60 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.71 | -0.82 |
Martin ratioReturn relative to average drawdown | 5.59 | 6.76 | -1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTSOX | JHQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.07 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.74 | -0.18 |
Correlation
The correlation between GTSOX and JHQTX is 0.84, 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. JHQTX - Dividend Comparison
GTSOX's dividend yield for the trailing twelve months is around 7.47%, more than JHQTX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | 7.47% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
JHQTX JPMorgan Hedged Equity 3 Fund | 0.51% | 0.50% | 0.70% | 0.94% | 1.99% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTSOX vs. JHQTX - Drawdown Comparison
The maximum GTSOX drawdown since its inception was -29.21%, which is greater than JHQTX's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for GTSOX and JHQTX.
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Drawdown Indicators
| GTSOX | JHQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.21% | -18.72% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -5.98% | -5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -18.72% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | — | — |
Current DrawdownCurrent decline from peak | -4.17% | -4.37% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -4.25% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.51% | +0.26% |
Volatility
GTSOX vs. JHQTX - Volatility Comparison
Glenmede Secured Options Portfolio (GTSOX) has a higher volatility of 4.30% compared to JPMorgan Hedged Equity 3 Fund (JHQTX) at 2.92%. This indicates that GTSOX's price experiences larger fluctuations and is considered to be riskier than JHQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTSOX | JHQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.92% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 4.95% | 5.80% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 9.50% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 9.69% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 9.66% | +3.78% |