GTSOX vs. NOBL

In the year-to-date period, GTSOX achieves a -1.64% return, which is significantly lower than NOBL's 1.29% return. Over the past 10 years, GTSOX has underperformed NOBL with an annualized return of 0.90%, while NOBL has yielded a comparatively higher 9.40% annualized return.

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GTSOX has a 0.85% expense ratio, which is higher than NOBL's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Glenmede Secured Options Portfolio (GTSOX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.

The current GTSOX Sharpe Ratio is -0.24, which is lower than the NOBL Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of GTSOX and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GTSOX's dividend yield for the trailing twelve months is around 12.55%, more than NOBL's 2.12% yield.

The maximum GTSOX drawdown since its inception was -34.30%, roughly equal to the maximum NOBL drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for GTSOX and NOBL.

The current volatility for Glenmede Secured Options Portfolio (GTSOX) is 1.48%, while ProShares S&P 500 Dividend Aristocrats ETF (NOBL) has a volatility of 4.97%. This indicates that GTSOX experiences smaller price fluctuations and is considered to be less risky than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.