GTSOX vs. NOBL
Compare and contrast key facts about Glenmede Secured Options Portfolio (GTSOX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL).
GTSOX is managed by Glenmede. It was launched on Jun 29, 2010. NOBL is a passively managed fund by ProShares that tracks the performance of the S&P 500 Dividend Aristocrats Index. It was launched on Oct 9, 2013.
Performance
GTSOX vs. NOBL - Performance Comparison
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GTSOX vs. NOBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.32% | 6.84% | 6.72% | 8.09% | -6.52% | 25.46% | 8.35% | 27.39% | -3.26% | 21.02% |
Returns By Period
In the year-to-date period, GTSOX achieves a -0.07% return, which is significantly lower than NOBL's 2.32% return. Over the past 10 years, GTSOX has underperformed NOBL with an annualized return of 7.13%, while NOBL has yielded a comparatively higher 9.54% annualized 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%
NOBL
- 1D
- -0.04%
- 1M
- -6.79%
- YTD
- 2.32%
- 6M
- 4.06%
- 1Y
- 6.18%
- 3Y*
- 7.40%
- 5Y*
- 6.30%
- 10Y*
- 9.54%
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GTSOX vs. NOBL - Expense Ratio Comparison
GTSOX has a 0.85% expense ratio, which is higher than NOBL's 0.35% expense ratio.
Return for Risk
GTSOX vs. NOBL — Risk / Return Rank
GTSOX
NOBL
GTSOX vs. NOBL - Risk-Adjusted Trends Comparison
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.
| GTSOX | NOBL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.41 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.70 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.54 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.59 | 1.89 | +3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTSOX | NOBL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.41 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.58 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.64 | -0.08 |
Correlation
The correlation between GTSOX and NOBL is 0.73, 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. NOBL - Dividend Comparison
GTSOX's dividend yield for the trailing twelve months is around 7.47%, more than NOBL's 2.14% 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% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.14% | 2.14% | 2.05% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% |
Drawdowns
GTSOX vs. NOBL - Drawdown Comparison
The maximum GTSOX drawdown since its inception was -29.21%, smaller than the maximum NOBL drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for GTSOX and NOBL.
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Drawdown Indicators
| GTSOX | NOBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.21% | -35.43% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -11.20% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -17.92% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -35.43% | +6.22% |
Current DrawdownCurrent decline from peak | -4.17% | -7.07% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -3.45% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 3.18% | -1.41% |
Volatility
GTSOX vs. NOBL - Volatility Comparison
Glenmede Secured Options Portfolio (GTSOX) has a higher volatility of 4.30% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.55%. This indicates that GTSOX's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTSOX | NOBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.55% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.95% | 8.06% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 15.24% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 14.39% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 16.59% | -3.15% |