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GTSOX vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSOX vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Secured Options Portfolio (GTSOX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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GTSOX vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

GTSOX
GTSOX Risk / Return Rank: 4343
Overall Rank
GTSOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GTSOX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GTSOX Omega Ratio Rank: 7777
Omega Ratio Rank
GTSOX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GTSOX Martin Ratio Rank: 5252
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 2323
Overall Rank
NOBL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2222
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2424
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2525
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. 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.


GTSOXNOBLDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.41

+0.36

Sortino ratio

Return per unit of downside risk

1.22

0.70

+0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.09

+0.22

Calmar ratio

Return relative to maximum drawdown

0.89

0.54

+0.35

Martin ratio

Return relative to average drawdown

5.59

1.89

+3.70

GTSOX vs. NOBL - Sharpe Ratio Comparison

The current GTSOX Sharpe Ratio is 0.77, which is higher than the NOBL Sharpe Ratio of 0.41. 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.


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Sharpe Ratios by Period


GTSOXNOBLDifference

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.


TTM20252024202320222021202020192018201720162015
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


GTSOXNOBLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.17%

-7.07%

+2.90%

Average Drawdown

Average peak-to-trough decline

-2.99%

-3.45%

+0.46%

Ulcer Index

Depth 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


GTSOXNOBLDifference

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%