GTTMX vs. GQLVX

Last updated Aug 1, 2026

GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) and GQLVX (Glenmede Quantitative U.S. Large Cap Value Equity Portfolio) are both mutual funds - GTTMX is a Mid Cap Value Equities fund managed by Glenmede, while GQLVX is a Large Cap Value Equities fund managed by Glenmede. Over the past 5 years, GTTMX returned 10.85%/yr vs 10.27%/yr for GQLVX. Their correlation of 0.91 means they have usually moved in the same direction. GTTMX charges 1.83%/yr vs 0.85%/yr for GQLVX.

Performance

GTTMX vs. GQLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTTMX achieves a 14.75% return, which is significantly lower than GQLVX's 16.00% return.

GTTMX

• 1D: 1.27%
• 1M: 4.00%
• 6M: 11.49%
• YTD: 14.75%
• 1Y: 28.60%
• 3Y*: 15.53%
• 5Y*: 10.85%
• 10Y*: 12.36%
• ALL TIME*: 8.86%

GQLVX

• 1D: -0.71%
• 1M: 3.31%
• 6M: 12.12%
• YTD: 16.00%
• 1Y: 29.93%
• 3Y*: 14.77%
• 5Y*: 10.27%
• 10Y*: —
• ALL TIME*: 9.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio	$0.00	$0.00	$0.00
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	$0.00	$0.00	$0.00

GTTMX vs. GQLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	14.75%	18.40%	14.84%	9.39%	-13.90%	41.28%	5.12%	24.18%	-11.99%	0.88%
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio	16.00%	14.97%	10.92%	9.13%	-6.38%	29.26%	-1.79%	27.33%	-14.03%	0.87%

Correlation

The correlation between GTTMX and GQLVX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (All Time) Calculated using the full available price history since Dec 13, 2017	0.91

The correlation between GTTMX and GQLVX shifts across timeframes, from 0.78 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GTTMX vs. GQLVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GTTMX

GTTMX Risk / Return Rank: 80
GTTMX Sharpe Ratio Rank: 75
GTTMX Sortino Ratio Rank: 72
GTTMX Omega Ratio Rank: 68
GTTMX Calmar Ratio Rank: 95
GTTMX Martin Ratio Rank: 93

GQLVX

GQLVX Risk / Return Rank: 91
GQLVX Sharpe Ratio Rank: 91
GQLVX Sortino Ratio Rank: 89
GQLVX Omega Ratio Rank: 84
GQLVX Calmar Ratio Rank: 94
GQLVX Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GTTMX vs. GQLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GTTMX	GQLVX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	2.33	-0.55
Sortino ratio: Return per unit of downside risk	2.46	3.36	-0.90
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.12
Calmar ratio: Return relative to maximum drawdown	4.16	4.14	+0.01
Martin ratio: Return relative to average drawdown	13.70	15.64	-1.93

GTTMX vs. GQLVX - Sharpe Ratio Comparison

The current GTTMX Sharpe Ratio is 1.78, which is comparable to the GQLVX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of GTTMX and GQLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GTTMX vs. GQLVX - Drawdown Comparison

The maximum GTTMX drawdown since its inception was -56.24%, which is greater than GQLVX's maximum drawdown of -42.79%. Use the drawdown chart below to compare losses from any high point for GTTMX and GQLVX.

Drawdown Indicators

	GTTMX	GQLVX	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-42.79%	-13.45%
Max Drawdown (1Y) Largest decline over 1 year	-6.51%	-6.73%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-20.62%	-23.16%	+2.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.12%	-23.16%	-0.96%
Max Drawdown (10Y) Largest decline over 10 years	-44.59%	—	—
Current Drawdown Current decline from peak	0.00%	-0.78%	+0.78%
Average Drawdown Average peak-to-trough decline	-10.18%	-6.96%	-3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	1.80%	+0.17%

Volatility

GTTMX vs. GQLVX - Volatility Comparison

Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) has a higher volatility of 3.44% compared to Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) at 3.20%. This indicates that GTTMX's price experiences larger fluctuations and is considered to be riskier than GQLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTMX	GQLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.44%	3.20%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	11.46%	8.48%	+2.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	12.00%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.29%	17.44%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	20.83%	-0.35%

GTTMX vs. GQLVX - Expense Ratio Comparison

GTTMX has a 1.83% expense ratio, which is higher than GQLVX's 0.85% expense ratio.

Dividends

GTTMX vs. GQLVX - Dividend Comparison

GTTMX's dividend yield for the trailing twelve months is around 16.47%, more than GQLVX's 7.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio	7.04%	7.91%	13.45%	2.41%	6.06%	1.34%	1.88%	1.71%	2.12%	0.21%	0.00%	0.00%
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	16.47%	18.85%	14.45%	5.83%	0.40%	17.50%	11.58%	5.95%	9.88%	3.00%	0.55%	0.59%

Frequently Asked Questions

Can I hold both GTTMX and GQLVX in my portfolio?

GTTMX and GQLVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GTTMX or GQLVX?

GTTMX has higher volatility (3.44%) compared to GQLVX (3.20%). In terms of maximum drawdown, GTTMX dropped -56.24% vs GQLVX's -42.79%.

Which has better risk-adjusted returns?

GQLVX currently has the higher Sharpe Ratio (2.33 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.