GTTMX vs. GTLLX
Compare and contrast key facts about Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX).
GTTMX is managed by Glenmede. It was launched on Dec 21, 2006. GTLLX is managed by Glenmede. It was launched on Feb 27, 2004.
Performance
GTTMX vs. GTLLX - Performance Comparison
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GTTMX vs. GTLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 0.94% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 24.18% | -11.99% | 22.88% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | -3.91% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
Returns By Period
In the year-to-date period, GTTMX achieves a 0.94% return, which is significantly higher than GTLLX's -3.91% return. Over the past 10 years, GTTMX has underperformed GTLLX with an annualized return of 11.20%, while GTLLX has yielded a comparatively higher 13.87% annualized return.
GTTMX
- 1D
- 2.69%
- 1M
- -3.07%
- YTD
- 0.94%
- 6M
- 5.22%
- 1Y
- 21.31%
- 3Y*
- 12.87%
- 5Y*
- 9.27%
- 10Y*
- 11.20%
GTLLX
- 1D
- 3.87%
- 1M
- -4.30%
- YTD
- -3.91%
- 6M
- -1.68%
- 1Y
- 20.37%
- 3Y*
- 16.61%
- 5Y*
- 10.38%
- 10Y*
- 13.87%
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GTTMX vs. GTLLX - Expense Ratio Comparison
GTTMX has a 1.83% expense ratio, which is higher than GTLLX's 0.85% expense ratio.
Return for Risk
GTTMX vs. GTLLX — Risk / Return Rank
GTTMX
GTLLX
GTTMX vs. GTLLX - 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 Growth Equity Portfolio (GTLLX). 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.
| GTTMX | GTLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.95 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.48 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.29 | +0.11 |
Martin ratioReturn relative to average drawdown | 6.46 | 5.23 | +1.23 |
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
| GTTMX | GTLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.95 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.36 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.50 | -0.11 |
Correlation
The correlation between GTTMX and GTLLX is 0.90, 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
GTTMX vs. GTLLX - Dividend Comparison
GTTMX's dividend yield for the trailing twelve months is around 18.67%, more than GTLLX's 15.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 18.67% | 18.85% | 14.45% | 5.83% | 0.40% | 17.50% | 11.58% | 5.95% | 9.88% | 3.00% | 0.55% | 0.59% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 15.95% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
Drawdowns
GTTMX vs. GTLLX - Drawdown Comparison
The maximum GTTMX drawdown since its inception was -56.24%, roughly equal to the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for GTTMX and GTLLX.
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Drawdown Indicators
| GTTMX | GTLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -54.32% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -12.16% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -41.54% | +17.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -41.54% | -3.05% |
Current DrawdownCurrent decline from peak | -3.99% | -20.87% | +16.88% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -8.56% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.20% | -0.28% |
Volatility
GTTMX vs. GTLLX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) is 5.53%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 6.78%. This indicates that GTTMX experiences smaller price fluctuations and is considered to be less risky than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTTMX | GTLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 6.78% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 13.31% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 22.44% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 28.90% | -10.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 24.92% | -4.44% |