GTTMX vs. GTLLX

Last updated Jun 3, 2026

GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) and GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) are both mutual funds - GTTMX is a Mid Cap Value Equities fund managed by Glenmede, while GTLLX is a Large Cap Growth Equities fund managed by Glenmede. Over the past 10 years, GTTMX returned 12.31%/yr vs 16.55%/yr for GTLLX. Their correlation of 0.90 suggests significant overlap in exposure. GTTMX charges 1.83%/yr vs 0.85%/yr for GTLLX.

Performance

GTTMX vs. GTLLX - 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 Growth Equity Portfolio (GTLLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTTMX achieves a 12.74% return, which is significantly lower than GTLLX's 20.44% return. Over the past 10 years, GTTMX has underperformed GTLLX with an annualized return of 12.31%, while GTLLX has yielded a comparatively higher 16.55% annualized return.

GTTMX

• 1D: 0.69%
• 1M: 4.45%
• YTD: 12.74%
• 6M: 15.45%
• 1Y: 29.15%
• 3Y*: 17.91%
• 5Y*: 10.18%
• 10Y*: 12.31%

GTLLX

• 1D: 2.71%
• 1M: 12.23%
• YTD: 20.44%
• 6M: 21.70%
• 1Y: 39.37%
• 3Y*: 25.44%
• 5Y*: 14.81%
• 10Y*: 16.55%

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

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	12.74%	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	20.44%	17.44%	20.71%	27.10%	-21.69%	32.91%	18.80%	34.86%	-5.23%	27.83%

Correlation

The correlation between GTTMX and GTLLX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 4, 2007	0.90

The correlation between GTTMX and GTLLX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

Return for Risk

GTTMX vs. GTLLX — Risk / Return Rank

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

GTTMX

GTTMX Risk / Return Rank: 59
GTTMX Sharpe Ratio Rank: 47
GTTMX Sortino Ratio Rank: 44
GTTMX Omega Ratio Rank: 40
GTTMX Calmar Ratio Rank: 88
GTTMX Martin Ratio Rank: 78

GTLLX

GTLLX Risk / Return Rank: 67
GTLLX Sharpe Ratio Rank: 67
GTLLX Sortino Ratio Rank: 59
GTLLX Omega Ratio Rank: 53
GTLLX Calmar Ratio Rank: 79
GTLLX Martin Ratio Rank: 79

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.

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 ratio Return per unit of total volatility	2.02	2.40	-0.38
Sortino ratio Return per unit of downside risk	2.79	3.24	-0.45
Omega ratio Gain probability vs. loss probability	1.34	1.40	-0.06
Calmar ratio Return relative to maximum drawdown	4.31	3.58	+0.73
Martin ratio Return relative to average drawdown	14.61	14.79	-0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTTMX vs. GTLLX - Sharpe Ratio Comparison

The current GTTMX Sharpe Ratio is 2.02, which is comparable to the GTLLX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of GTTMX and GTLLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GTTMX	GTLLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.40	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.51	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.66	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.55	-0.13

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.

Drawdown Indicators

	GTTMX	GTLLX	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-54.32%	-1.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.51%	-10.76%	+4.25%
Max Drawdown (3Y) Largest decline over 3 years	-20.62%	-41.54%	+20.92%
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 Drawdown Current decline from peak	0.00%	-0.82%	+0.82%
Average Drawdown Average peak-to-trough decline	-10.25%	-8.58%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.61%	-0.69%

Volatility

GTTMX vs. GTLLX - Volatility Comparison

The current volatility for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) is 3.98%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 4.99%. 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.

Volatility by Period

	GTTMX	GTLLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	4.99%	-1.01%
Volatility (6M) Calculated over the trailing 6-month period	10.83%	13.30%	-2.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.86%	17.00%	-2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.32%	28.99%	-10.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.50%	25.00%	-4.50%

GTTMX vs. GTLLX - Expense Ratio Comparison

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

Dividends

GTTMX vs. GTLLX - Dividend Comparison

GTTMX's dividend yield for the trailing twelve months is around 16.72%, more than GTLLX's 12.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	12.73%	15.33%	40.42%	4.91%	7.93%	20.20%	15.12%	14.10%	16.97%	2.29%	0.58%	0.61%
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	16.72%	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 GTLLX in my portfolio?

GTTMX and GTLLX have a correlation of 0.82, 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 GTLLX?

GTLLX has higher volatility (4.99%) compared to GTTMX (3.98%). In terms of maximum drawdown, GTTMX dropped -56.24% vs GTLLX's -54.32%.

Which has better risk-adjusted returns?

GTLLX currently has the higher Sharpe Ratio (2.40 vs 2.02), 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.