GWILX vs. BUFBX
GWILX (Glenmede Women in Leadership U.S. Equity Portfolio) and BUFBX (Buffalo Flexible Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, GWILX returned 10.25%/yr vs 9.85%/yr for BUFBX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. GWILX charges 0.85%/yr vs 1.01%/yr for BUFBX.
Performance
GWILX vs. BUFBX - Performance Comparison
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Returns By Period
In the year-to-date period, GWILX achieves a 3.96% return, which is significantly lower than BUFBX's 14.30% return. Both investments have delivered pretty close results over the past 10 years, with GWILX having a 10.25% annualized return and BUFBX not far behind at 9.85%.
GWILX
- 1D
- -0.88%
- 1M
- 0.11%
- 6M
- 3.01%
- YTD
- 3.96%
- 1Y
- 10.05%
- 3Y*
- 10.86%
- 5Y*
- 6.30%
- 10Y*
- 10.25%
- ALL TIME*
- 10.64%
BUFBX
- 1D
- 0.13%
- 1M
- 3.53%
- 6M
- 9.54%
- YTD
- 14.30%
- 1Y
- 20.62%
- 3Y*
- 12.64%
- 5Y*
- 11.50%
- 10Y*
- 9.85%
- ALL TIME*
- 7.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GWILX vs. BUFBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWILX Glenmede Women in Leadership U.S. Equity Portfolio | 3.96% | 8.19% | 15.76% | 17.36% | -13.71% | 24.45% | 7.84% | 26.88% | -8.65% | 22.90% |
BUFBX Buffalo Flexible Income Fund | 14.30% | 10.37% | 10.26% | 7.42% | 3.97% | 29.97% | -2.27% | 18.76% | -7.01% | 13.20% |
Correlation
The correlation between GWILX and BUFBX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.79 |
Over the past year, the correlation between GWILX and BUFBX has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
GWILX vs. BUFBX — Risk / Return Rank
GWILX
BUFBX
GWILX vs. BUFBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) and Buffalo Flexible Income Fund (BUFBX). 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.
| GWILX | BUFBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 4.42 | -3.83 |
| Martin ratioReturn relative to average drawdown | 1.69 | 14.28 | -12.58 |
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Drawdowns
GWILX vs. BUFBX - Drawdown Comparison
The maximum GWILX drawdown since its inception was -38.22%, roughly equal to the maximum BUFBX drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for GWILX and BUFBX.
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Drawdown Indicators
| GWILX | BUFBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -39.78% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -4.45% | -8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.73% | -12.85% | -12.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -14.67% | -11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -35.51% | -2.71% |
Current DrawdownCurrent decline from peak | -2.79% | 0.00% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -4.71% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 1.38% | +3.24% |
Volatility
GWILX vs. BUFBX - Volatility Comparison
Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) and Buffalo Flexible Income Fund (BUFBX) have volatilities of 3.84% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GWILX | BUFBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.73% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 7.75% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 9.81% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 13.47% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.12% | 15.60% | +3.52% |
GWILX vs. BUFBX - Expense Ratio Comparison
GWILX has a 0.85% expense ratio, which is lower than BUFBX's 1.01% expense ratio.
Dividends
GWILX vs. BUFBX - Dividend Comparison
GWILX's dividend yield for the trailing twelve months is around 89.96%, more than BUFBX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFBX Buffalo Flexible Income Fund | 7.97% | 9.10% | 3.77% | 3.48% | 4.16% | 5.57% | 3.33% | 2.73% | 6.01% | 5.49% | 2.39% | 3.67% |
GWILX Glenmede Women in Leadership U.S. Equity Portfolio | 89.96% | 94.11% | 13.95% | 5.36% | 3.42% | 21.17% | 0.94% | 0.92% | 4.73% | 1.17% | 1.44% | 0.00% |
Frequently Asked Questions
GWILX and BUFBX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GWILX has higher volatility (3.84%) compared to BUFBX (3.73%). In terms of maximum drawdown, GWILX dropped -38.22% vs BUFBX's -39.78%.
BUFBX currently has the higher Sharpe Ratio (2.02 vs 0.51), 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.
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