GWILX vs. FBLEX

Last updated Jun 4, 2026

GWILX (Glenmede Women in Leadership U.S. Equity Portfolio) and FBLEX (Fidelity Series Stock Selector Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, GWILX returned 10.47%/yr vs 11.89%/yr for FBLEX. Their correlation of 0.90 suggests significant overlap in exposure. GWILX charges 0.85%/yr vs 0.01%/yr for FBLEX.

Performance

GWILX vs. FBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GWILX achieves a 1.96% return, which is significantly lower than FBLEX's 8.36% return. Over the past 10 years, GWILX has underperformed FBLEX with an annualized return of 10.47%, while FBLEX has yielded a comparatively higher 11.89% annualized return.

GWILX

• 1D: -0.89%
• 1M: 2.31%
• YTD: 1.96%
• 6M: 0.51%
• 1Y: 9.56%
• 3Y*: 12.63%
• 5Y*: 5.95%
• 10Y*: 10.47%

FBLEX

• 1D: 0.33%
• 1M: 2.07%
• YTD: 8.36%
• 6M: 9.82%
• 1Y: 22.33%
• 3Y*: 19.15%
• 5Y*: 11.55%
• 10Y*: 11.89%

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

GWILX vs. FBLEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GWILX Glenmede Women in Leadership U.S. Equity Portfolio	1.96%	8.19%	15.76%	17.36%	-13.71%	24.45%	7.84%	26.88%	-8.65%	22.90%
FBLEX Fidelity Series Stock Selector Large Cap Value Fund	8.36%	17.06%	18.04%	15.60%	-4.82%	26.83%	4.34%	25.57%	-9.04%	12.38%

Correlation

The correlation between GWILX and FBLEX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.90

The correlation between GWILX and FBLEX shifts across timeframes, from 0.75 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GWILX vs. FBLEX — Risk / Return Rank

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

GWILX

GWILX Risk / Return Rank: 9
GWILX Sharpe Ratio Rank: 9
GWILX Sortino Ratio Rank: 9
GWILX Omega Ratio Rank: 8
GWILX Calmar Ratio Rank: 9
GWILX Martin Ratio Rank: 8

FBLEX

FBLEX Risk / Return Rank: 62
FBLEX Sharpe Ratio Rank: 56
FBLEX Sortino Ratio Rank: 56
FBLEX Omega Ratio Rank: 52
FBLEX Calmar Ratio Rank: 73
FBLEX Martin Ratio Rank: 71

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.

GWILX vs. FBLEX - 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 Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.

	GWILX	FBLEX	Difference
Sharpe ratio: Return per unit of total volatility	0.72	2.20	-1.48
Sortino ratio: Return per unit of downside risk	1.13	3.16	-2.03
Omega ratio: Gain probability vs. loss probability	1.13	1.40	-0.27
Calmar ratio: Return relative to maximum drawdown	0.83	3.35	-2.52
Martin ratio: Return relative to average drawdown	2.39	13.56	-11.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GWILX vs. FBLEX - Sharpe Ratio Comparison

The current GWILX Sharpe Ratio is 0.72, which is lower than the FBLEX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of GWILX and FBLEX, 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

	GWILX	FBLEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	2.20	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.78	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.69	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.73	-0.17

Drawdowns

GWILX vs. FBLEX - Drawdown Comparison

The maximum GWILX drawdown since its inception was -38.22%, roughly equal to the maximum FBLEX drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for GWILX and FBLEX.

Drawdown Indicators

	GWILX	FBLEX	Difference
Max Drawdown Largest peak-to-trough decline	-38.22%	-39.73%	+1.51%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-6.89%	-6.23%
Max Drawdown (3Y) Largest decline over 3 years	-25.73%	-14.71%	-11.02%
Max Drawdown (5Y) Largest decline over 5 years	-25.73%	-19.00%	-6.73%
Max Drawdown (10Y) Largest decline over 10 years	-38.22%	-39.73%	+1.51%
Current Drawdown Current decline from peak	-4.66%	-0.20%	-4.46%
Average Drawdown Average peak-to-trough decline	-5.93%	-3.83%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	1.70%	+2.81%

Volatility

GWILX vs. FBLEX - Volatility Comparison

Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) has a higher volatility of 5.17% compared to Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) at 2.69%. This indicates that GWILX's price experiences larger fluctuations and is considered to be riskier than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GWILX	FBLEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	2.69%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	7.89%	+3.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	10.50%	+4.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	14.79%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	17.40%	+1.75%

GWILX vs. FBLEX - Expense Ratio Comparison

GWILX has a 0.85% expense ratio, which is higher than FBLEX's 0.01% expense ratio.

Dividends

GWILX vs. FBLEX - Dividend Comparison

GWILX's dividend yield for the trailing twelve months is around 92.02%, more than FBLEX's 10.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBLEX Fidelity Series Stock Selector Large Cap Value Fund	10.25%	9.95%	12.63%	5.05%	12.66%	14.51%	3.85%	5.65%	10.97%	7.09%	2.47%	13.81%
GWILX Glenmede Women in Leadership U.S. Equity Portfolio	92.02%	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

Can I hold both GWILX and FBLEX in my portfolio?

GWILX and FBLEX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GWILX or FBLEX?

GWILX has higher volatility (5.17%) compared to FBLEX (2.69%). In terms of maximum drawdown, GWILX dropped -38.22% vs FBLEX's -39.73%.

Which has better risk-adjusted returns?

FBLEX currently has the higher Sharpe Ratio (2.20 vs 0.72), 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.