GWILX vs. RESGX

Last updated Jun 23, 2026

GWILX (Glenmede Women in Leadership U.S. Equity Portfolio) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both mutual funds - GWILX is a Large Cap Value Equities fund managed by Glenmede, while RESGX is a Large Cap Blend Equities fund managed by Glenmede. Over the past 10 years, GWILX returned 10.31%/yr vs 12.85%/yr for RESGX. With a 0.95 correlation, they move nearly in lockstep. Both charge a 0.85% expense ratio.

Performance

GWILX vs. RESGX - 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 Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GWILX achieves a -0.23% return, which is significantly lower than RESGX's 23.62% return. Over the past 10 years, GWILX has underperformed RESGX with an annualized return of 10.31%, while RESGX has yielded a comparatively higher 12.85% annualized return.

GWILX

• 1D: 0.70%
• 1M: -0.34%
• YTD: -0.23%
• 6M: -2.03%
• 1Y: 8.68%
• 3Y*: 10.84%
• 5Y*: 6.20%
• 10Y*: 10.31%

RESGX

• 1D: 0.45%
• 1M: 0.91%
• YTD: 23.62%
• 6M: 21.74%
• 1Y: 40.07%
• 3Y*: 17.88%
• 5Y*: 10.37%
• 10Y*: 12.85%

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

GWILX vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GWILX Glenmede Women in Leadership U.S. Equity Portfolio	-0.23%	8.19%	15.76%	17.36%	-13.71%	24.45%	7.84%	26.88%	-8.65%	22.90%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	23.62%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%

Correlation

The correlation between GWILX and RESGX is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.95

The correlation between GWILX and RESGX shifts across timeframes, from 0.77 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GWILX vs. RESGX — Risk / Return Rank

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

GWILX

GWILX Risk / Return Rank: 7
GWILX Sharpe Ratio Rank: 7
GWILX Sortino Ratio Rank: 7
GWILX Omega Ratio Rank: 7
GWILX Calmar Ratio Rank: 7
GWILX Martin Ratio Rank: 7

RESGX

RESGX Risk / Return Rank: 88
RESGX Sharpe Ratio Rank: 89
RESGX Sortino Ratio Rank: 85
RESGX Omega Ratio Rank: 79
RESGX Calmar Ratio Rank: 94
RESGX Martin Ratio Rank: 93

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. RESGX - 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 Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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	RESGX	Difference
Sharpe ratio: Return per unit of total volatility	0.54	2.72	-2.18
Sortino ratio: Return per unit of downside risk	0.88	3.69	-2.81
Omega ratio: Gain probability vs. loss probability	1.10	1.47	-0.37
Calmar ratio: Return relative to maximum drawdown	0.63	5.14	-4.51
Martin ratio: Return relative to average drawdown	1.78	18.20	-16.42

GWILX vs. RESGX - Sharpe Ratio Comparison

The current GWILX Sharpe Ratio is 0.54, which is lower than the RESGX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of GWILX and RESGX, 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

GWILX vs. RESGX - Drawdown Comparison

The maximum GWILX drawdown since its inception was -38.22%, roughly equal to the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for GWILX and RESGX.

Drawdown Indicators

	GWILX	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-38.22%	-37.80%	-0.42%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-7.84%	-5.28%
Max Drawdown (3Y) Largest decline over 3 years	-25.73%	-20.50%	-5.23%
Max Drawdown (5Y) Largest decline over 5 years	-25.73%	-23.58%	-2.15%
Max Drawdown (10Y) Largest decline over 10 years	-38.22%	-37.80%	-0.42%
Current Drawdown Current decline from peak	-6.71%	-3.35%	-3.36%
Average Drawdown Average peak-to-trough decline	-5.93%	-4.99%	-0.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.58%	2.20%	+2.38%

Volatility

GWILX vs. RESGX - Volatility Comparison

The current volatility for Glenmede Women in Leadership U.S. Equity Portfolio (GWILX) is 5.46%, while Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a volatility of 5.83%. This indicates that GWILX experiences smaller price fluctuations and is considered to be less risky than RESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GWILX	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	5.83%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	11.71%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	15.20%	14.81%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.39%	17.34%	+1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	18.74%	+0.43%

GWILX vs. RESGX - Expense Ratio Comparison

Both GWILX and RESGX have an expense ratio of 0.85%.

Dividends

GWILX vs. RESGX - Dividend Comparison

GWILX's dividend yield for the trailing twelve months is around 94.03%, more than RESGX's 6.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GWILX Glenmede Women in Leadership U.S. Equity Portfolio	94.03%	94.11%	13.95%	5.36%	3.42%	21.17%	0.94%	0.92%	4.73%	1.17%	1.44%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.74%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%

Frequently Asked Questions

Can I hold both GWILX and RESGX in my portfolio?

GWILX and RESGX have a correlation of 0.77, 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 RESGX?

RESGX has higher volatility (5.83%) compared to GWILX (5.46%). In terms of maximum drawdown, GWILX dropped -38.22% vs RESGX's -37.80%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.72 vs 0.54), 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.