HRSTX vs. GTSOX
Compare and contrast key facts about Rational Tactical Return Fund (HRSTX) and Glenmede Secured Options Portfolio (GTSOX).
HRSTX is managed by Rational Funds. It was launched on Apr 30, 2007. GTSOX is managed by Glenmede. It was launched on Jun 29, 2010.
Performance
HRSTX vs. GTSOX - Performance Comparison
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HRSTX vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSTX Rational Tactical Return Fund | -1.80% | 3.66% | 3.23% | 5.06% | 217.69% | 3.95% | 2.65% | 8.35% | 9.66% | 3.49% |
GTSOX Glenmede Secured Options Portfolio | -2.70% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
Returns By Period
In the year-to-date period, HRSTX achieves a -1.80% return, which is significantly higher than GTSOX's -2.70% return. Over the past 10 years, HRSTX has outperformed GTSOX with an annualized return of 17.14%, while GTSOX has yielded a comparatively lower 6.85% annualized return.
HRSTX
- 1D
- 0.31%
- 1M
- -2.12%
- YTD
- -1.80%
- 6M
- -0.87%
- 1Y
- 1.07%
- 3Y*
- 3.09%
- 5Y*
- 29.21%
- 10Y*
- 17.14%
GTSOX
- 1D
- -0.15%
- 1M
- -4.64%
- YTD
- -2.70%
- 6M
- -0.12%
- 1Y
- 7.74%
- 3Y*
- 8.78%
- 5Y*
- 6.15%
- 10Y*
- 6.85%
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HRSTX vs. GTSOX - Expense Ratio Comparison
HRSTX has a 1.99% expense ratio, which is higher than GTSOX's 0.85% expense ratio.
Return for Risk
HRSTX vs. GTSOX — Risk / Return Rank
HRSTX
GTSOX
HRSTX vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rational Tactical Return Fund (HRSTX) and Glenmede Secured Options Portfolio (GTSOX). 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.
| HRSTX | GTSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.60 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.53 | 0.96 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.59 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.20 | 3.75 | -0.55 |
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
| HRSTX | GTSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.60 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.47 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.51 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.55 | -0.43 |
Correlation
The correlation between HRSTX and GTSOX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HRSTX vs. GTSOX - Dividend Comparison
HRSTX's dividend yield for the trailing twelve months is around 8.48%, more than GTSOX's 7.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRSTX Rational Tactical Return Fund | 8.48% | 6.72% | 4.47% | 5.60% | 2.24% | 3.75% | 2.10% | 3.36% | 1.33% | 5.55% | 13.80% | 4.82% |
GTSOX Glenmede Secured Options Portfolio | 7.67% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
Drawdowns
HRSTX vs. GTSOX - Drawdown Comparison
The maximum HRSTX drawdown since its inception was -69.69%, which is greater than GTSOX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for HRSTX and GTSOX.
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Drawdown Indicators
| HRSTX | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.69% | -29.21% | -40.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.42% | -11.14% | +8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -2.42% | -22.03% | +19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -15.82% | -29.21% | +13.39% |
Current DrawdownCurrent decline from peak | -2.12% | -6.69% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -27.86% | -2.99% | -24.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 1.77% | -1.45% |
Volatility
HRSTX vs. GTSOX - Volatility Comparison
The current volatility for Rational Tactical Return Fund (HRSTX) is 2.12%, while Glenmede Secured Options Portfolio (GTSOX) has a volatility of 3.18%. This indicates that HRSTX experiences smaller price fluctuations and is considered to be less risky than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRSTX | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 3.18% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.26% | 4.18% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.37% | 13.83% | -11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.90% | 13.14% | +84.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.53% | 13.42% | +56.11% |