JDIEX vs. GTSOX
Compare and contrast key facts about Easterly Hedged Equity Fund (JDIEX) and Glenmede Secured Options Portfolio (GTSOX).
JDIEX is managed by James Alpha Advisors. It was launched on Jul 30, 2015. GTSOX is managed by Glenmede. It was launched on Jun 29, 2010.
Performance
JDIEX vs. GTSOX - Performance Comparison
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JDIEX vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | -2.00% | 11.87% | 17.36% | 14.58% | -2.74% | 11.25% | 7.57% | 12.11% | 1.56% | 6.68% |
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, JDIEX achieves a -2.00% return, which is significantly higher than GTSOX's -2.70% return. Over the past 10 years, JDIEX has outperformed GTSOX with an annualized return of 7.89%, while GTSOX has yielded a comparatively lower 6.85% annualized return.
JDIEX
- 1D
- 0.27%
- 1M
- -2.33%
- YTD
- -2.00%
- 6M
- -0.47%
- 1Y
- 9.96%
- 3Y*
- 12.19%
- 5Y*
- 8.99%
- 10Y*
- 7.89%
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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JDIEX vs. GTSOX - Expense Ratio Comparison
JDIEX has a 1.26% expense ratio, which is higher than GTSOX's 0.85% expense ratio.
Return for Risk
JDIEX vs. GTSOX — Risk / Return Rank
JDIEX
GTSOX
JDIEX vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Hedged Equity Fund (JDIEX) 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.
| JDIEX | GTSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.60 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.96 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.59 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.12 | 3.75 | +1.37 |
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
| JDIEX | GTSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.60 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.47 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.51 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.55 | +0.18 |
Correlation
The correlation between JDIEX and GTSOX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JDIEX vs. GTSOX - Dividend Comparison
JDIEX has not paid dividends to shareholders, while GTSOX's dividend yield for the trailing twelve months is around 7.67%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIEX Easterly Hedged Equity Fund | 0.00% | 0.00% | 0.09% | 0.23% | 2.45% | 10.68% | 8.01% | 1.99% | 10.75% | 2.57% | 0.11% | 0.00% |
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
JDIEX vs. GTSOX - Drawdown Comparison
The maximum JDIEX drawdown since its inception was -17.63%, smaller than the maximum GTSOX drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for JDIEX and GTSOX.
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Drawdown Indicators
| JDIEX | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -29.21% | +11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -11.14% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -22.03% | +4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -17.63% | -29.21% | +11.58% |
Current DrawdownCurrent decline from peak | -3.23% | -6.69% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -2.99% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.77% | +0.03% |
Volatility
JDIEX vs. GTSOX - Volatility Comparison
The current volatility for Easterly Hedged Equity Fund (JDIEX) is 1.82%, while Glenmede Secured Options Portfolio (GTSOX) has a volatility of 3.18%. This indicates that JDIEX 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
| JDIEX | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 3.18% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 4.18% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 13.83% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.24% | 13.14% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 13.42% | -2.72% |