MEGIX vs. GTLLX
MEGIX (Morgan Stanley Growth Portfolio) and GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, MEGIX returned -1.72%/yr vs 13.35%/yr for GTLLX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 0.85%/yr for GTLLX.
Performance
MEGIX vs. GTLLX - Performance Comparison
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Returns By Period
In the year-to-date period, MEGIX achieves a -10.79% return, which is significantly lower than GTLLX's 21.57% return.
MEGIX
- 1D
- -2.16%
- 1M
- -8.12%
- 6M
- -2.53%
- YTD
- -10.79%
- 1Y
- -6.05%
- 3Y*
- 23.24%
- 5Y*
- -1.72%
- 10Y*
- —
- ALL TIME*
- 15.07%
GTLLX
- 1D
- 0.85%
- 1M
- -0.06%
- 6M
- 19.60%
- YTD
- 21.57%
- 1Y
- 33.91%
- 3Y*
- 22.75%
- 5Y*
- 13.35%
- 10Y*
- 16.32%
- ALL TIME*
- 12.47%
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 |
MEGIX vs. GTLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -10.79% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 21.57% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 24.65% |
Correlation
The correlation between MEGIX and GTLLX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.74 |
The correlation between MEGIX and GTLLX has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
MEGIX vs. GTLLX — Risk / Return Rank
MEGIX
GTLLX
MEGIX vs. GTLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). 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.
| MEGIX | GTLLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.29 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 3.02 | -3.36 |
| Martin ratioReturn relative to average drawdown | -0.65 | 11.21 | -11.86 |
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Drawdowns
MEGIX vs. GTLLX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than GTLLX's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for MEGIX and GTLLX.
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Drawdown Indicators
| MEGIX | GTLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -54.32% | -15.67% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -10.76% | -17.27% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -41.54% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -41.54% | -28.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.54% | — |
Current DrawdownCurrent decline from peak | -20.54% | -2.83% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -8.54% | -14.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.69% | 2.89% | +11.80% |
Volatility
MEGIX vs. GTLLX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.39% compared to Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) at 5.24%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGIX | GTLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 5.24% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 15.43% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 18.85% | +11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 29.22% | +10.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 25.10% | +9.55% |
MEGIX vs. GTLLX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than GTLLX's 0.85% expense ratio.
Dividends
MEGIX vs. GTLLX - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.65%, which matches GTLLX's 12.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 12.61% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
MEGIX Morgan Stanley Growth Portfolio | 12.65% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MEGIX and GTLLX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEGIX has higher volatility (7.39%) compared to GTLLX (5.24%). In terms of maximum drawdown, MEGIX dropped -69.99% vs GTLLX's -54.32%.
GTLLX currently has the higher Sharpe Ratio (1.73 vs -0.32), 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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