MSTQX vs. RESGX
MSTQX (Morningstar U.S. Equity Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 5 years, MSTQX returned 6.04%/yr vs 9.20%/yr for RESGX. Their correlation of 0.87 means they have usually moved in the same direction. Both charge a 0.85% expense ratio.
Performance
MSTQX vs. RESGX - Performance Comparison
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Returns By Period
In the year-to-date period, MSTQX achieves a 7.20% return, which is significantly lower than RESGX's 22.24% return.
MSTQX
- 1D
- 0.79%
- 1M
- 0.63%
- 6M
- 4.49%
- YTD
- 7.20%
- 1Y
- -4.75%
- 3Y*
- 8.21%
- 5Y*
- 6.04%
- 10Y*
- —
- ALL TIME*
- 9.28%
RESGX
- 1D
- 1.34%
- 1M
- -0.41%
- 6M
- 16.73%
- YTD
- 22.24%
- 1Y
- 34.64%
- 3Y*
- 15.81%
- 5Y*
- 9.20%
- 10Y*
- 12.23%
- ALL TIME*
- 12.59%
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 |
MSTQX vs. RESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSTQX Morningstar U.S. Equity Fund | 7.20% | -5.56% | 18.94% | 25.24% | -16.29% | 26.15% | 10.49% | 26.02% | -10.45% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 22.24% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -7.30% |
Correlation
The correlation between MSTQX and RESGX is 0.54, 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. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2018 | 0.87 |
Over the past year, the correlation between MSTQX and RESGX has dropped to 0.54 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
MSTQX vs. RESGX — Risk / Return Rank
MSTQX
RESGX
MSTQX vs. RESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar U.S. Equity Fund (MSTQX) 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.
| MSTQX | RESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.37 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 4.06 | -4.35 |
| Martin ratioReturn relative to average drawdown | -0.55 | 12.85 | -13.40 |
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Drawdowns
MSTQX vs. RESGX - Drawdown Comparison
The maximum MSTQX drawdown since its inception was -36.23%, roughly equal to the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for MSTQX and RESGX.
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Drawdown Indicators
| MSTQX | RESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.23% | -37.80% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -21.58% | -7.84% | -13.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.58% | -20.50% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -23.58% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.80% | — |
Current DrawdownCurrent decline from peak | -10.62% | -4.44% | -6.18% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -4.98% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.43% | 2.50% | +7.93% |
Volatility
MSTQX vs. RESGX - Volatility Comparison
The current volatility for Morningstar U.S. Equity Fund (MSTQX) is 2.92%, while Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a volatility of 3.62%. This indicates that MSTQX 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.
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Volatility by Period
| MSTQX | RESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.62% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 11.33% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 14.97% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 17.31% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 18.65% | +1.91% |
MSTQX vs. RESGX - Expense Ratio Comparison
Both MSTQX and RESGX have an expense ratio of 0.85%.
Dividends
MSTQX vs. RESGX - Dividend Comparison
MSTQX's dividend yield for the trailing twelve months is around 0.64%, less than RESGX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MSTQX Morningstar U.S. Equity Fund | 0.64% | 0.69% | 10.80% | 4.21% | 9.79% | 15.98% | 2.15% | 2.04% | 0.17% | 0.00% | 0.00% |
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 6.97% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% |
Frequently Asked Questions
MSTQX and RESGX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RESGX has higher volatility (3.62%) compared to MSTQX (2.92%). In terms of maximum drawdown, MSTQX dropped -36.23% vs RESGX's -37.80%.
RESGX currently has the higher Sharpe Ratio (2.13 vs -0.31), 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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