PRUIX vs. RESGX

Last updated Jun 25, 2026

PRUIX (T. Rowe Price Equity Index 500 Fund - I Class) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, PRUIX returned 15.54%/yr vs 13.17%/yr for RESGX. Their correlation of 0.90 suggests significant overlap in exposure. PRUIX charges 0.05%/yr vs 0.85%/yr for RESGX.

Performance

PRUIX vs. RESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) 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, PRUIX achieves a 8.17% return, which is significantly lower than RESGX's 24.00% return. Over the past 10 years, PRUIX has outperformed RESGX with an annualized return of 15.54%, while RESGX has yielded a comparatively lower 13.17% annualized return.

PRUIX

• 1D: -1.44%
• 1M: -1.34%
• YTD: 8.17%
• 6M: 6.84%
• 1Y: 22.29%
• 3Y*: 20.75%
• 5Y*: 13.10%
• 10Y*: 15.54%

RESGX

• 1D: -0.50%
• 1M: 1.22%
• YTD: 24.00%
• 6M: 22.25%
• 1Y: 37.80%
• 3Y*: 18.84%
• 5Y*: 9.84%
• 10Y*: 13.17%

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

PRUIX vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRUIX T. Rowe Price Equity Index 500 Fund - I Class	8.17%	17.82%	24.95%	26.24%	-18.14%	28.62%	18.31%	31.63%	-4.44%	21.14%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	24.00%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%

Correlation

The correlation between PRUIX and RESGX is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.90

Over the past year, the correlation between PRUIX and RESGX has dropped to 0.70 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

Return for Risk

PRUIX vs. RESGX — Risk / Return Rank

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

PRUIX

PRUIX Risk / Return Rank: 53
PRUIX Sharpe Ratio Rank: 50
PRUIX Sortino Ratio Rank: 46
PRUIX Omega Ratio Rank: 48
PRUIX Calmar Ratio Rank: 55
PRUIX Martin Ratio Rank: 67

RESGX

RESGX Risk / Return Rank: 89
RESGX Sharpe Ratio Rank: 90
RESGX Sortino Ratio Rank: 85
RESGX Omega Ratio Rank: 81
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.

PRUIX vs. RESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) 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.

	PRUIX	RESGX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.70	-0.80
Sortino ratio: Return per unit of downside risk	2.58	3.67	-1.09
Omega ratio: Gain probability vs. loss probability	1.34	1.47	-0.12
Calmar ratio: Return relative to maximum drawdown	2.67	5.10	-2.43
Martin ratio: Return relative to average drawdown	11.98	17.95	-5.97

PRUIX vs. RESGX - Sharpe Ratio Comparison

The current PRUIX Sharpe Ratio is 1.89, which is comparable to the RESGX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of PRUIX 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

PRUIX vs. RESGX - Drawdown Comparison

The maximum PRUIX drawdown since its inception was -33.80%, smaller than the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for PRUIX and RESGX.

Drawdown Indicators

	PRUIX	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-37.80%	+4.00%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-7.84%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-18.76%	-20.50%	+1.74%
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	-23.58%	-0.94%
Max Drawdown (10Y) Largest decline over 10 years	-33.80%	-37.80%	+4.00%
Current Drawdown Current decline from peak	-3.13%	-3.06%	-0.07%
Average Drawdown Average peak-to-trough decline	-4.22%	-4.99%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	2.21%	-0.23%

Volatility

PRUIX vs. RESGX - Volatility Comparison

The current volatility for T. Rowe Price Equity Index 500 Fund - I Class (PRUIX) is 4.90%, while Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a volatility of 5.75%. This indicates that PRUIX 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

	PRUIX	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	5.75%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	11.71%	-1.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	14.83%	-2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	17.33%	-0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.11%	18.70%	-0.59%

PRUIX vs. RESGX - Expense Ratio Comparison

PRUIX has a 0.05% expense ratio, which is lower than RESGX's 0.85% expense ratio.

Dividends

PRUIX vs. RESGX - Dividend Comparison

PRUIX's dividend yield for the trailing twelve months is around 2.29%, less than RESGX's 6.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PRUIX T. Rowe Price Equity Index 500 Fund - I Class	2.29%	2.44%	1.28%	1.44%	1.69%	1.64%	2.09%	2.25%	2.77%	1.39%	2.16%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.72%	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 PRUIX and RESGX in my portfolio?

PRUIX and RESGX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRUIX or RESGX?

RESGX has higher volatility (5.75%) compared to PRUIX (4.90%). In terms of maximum drawdown, PRUIX dropped -33.80% vs RESGX's -37.80%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.70 vs 1.89), 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.