QKACX vs. GTLOX
QKACX (Federated Hermes MDT All Cap Core Fund Class R6) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, QKACX returned 16.81%/yr vs 12.23%/yr for GTLOX. Their correlation of 0.91 means they have usually moved in the same direction. QKACX charges 0.73%/yr vs 0.85%/yr for GTLOX.
Performance
QKACX vs. GTLOX - Performance Comparison
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Returns By Period
In the year-to-date period, QKACX achieves a 8.83% return, which is significantly lower than GTLOX's 21.11% return. Over the past 10 years, QKACX has outperformed GTLOX with an annualized return of 16.81%, while GTLOX has yielded a comparatively lower 12.23% annualized return.
QKACX
- 1D
- 0.46%
- 1M
- 1.30%
- 6M
- 8.51%
- YTD
- 8.83%
- 1Y
- 16.87%
- 3Y*
- 22.52%
- 5Y*
- 14.99%
- 10Y*
- 16.81%
- ALL TIME*
- 10.20%
GTLOX
- 1D
- 0.25%
- 1M
- 0.51%
- 6M
- 15.82%
- YTD
- 21.11%
- 1Y
- 38.54%
- 3Y*
- 17.60%
- 5Y*
- 10.63%
- 10Y*
- 12.23%
- ALL TIME*
- 10.30%
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 |
QKACX vs. GTLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QKACX Federated Hermes MDT All Cap Core Fund Class R6 | 8.83% | 21.16% | 31.05% | 23.55% | -14.17% | 31.45% | 22.00% | 26.88% | -2.65% | 21.15% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 21.11% | 14.39% | 13.86% | 16.66% | -15.37% | 27.05% | 7.41% | 23.27% | -7.97% | 24.78% |
Correlation
The correlation between QKACX and GTLOX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.91 |
Over the past year, the correlation between QKACX and GTLOX has dropped to 0.36 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
QKACX vs. GTLOX — Risk / Return Rank
QKACX
GTLOX
QKACX vs. GTLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund Class R6 (QKACX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). 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.
| QKACX | GTLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 4.97 | -3.08 |
| Martin ratioReturn relative to average drawdown | 8.19 | 20.11 | -11.91 |
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Drawdowns
QKACX vs. GTLOX - Drawdown Comparison
The maximum QKACX drawdown since its inception was -60.51%, which is greater than GTLOX's maximum drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for QKACX and GTLOX.
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Drawdown Indicators
| QKACX | GTLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.51% | -54.09% | -6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -7.47% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -32.85% | +13.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -32.85% | +9.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -38.15% | +1.68% |
Current DrawdownCurrent decline from peak | 0.00% | -1.42% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -8.28% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.86% | +0.14% |
Volatility
QKACX vs. GTLOX - Volatility Comparison
Federated Hermes MDT All Cap Core Fund Class R6 (QKACX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) have volatilities of 3.13% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QKACX | GTLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.22% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 11.66% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 14.87% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 21.97% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 20.92% | -2.28% |
QKACX vs. GTLOX - Expense Ratio Comparison
QKACX has a 0.73% expense ratio, which is lower than GTLOX's 0.85% expense ratio.
Dividends
QKACX vs. GTLOX - Dividend Comparison
QKACX's dividend yield for the trailing twelve months is around 4.34%, less than GTLOX's 14.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 14.72% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
QKACX Federated Hermes MDT All Cap Core Fund Class R6 | 4.34% | 4.72% | 8.90% | 1.45% | 11.20% | 17.85% | 3.09% | 3.41% | 8.83% | 0.74% | 0.00% | 0.52% |
Frequently Asked Questions
QKACX and GTLOX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTLOX has higher volatility (3.22%) compared to QKACX (3.13%). In terms of maximum drawdown, QKACX dropped -60.51% vs GTLOX's -54.09%.
GTLOX currently has the higher Sharpe Ratio (2.50 vs 1.28), 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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