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RESGX vs. AMFEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RESGX vs. AMFEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and AAMA Equity Fund (AMFEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RESGX achieves a 23.30% return, which is significantly higher than AMFEX's 15.43% return.


RESGX

1D
0.92%
1M
0.46%
6M
16.23%
YTD
23.30%
1Y
34.28%
3Y*
16.86%
5Y*
9.35%
10Y*
12.18%
ALL TIME*
12.67%

AMFEX

1D
0.88%
1M
2.36%
6M
9.05%
YTD
15.43%
1Y
25.49%
3Y*
18.34%
5Y*
11.07%
10Y*
ALL TIME*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

RESGX vs. AMFEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RESGX
Glenmede Responsible ESG U.S. Equity Portfolio
23.30%10.30%11.40%15.59%-14.71%26.58%9.57%24.25%-8.58%
AMFEX
AAMA Equity Fund
15.43%17.33%16.28%17.32%-14.08%22.58%12.70%24.62%-9.60%

Correlation

The correlation between RESGX and AMFEX is 0.74, 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.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2018

0.91

The correlation between RESGX and AMFEX shifts across timeframes, from 0.74 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RESGX vs. AMFEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RESGX
RESGX Risk / Return Rank: 9191
Overall Rank
RESGX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RESGX Sortino Ratio Rank: 9090
Sortino Ratio Rank
RESGX Omega Ratio Rank: 8585
Omega Ratio Rank
RESGX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RESGX Martin Ratio Rank: 9393
Martin Ratio Rank

AMFEX
AMFEX Risk / Return Rank: 9494
Overall Rank
AMFEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AMFEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMFEX Omega Ratio Rank: 9191
Omega Ratio Rank
AMFEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMFEX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RESGX vs. AMFEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and AAMA Equity Fund (AMFEX). 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.


RESGXAMFEXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.05

Calmar ratioReturn relative to maximum drawdown

4.63

4.42

+0.21

Martin ratioReturn relative to average drawdown

14.52

18.45

-3.93

RESGX vs. AMFEX - Sharpe Ratio Comparison

The current RESGX Sharpe Ratio is 2.44, which is comparable to the AMFEX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of RESGX and AMFEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RESGX vs. AMFEX - Drawdown Comparison

The maximum RESGX drawdown since its inception was -37.80%, which is greater than AMFEX's maximum drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for RESGX and AMFEX.


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Drawdown Indicators


RESGXAMFEXDifference

Max Drawdown

Largest peak-to-trough decline

-37.80%

-30.41%

-7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-6.07%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-15.23%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.58%

-21.21%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-37.80%

Current Drawdown

Current decline from peak

-3.61%

0.00%

-3.61%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.23%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

1.45%

+1.05%

Volatility

RESGX vs. AMFEX - Volatility Comparison

Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a higher volatility of 3.53% compared to AAMA Equity Fund (AMFEX) at 2.54%. This indicates that RESGX's price experiences larger fluctuations and is considered to be riskier than AMFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RESGXAMFEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.54%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

7.80%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

10.03%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

14.23%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

16.84%

+1.82%

RESGX vs. AMFEX - Expense Ratio Comparison

RESGX has a 0.85% expense ratio, which is lower than AMFEX's 1.17% expense ratio.


Dividends

RESGX vs. AMFEX - Dividend Comparison

RESGX's dividend yield for the trailing twelve months is around 6.91%, less than AMFEX's 10.39% yield.


PositionTTM2025202420232022202120202019201820172016
AMFEX
AAMA Equity Fund
10.39%11.99%9.19%0.92%4.82%0.22%0.44%0.78%0.83%0.00%0.00%
RESGX
Glenmede Responsible ESG U.S. Equity Portfolio
6.91%8.24%13.38%9.08%8.17%9.98%0.82%1.90%5.09%0.94%0.72%

Frequently Asked Questions


RESGX and AMFEX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RESGX has higher volatility (3.53%) compared to AMFEX (2.54%). In terms of maximum drawdown, RESGX dropped -37.80% vs AMFEX's -30.41%.

AMFEX currently has the higher Sharpe Ratio (2.68 vs 2.44), 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.

Portfolio Optimizer

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