RESGX vs. FLCPX

Last updated Apr 2, 2026

Compare and contrast key facts about Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX).

RESGX is managed by Glenmede. It was launched on Dec 22, 2015. FLCPX is managed by Fidelity. It was launched on Feb 2, 2016.

Performance

RESGX vs. FLCPX - Performance Comparison

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

RESGX vs. FLCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.08%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	-4.33%	17.84%	25.08%	26.25%	-18.06%	28.61%	18.24%	31.59%	-4.38%	21.74%

Returns By Period

In the year-to-date period, RESGX achieves a 6.08% return, which is significantly higher than FLCPX's -4.33% return. Over the past 10 years, RESGX has underperformed FLCPX with an annualized return of 11.24%, while FLCPX has yielded a comparatively higher 14.08% annualized return.

RESGX

• 1D: 2.52%
• 1M: -0.98%
• YTD: 6.08%
• 6M: 8.96%
• 1Y: 22.92%
• 3Y*: 12.86%
• 5Y*: 7.19%
• 10Y*: 11.24%

FLCPX

• 1D: 2.92%
• 1M: -5.03%
• YTD: -4.33%
• 6M: -2.15%
• 1Y: 17.32%
• 3Y*: 18.33%
• 5Y*: 11.79%
• 10Y*: 14.08%

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

RESGX vs. FLCPX - Expense Ratio Comparison

RESGX has a 0.85% expense ratio, which is higher than FLCPX's 0.02% expense ratio.

RESGX

Glenmede Responsible ESG U.S. Equity Portfolio

FLCPX

Fidelity SAI U.S. Large Cap Index Fund

Return for Risk

RESGX vs. FLCPX — Risk / Return Rank

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

RESGX

RESGX Risk / Return Rank: 62
RESGX Sharpe Ratio Rank: 63
RESGX Sortino Ratio Rank: 64
RESGX Omega Ratio Rank: 61
RESGX Calmar Ratio Rank: 60
RESGX Martin Ratio Rank: 64

FLCPX

FLCPX Risk / Return Rank: 54
FLCPX Sharpe Ratio Rank: 48
FLCPX Sortino Ratio Rank: 52
FLCPX Omega Ratio Rank: 55
FLCPX Calmar Ratio Rank: 52
FLCPX Martin Ratio Rank: 65

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.

RESGX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.

	RESGX	FLCPX	Difference
Sharpe ratio Return per unit of total volatility	1.23	0.98	+0.25
Sortino ratio Return per unit of downside risk	1.79	1.50	+0.29
Omega ratio Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio Return relative to maximum drawdown	1.60	1.33	+0.28
Martin ratio Return relative to average drawdown	6.82	6.39	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RESGX vs. FLCPX - Sharpe Ratio Comparison

The current RESGX Sharpe Ratio is 1.23, which is comparable to the FLCPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RESGX and FLCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RESGX	FLCPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	0.98	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.70	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.78	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.84	-0.22

Correlation

The correlation between RESGX and FLCPX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RESGX vs. FLCPX - Dividend Comparison

RESGX's dividend yield for the trailing twelve months is around 7.77%, more than FLCPX's 0.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	7.77%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	0.59%	0.56%	6.11%	7.05%	11.23%	10.38%	3.93%	1.74%	2.18%	1.57%	0.76%

Drawdowns

RESGX vs. FLCPX - Drawdown Comparison

The maximum RESGX drawdown since its inception was -37.80%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for RESGX and FLCPX.

Drawdown Indicators

	RESGX	FLCPX	Difference
Max Drawdown Largest peak-to-trough decline	-37.80%	-33.87%	-3.93%
Max Drawdown (1Y) Largest decline over 1 year	-12.66%	-12.14%	-0.52%
Max Drawdown (5Y) Largest decline over 5 years	-23.58%	-24.40%	+0.82%
Max Drawdown (10Y) Largest decline over 10 years	-37.80%	-33.87%	-3.93%
Current Drawdown Current decline from peak	-4.26%	-6.23%	+1.97%
Average Drawdown Average peak-to-trough decline	-5.08%	-4.24%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.53%	+0.50%

Volatility

RESGX vs. FLCPX - Volatility Comparison

The current volatility for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is 4.82%, while Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a volatility of 5.34%. This indicates that RESGX experiences smaller price fluctuations and is considered to be less risky than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RESGX	FLCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	5.34%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	9.53%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	19.07%	18.33%	+0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.17%	17.08%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.65%	18.15%	+0.50%