RESGX vs. GQLVX
Compare and contrast key facts about Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX).
RESGX is managed by Glenmede. It was launched on Dec 22, 2015. GQLVX is managed by Glenmede. It was launched on Nov 13, 2017.
Performance
RESGX vs. GQLVX - Performance Comparison
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RESGX vs. GQLVX - 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% | 0.93% |
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 2.79% | 14.97% | 10.92% | 9.13% | -6.38% | 29.26% | -1.79% | 27.33% | -14.03% | 0.87% |
Returns By Period
In the year-to-date period, RESGX achieves a 6.08% return, which is significantly higher than GQLVX's 2.79% 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%
GQLVX
- 1D
- 1.71%
- 1M
- -4.01%
- YTD
- 2.79%
- 6M
- 6.81%
- 1Y
- 17.98%
- 3Y*
- 12.68%
- 5Y*
- 8.37%
- 10Y*
- —
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RESGX vs. GQLVX - Expense Ratio Comparison
Both RESGX and GQLVX have an expense ratio of 0.85%.
Return for Risk
RESGX vs. GQLVX — Risk / Return Rank
RESGX
GQLVX
RESGX vs. GQLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX). 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 | GQLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.05 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.54 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.33 | +0.28 |
Martin ratioReturn relative to average drawdown | 6.82 | 6.01 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RESGX | GQLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.05 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.37 | +0.24 |
Correlation
The correlation between RESGX and GQLVX is 0.91, 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. GQLVX - Dividend Comparison
RESGX's dividend yield for the trailing twelve months is around 7.77%, which matches GQLVX's 7.70% 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% |
GQLVX Glenmede Quantitative U.S. Large Cap Value Equity Portfolio | 7.70% | 7.91% | 13.45% | 2.41% | 6.06% | 1.34% | 1.88% | 1.71% | 2.12% | 0.21% | 0.00% |
Drawdowns
RESGX vs. GQLVX - Drawdown Comparison
The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum GQLVX drawdown of -42.79%. Use the drawdown chart below to compare losses from any high point for RESGX and GQLVX.
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Drawdown Indicators
| RESGX | GQLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -42.79% | +4.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -12.57% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -23.16% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | — | — |
Current DrawdownCurrent decline from peak | -4.26% | -4.28% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -7.20% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.78% | +0.25% |
Volatility
RESGX vs. GQLVX - Volatility Comparison
Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a higher volatility of 4.82% compared to Glenmede Quantitative U.S. Large Cap Value Equity Portfolio (GQLVX) at 4.09%. This indicates that RESGX's price experiences larger fluctuations and is considered to be riskier than GQLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RESGX | GQLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.09% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 9.11% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 17.23% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 17.58% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 21.14% | -2.49% |