RESGX vs. GTCIX

Last updated Jun 4, 2026

RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) and GTCIX (Glenmede Quantitative International Equity Portfolio) are both mutual funds - RESGX is a Large Cap Blend Equities fund managed by Glenmede, while GTCIX is a Foreign Large Cap Equities fund managed by Glenmede. Over the past 10 years, RESGX returned 13.16%/yr vs 9.22%/yr for GTCIX. A 0.65 correlation means they provide meaningful diversification when combined. RESGX charges 0.85%/yr vs 1.00%/yr for GTCIX.

Performance

RESGX vs. GTCIX - Performance Comparison

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

Returns By Period

In the year-to-date period, RESGX achieves a 27.79% return, which is significantly higher than GTCIX's 10.50% return. Over the past 10 years, RESGX has outperformed GTCIX with an annualized return of 13.16%, while GTCIX has yielded a comparatively lower 9.22% annualized return.

RESGX

• 1D: 2.80%
• 1M: 10.96%
• YTD: 27.79%
• 6M: 28.15%
• 1Y: 44.13%
• 3Y*: 20.42%
• 5Y*: 10.42%
• 10Y*: 13.16%

GTCIX

• 1D: 0.40%
• 1M: 2.26%
• YTD: 10.50%
• 6M: 13.19%
• 1Y: 30.05%
• 3Y*: 22.69%
• 5Y*: 12.18%
• 10Y*: 9.22%

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

RESGX vs. GTCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	27.79%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%
GTCIX Glenmede Quantitative International Equity Portfolio	10.50%	39.90%	8.60%	19.16%	-11.88%	12.56%	1.86%	18.00%	-16.26%	22.46%

Correlation

The correlation between RESGX and GTCIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.65

Over the past year, the correlation between RESGX and GTCIX has dropped to 0.43 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

Return for Risk

RESGX vs. GTCIX — Risk / Return Rank

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

RESGX

RESGX Risk / Return Rank: 91
RESGX Sharpe Ratio Rank: 93
RESGX Sortino Ratio Rank: 89
RESGX Omega Ratio Rank: 83
RESGX Calmar Ratio Rank: 95
RESGX Martin Ratio Rank: 94

GTCIX

GTCIX Risk / Return Rank: 69
GTCIX Sharpe Ratio Rank: 78
GTCIX Sortino Ratio Rank: 75
GTCIX Omega Ratio Rank: 72
GTCIX Calmar Ratio Rank: 64
GTCIX Martin Ratio Rank: 54

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. GTCIX - 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 International Equity Portfolio (GTCIX). 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	GTCIX	Difference
Sharpe ratio Return per unit of total volatility	3.21	2.55	+0.65
Sortino ratio Return per unit of downside risk	4.33	3.61	+0.72
Omega ratio Gain probability vs. loss probability	1.56	1.48	+0.08
Calmar ratio Return relative to maximum drawdown	5.89	3.08	+2.81
Martin ratio Return relative to average drawdown	21.39	11.04	+10.34
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. GTCIX - Sharpe Ratio Comparison

The current RESGX Sharpe Ratio is 3.21, which is comparable to the GTCIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of RESGX and GTCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RESGX	GTCIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.21	2.55	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.91	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.60	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.32	+0.39

Drawdowns

RESGX vs. GTCIX - Drawdown Comparison

The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum GTCIX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for RESGX and GTCIX.

Drawdown Indicators

	RESGX	GTCIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.80%	-63.63%	+25.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	-9.63%	+1.79%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-13.06%	-7.44%
Max Drawdown (5Y) Largest decline over 5 years	-23.58%	-26.23%	+2.65%
Max Drawdown (10Y) Largest decline over 10 years	-37.80%	-39.50%	+1.70%
Current Drawdown Current decline from peak	0.00%	-1.81%	+1.81%
Average Drawdown Average peak-to-trough decline	-5.00%	-13.12%	+8.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.67%	-0.52%

Volatility

RESGX vs. GTCIX - Volatility Comparison

Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) has a higher volatility of 5.45% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 3.01%. This indicates that RESGX's price experiences larger fluctuations and is considered to be riskier than GTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RESGX	GTCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	3.01%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	9.35%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	11.63%	+2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.26%	13.47%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	15.35%	+3.36%

RESGX vs. GTCIX - Expense Ratio Comparison

RESGX has a 0.85% expense ratio, which is lower than GTCIX's 1.00% expense ratio.

Dividends

RESGX vs. GTCIX - Dividend Comparison

RESGX's dividend yield for the trailing twelve months is around 6.52%, more than GTCIX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTCIX Glenmede Quantitative International Equity Portfolio	4.24%	4.50%	9.25%	2.75%	3.14%	3.09%	2.08%	2.95%	2.62%	1.75%	1.83%	0.71%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.52%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%	0.00%

Frequently Asked Questions

Can I hold both RESGX and GTCIX in my portfolio?

RESGX and GTCIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RESGX or GTCIX?

RESGX has higher volatility (5.45%) compared to GTCIX (3.01%). In terms of maximum drawdown, RESGX dropped -37.80% vs GTCIX's -63.63%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (3.21 vs 2.55), 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.