RESGX vs. GTLLX

Last updated Jun 23, 2026

RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) and GTLLX (Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio) are both mutual funds - RESGX is a Large Cap Blend Equities fund managed by Glenmede, while GTLLX is a Large Cap Growth Equities fund managed by Glenmede. Over the past 10 years, RESGX returned 12.85%/yr vs 17.08%/yr for GTLLX. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.85% expense ratio.

Performance

RESGX vs. GTLLX - 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 U.S. Large Cap Growth Equity Portfolio (GTLLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RESGX achieves a 23.62% return, which is significantly higher than GTLLX's 21.50% return. Over the past 10 years, RESGX has underperformed GTLLX with an annualized return of 12.85%, while GTLLX has yielded a comparatively higher 17.08% annualized return.

RESGX

• 1D: 0.45%
• 1M: 0.91%
• YTD: 23.62%
• 6M: 21.74%
• 1Y: 40.07%
• 3Y*: 17.88%
• 5Y*: 10.37%
• 10Y*: 12.85%

GTLLX

• 1D: 0.12%
• 1M: 7.33%
• YTD: 21.50%
• 6M: 19.75%
• 1Y: 38.11%
• 3Y*: 25.35%
• 5Y*: 14.59%
• 10Y*: 17.08%

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

RESGX vs. GTLLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	23.62%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	21.50%	17.44%	20.71%	27.10%	-21.69%	32.91%	18.80%	34.86%	-5.23%	27.83%

Correlation

The correlation between RESGX and GTLLX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.89

The correlation between RESGX and GTLLX shifts across timeframes, from 0.73 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RESGX vs. GTLLX — Risk / Return Rank

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

RESGX

RESGX Risk / Return Rank: 88
RESGX Sharpe Ratio Rank: 89
RESGX Sortino Ratio Rank: 85
RESGX Omega Ratio Rank: 79
RESGX Calmar Ratio Rank: 94
RESGX Martin Ratio Rank: 93

GTLLX

GTLLX Risk / Return Rank: 71
GTLLX Sharpe Ratio Rank: 69
GTLLX Sortino Ratio Rank: 60
GTLLX Omega Ratio Rank: 55
GTLLX Calmar Ratio Rank: 84
GTLLX Martin Ratio Rank: 86

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. GTLLX - 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 Growth Equity Portfolio (GTLLX). 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.

	RESGX	GTLLX	Difference
Sharpe ratio: Return per unit of total volatility	2.72	2.23	+0.49
Sortino ratio: Return per unit of downside risk	3.69	2.97	+0.72
Omega ratio: Gain probability vs. loss probability	1.47	1.37	+0.10
Calmar ratio: Return relative to maximum drawdown	5.14	3.73	+1.41
Martin ratio: Return relative to average drawdown	18.20	14.94	+3.26

RESGX vs. GTLLX - Sharpe Ratio Comparison

The current RESGX Sharpe Ratio is 2.72, which is comparable to the GTLLX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of RESGX and GTLLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RESGX vs. GTLLX - Drawdown Comparison

The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for RESGX and GTLLX.

Drawdown Indicators

	RESGX	GTLLX	Difference
Max Drawdown Largest peak-to-trough decline	-37.80%	-54.32%	+16.52%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	-10.76%	+2.92%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-41.54%	+21.04%
Max Drawdown (5Y) Largest decline over 5 years	-23.58%	-41.54%	+17.96%
Max Drawdown (10Y) Largest decline over 10 years	-37.80%	-41.54%	+3.74%
Current Drawdown Current decline from peak	-3.35%	-1.13%	-2.22%
Average Drawdown Average peak-to-trough decline	-4.99%	-8.57%	+3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.67%	-0.47%

Volatility

RESGX vs. GTLLX - Volatility Comparison

The current volatility for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is 5.83%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 7.97%. This indicates that RESGX experiences smaller price fluctuations and is considered to be less risky than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RESGX	GTLLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	7.97%	-2.14%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	14.72%	-3.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.81%	18.05%	-3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	29.13%	-11.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.74%	25.09%	-6.35%

RESGX vs. GTLLX - Expense Ratio Comparison

Both RESGX and GTLLX have an expense ratio of 0.85%.

Dividends

RESGX vs. GTLLX - Dividend Comparison

RESGX's dividend yield for the trailing twelve months is around 6.74%, less than GTLLX's 12.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	12.62%	15.33%	40.42%	4.91%	7.93%	20.20%	15.12%	14.10%	16.97%	2.29%	0.58%	0.61%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.74%	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 GTLLX in my portfolio?

RESGX and GTLLX have a correlation of 0.73, 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 GTLLX?

GTLLX has higher volatility (7.97%) compared to RESGX (5.83%). In terms of maximum drawdown, RESGX dropped -37.80% vs GTLLX's -54.32%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.72 vs 2.23), 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.