RESGX vs. GTTMX
Compare and contrast key facts about Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX).
RESGX is managed by Glenmede. It was launched on Dec 22, 2015. GTTMX is managed by Glenmede. It was launched on Dec 21, 2006.
Performance
RESGX vs. GTTMX - Performance Comparison
Loading graphics...
RESGX vs. GTTMX - 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% |
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 0.94% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 24.18% | -11.99% | 22.88% |
Returns By Period
In the year-to-date period, RESGX achieves a 6.08% return, which is significantly higher than GTTMX's 0.94% return. Both investments have delivered pretty close results over the past 10 years, with RESGX having a 11.24% annualized return and GTTMX not far behind at 11.20%.
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%
GTTMX
- 1D
- 2.69%
- 1M
- -3.07%
- YTD
- 0.94%
- 6M
- 5.22%
- 1Y
- 21.31%
- 3Y*
- 12.87%
- 5Y*
- 9.27%
- 10Y*
- 11.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RESGX vs. GTTMX - Expense Ratio Comparison
RESGX has a 0.85% expense ratio, which is lower than GTTMX's 1.83% expense ratio.
Return for Risk
RESGX vs. GTTMX — Risk / Return Rank
RESGX
GTTMX
RESGX vs. GTTMX - 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. Total Market Equity Portfolio (GTTMX). 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 | GTTMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.10 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.61 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.40 | +0.21 |
Martin ratioReturn relative to average drawdown | 6.82 | 6.46 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RESGX | GTTMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.10 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.39 | +0.23 |
Correlation
The correlation between RESGX and GTTMX is 0.94, 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. GTTMX - Dividend Comparison
RESGX's dividend yield for the trailing twelve months is around 7.77%, less than GTTMX's 18.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 18.67% | 18.85% | 14.45% | 5.83% | 0.40% | 17.50% | 11.58% | 5.95% | 9.88% | 3.00% | 0.55% | 0.59% |
Drawdowns
RESGX vs. GTTMX - Drawdown Comparison
The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum GTTMX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for RESGX and GTTMX.
Loading graphics...
Drawdown Indicators
| RESGX | GTTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -56.24% | +18.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -13.49% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -24.12% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | -44.59% | +6.79% |
Current DrawdownCurrent decline from peak | -4.26% | -3.99% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -10.33% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.92% | +0.11% |
Volatility
RESGX vs. GTTMX - Volatility Comparison
The current volatility for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is 4.82%, while Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) has a volatility of 5.53%. This indicates that RESGX experiences smaller price fluctuations and is considered to be less risky than GTTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RESGX | GTTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.53% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 11.69% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 20.15% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 18.36% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 20.48% | -1.83% |