RESGX vs. VITPX
RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) and VITPX (Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, RESGX returned 12.18%/yr vs 14.71%/yr for VITPX. Their correlation of 0.92 means they have usually moved in the same direction. RESGX charges 0.85%/yr vs 0.02%/yr for VITPX.
Performance
RESGX vs. VITPX - Performance Comparison
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Returns By Period
In the year-to-date period, RESGX achieves a 23.30% return, which is significantly higher than VITPX's 12.19% return. Over the past 10 years, RESGX has underperformed VITPX with an annualized return of 12.18%, while VITPX has yielded a comparatively higher 14.71% annualized return.
RESGX
- 1D
- 0.92%
- 1M
- 0.46%
- 6M
- 16.23%
- YTD
- 23.30%
- 1Y
- 34.28%
- 3Y*
- 16.86%
- 5Y*
- 9.35%
- 10Y*
- 12.18%
- ALL TIME*
- 12.67%
VITPX
- 1D
- 1.53%
- 1M
- 1.32%
- 6M
- 10.66%
- YTD
- 12.19%
- 1Y
- 21.83%
- 3Y*
- 20.96%
- 5Y*
- 12.39%
- 10Y*
- 14.71%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RESGX vs. VITPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 23.30% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 12.19% | 17.17% | 25.43% | 26.01% | -19.48% | 25.76% | 20.95% | 30.87% | -5.59% | 20.51% |
Correlation
The correlation between RESGX and VITPX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.92 |
The correlation between RESGX and VITPX shifts across timeframes, from 0.73 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RESGX vs. VITPX — Risk / Return Rank
RESGX
VITPX
RESGX vs. VITPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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 | VITPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 2.67 | +1.96 |
| Martin ratioReturn relative to average drawdown | 14.52 | 11.54 | +2.98 |
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Drawdowns
RESGX vs. VITPX - Drawdown Comparison
The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for RESGX and VITPX.
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Drawdown Indicators
| RESGX | VITPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -55.28% | +17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -8.92% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -19.35% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -25.31% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | -34.99% | -2.81% |
Current DrawdownCurrent decline from peak | -3.61% | 0.00% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -7.98% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.06% | +0.44% |
Volatility
RESGX vs. VITPX - Volatility Comparison
The current volatility for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is 3.53%, while Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) has a volatility of 3.78%. This indicates that RESGX experiences smaller price fluctuations and is considered to be less risky than VITPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RESGX | VITPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.78% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.36% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 13.12% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 17.47% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 18.42% | +0.24% |
RESGX vs. VITPX - Expense Ratio Comparison
RESGX has a 0.85% expense ratio, which is higher than VITPX's 0.02% expense ratio.
Dividends
RESGX vs. VITPX - Dividend Comparison
RESGX's dividend yield for the trailing twelve months is around 6.91%, more than VITPX's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 6.91% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% | 0.00% |
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.28% | 2.64% | 4.14% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 3.93% | 1.90% | 2.80% | 2.30% |
Frequently Asked Questions
RESGX and VITPX 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.
VITPX has higher volatility (3.78%) compared to RESGX (3.53%). In terms of maximum drawdown, RESGX dropped -37.80% vs VITPX's -55.28%.
RESGX currently has the higher Sharpe Ratio (2.44 vs 1.82), 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.
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