SNXFX vs. GTLOX
SNXFX (Schwab 1000 Index Fund) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, SNXFX returned 14.79%/yr vs 12.23%/yr for GTLOX. Their correlation of 0.95 means they have usually moved in the same direction. SNXFX charges 0.05%/yr vs 0.85%/yr for GTLOX.
Performance
SNXFX vs. GTLOX - Performance Comparison
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Returns By Period
In the year-to-date period, SNXFX achieves a 10.31% return, which is significantly lower than GTLOX's 21.11% return. Over the past 10 years, SNXFX has outperformed GTLOX with an annualized return of 14.79%, while GTLOX has yielded a comparatively lower 12.23% annualized return.
SNXFX
- 1D
- 0.63%
- 1M
- -0.06%
- 6M
- 8.15%
- YTD
- 10.31%
- 1Y
- 21.18%
- 3Y*
- 19.16%
- 5Y*
- 12.04%
- 10Y*
- 14.79%
- ALL TIME*
- 10.60%
GTLOX
- 1D
- 0.25%
- 1M
- 0.51%
- 6M
- 15.82%
- YTD
- 21.11%
- 1Y
- 38.54%
- 3Y*
- 17.60%
- 5Y*
- 10.63%
- 10Y*
- 12.23%
- ALL TIME*
- 10.30%
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 |
SNXFX vs. GTLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNXFX Schwab 1000 Index Fund | 10.31% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 21.11% | 14.39% | 13.86% | 16.66% | -15.37% | 27.05% | 7.41% | 23.27% | -7.97% | 24.78% |
Correlation
The correlation between SNXFX and GTLOX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.95 |
The correlation between SNXFX and GTLOX shifts across timeframes, from 0.84 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SNXFX vs. GTLOX — Risk / Return Rank
SNXFX
GTLOX
SNXFX vs. GTLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). 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.
| SNXFX | GTLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 4.97 | -2.82 |
| Martin ratioReturn relative to average drawdown | 9.24 | 20.11 | -10.87 |
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Drawdowns
SNXFX vs. GTLOX - Drawdown Comparison
The maximum SNXFX drawdown since its inception was -55.08%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for SNXFX and GTLOX.
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Drawdown Indicators
| SNXFX | GTLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -54.09% | -0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -7.47% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -32.85% | +13.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -32.85% | +7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -38.15% | +3.57% |
Current DrawdownCurrent decline from peak | -1.41% | -1.42% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -8.28% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.86% | +0.23% |
Volatility
SNXFX vs. GTLOX - Volatility Comparison
Schwab 1000 Index Fund (SNXFX) has a higher volatility of 3.47% compared to Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) at 3.22%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than GTLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNXFX | GTLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.22% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 11.66% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 14.87% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 21.97% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.74% | 20.92% | -2.18% |
SNXFX vs. GTLOX - Expense Ratio Comparison
SNXFX has a 0.05% expense ratio, which is lower than GTLOX's 0.85% expense ratio.
Dividends
SNXFX vs. GTLOX - Dividend Comparison
SNXFX's dividend yield for the trailing twelve months is around 1.32%, less than GTLOX's 14.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 14.72% | 17.84% | 25.96% | 8.32% | 23.58% | 13.35% | 9.06% | 5.35% | 10.53% | 4.99% | 1.08% | 2.09% |
SNXFX Schwab 1000 Index Fund | 1.32% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Frequently Asked Questions
SNXFX and GTLOX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNXFX has higher volatility (3.47%) compared to GTLOX (3.22%). In terms of maximum drawdown, SNXFX dropped -55.08% vs GTLOX's -54.09%.
GTLOX currently has the higher Sharpe Ratio (2.50 vs 1.47), 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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