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SPFIX vs. GTLLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPFIX vs. GTLLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Capital Management S&P 500 Index Fund (SPFIX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). The values are adjusted to include any dividend payments, if applicable.

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SPFIX vs. GTLLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPFIX
Shelton Capital Management S&P 500 Index Fund
-7.11%17.23%42.83%25.48%-18.22%27.99%17.41%41.64%-4.68%21.55%
GTLLX
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio
-7.50%17.44%20.71%27.10%-21.69%32.91%18.80%34.86%-5.23%27.83%

Returns By Period

In the year-to-date period, SPFIX achieves a -7.11% return, which is significantly higher than GTLLX's -7.50% return. Over the past 10 years, SPFIX has outperformed GTLLX with an annualized return of 15.75%, while GTLLX has yielded a comparatively lower 13.44% annualized return.


SPFIX

1D
-0.37%
1M
-7.67%
YTD
-7.11%
6M
-4.66%
1Y
14.10%
3Y*
22.03%
5Y*
14.01%
10Y*
15.75%

GTLLX

1D
-0.71%
1M
-8.17%
YTD
-7.50%
6M
-4.67%
1Y
16.48%
3Y*
15.14%
5Y*
9.90%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPFIX vs. GTLLX - Expense Ratio Comparison

SPFIX has a 0.43% expense ratio, which is lower than GTLLX's 0.85% expense ratio.


Return for Risk

SPFIX vs. GTLLX — Risk / Return Rank

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

SPFIX
SPFIX Risk / Return Rank: 4343
Overall Rank
SPFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPFIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPFIX Omega Ratio Rank: 4646
Omega Ratio Rank
SPFIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SPFIX Martin Ratio Rank: 5050
Martin Ratio Rank

GTLLX
GTLLX Risk / Return Rank: 3232
Overall Rank
GTLLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GTLLX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GTLLX Omega Ratio Rank: 3535
Omega Ratio Rank
GTLLX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GTLLX Martin Ratio Rank: 2929
Martin Ratio Rank
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.

SPFIX vs. GTLLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) 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.


SPFIXGTLLXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.74

+0.06

Sortino ratio

Return per unit of downside risk

1.26

1.20

+0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.01

0.74

+0.27

Martin ratio

Return relative to average drawdown

4.90

3.07

+1.84

SPFIX vs. GTLLX - Sharpe Ratio Comparison

The current SPFIX Sharpe Ratio is 0.81, which is comparable to the GTLLX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPFIX and GTLLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPFIXGTLLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.74

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.35

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.54

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Correlation

The correlation between SPFIX and GTLLX 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

SPFIX vs. GTLLX - Dividend Comparison

SPFIX's dividend yield for the trailing twelve months is around 3.68%, less than GTLLX's 16.57% yield.


TTM20252024202320222021202020192018201720162015
SPFIX
Shelton Capital Management S&P 500 Index Fund
3.68%3.45%27.20%8.08%5.07%5.43%8.06%16.60%2.49%3.01%2.92%4.35%
GTLLX
Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio
16.57%15.33%40.42%4.91%7.93%20.20%15.12%14.10%16.97%2.29%0.58%0.61%

Drawdowns

SPFIX vs. GTLLX - Drawdown Comparison

The maximum SPFIX drawdown since its inception was -54.81%, roughly equal to the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for SPFIX and GTLLX.


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Drawdown Indicators


SPFIXGTLLXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-54.32%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.16%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-41.54%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-41.54%

+7.71%

Current Drawdown

Current decline from peak

-8.90%

-23.82%

+14.92%

Average Drawdown

Average peak-to-trough decline

-8.99%

-8.56%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.31%

-0.81%

Volatility

SPFIX vs. GTLLX - Volatility Comparison

The current volatility for Shelton Capital Management S&P 500 Index Fund (SPFIX) is 4.22%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 5.32%. This indicates that SPFIX 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.


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Volatility by Period


SPFIXGTLLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

5.32%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

12.77%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

22.16%

-4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

28.85%

-10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

24.89%

-6.05%