STTIX vs. GTSOX
Compare and contrast key facts about North SquareTrilogy Alternative Return Fund (STTIX) and Glenmede Secured Options Portfolio (GTSOX).
STTIX is managed by Stadion Funds. It was launched on Apr 1, 2012. GTSOX is managed by Glenmede. It was launched on Jun 29, 2010.
Performance
STTIX vs. GTSOX - Performance Comparison
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STTIX vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STTIX North SquareTrilogy Alternative Return Fund | -0.47% | 6.66% | 5.94% | -1.89% | -10.52% | 4.57% | 7.19% | 3.44% | -6.48% | 4.90% |
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
Returns By Period
In the year-to-date period, STTIX achieves a -0.47% return, which is significantly lower than GTSOX's -0.07% return. Over the past 10 years, STTIX has underperformed GTSOX with an annualized return of 1.90%, while GTSOX has yielded a comparatively higher 7.13% annualized return.
STTIX
- 1D
- 0.00%
- 1M
- -1.54%
- YTD
- -0.47%
- 6M
- 0.12%
- 1Y
- 3.28%
- 3Y*
- 3.59%
- 5Y*
- 0.10%
- 10Y*
- 1.90%
GTSOX
- 1D
- 2.70%
- 1M
- -2.07%
- YTD
- -0.07%
- 6M
- 2.52%
- 1Y
- 10.07%
- 3Y*
- 9.75%
- 5Y*
- 6.60%
- 10Y*
- 7.13%
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STTIX vs. GTSOX - Expense Ratio Comparison
STTIX has a 1.38% expense ratio, which is higher than GTSOX's 0.85% expense ratio.
Return for Risk
STTIX vs. GTSOX — Risk / Return Rank
STTIX
GTSOX
STTIX vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North SquareTrilogy Alternative Return Fund (STTIX) and Glenmede Secured Options Portfolio (GTSOX). 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.
| STTIX | GTSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.77 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.22 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.89 | +0.50 |
Martin ratioReturn relative to average drawdown | 3.88 | 5.59 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STTIX | GTSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.77 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.50 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.53 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.56 | -0.32 |
Correlation
The correlation between STTIX and GTSOX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
STTIX vs. GTSOX - Dividend Comparison
STTIX's dividend yield for the trailing twelve months is around 4.71%, less than GTSOX's 7.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STTIX North SquareTrilogy Alternative Return Fund | 4.71% | 4.26% | 17.39% | 2.10% | 1.03% | 0.49% | 1.02% | 1.68% | 1.73% | 0.96% | 0.99% | 1.07% |
GTSOX Glenmede Secured Options Portfolio | 7.47% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
Drawdowns
STTIX vs. GTSOX - Drawdown Comparison
The maximum STTIX drawdown since its inception was -18.71%, smaller than the maximum GTSOX drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for STTIX and GTSOX.
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Drawdown Indicators
| STTIX | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.71% | -29.21% | +10.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -11.14% | +8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.71% | -22.03% | +3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -18.71% | -29.21% | +10.50% |
Current DrawdownCurrent decline from peak | -6.83% | -4.17% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -2.99% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.77% | -0.81% |
Volatility
STTIX vs. GTSOX - Volatility Comparison
The current volatility for North SquareTrilogy Alternative Return Fund (STTIX) is 1.25%, while Glenmede Secured Options Portfolio (GTSOX) has a volatility of 4.30%. This indicates that STTIX experiences smaller price fluctuations and is considered to be less risky than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STTIX | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 4.30% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 4.95% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.09% | 14.05% | -9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.85% | 13.19% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 13.44% | -5.64% |