SUWIX vs. GTLOX

Last updated Jun 4, 2026

SUWIX (DWS Core Equity Fund Class I) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, SUWIX returned 15.12%/yr vs 12.70%/yr for GTLOX. Their correlation of 0.95 suggests significant overlap in exposure. SUWIX charges 0.58%/yr vs 0.85%/yr for GTLOX.

Performance

SUWIX vs. GTLOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Core Equity Fund Class I (SUWIX) and Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUWIX achieves a 12.05% return, which is significantly lower than GTLOX's 22.45% return. Over the past 10 years, SUWIX has outperformed GTLOX with an annualized return of 15.12%, while GTLOX has yielded a comparatively lower 12.70% annualized return.

SUWIX

• 1D: -0.05%
• 1M: 6.29%
• YTD: 12.05%
• 6M: 12.10%
• 1Y: 30.56%
• 3Y*: 21.23%
• 5Y*: 13.23%
• 10Y*: 15.12%

GTLOX

• 1D: 1.39%
• 1M: 9.29%
• YTD: 22.45%
• 6M: 24.47%
• 1Y: 42.05%
• 3Y*: 21.08%
• 5Y*: 11.19%
• 10Y*: 12.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUWIX vs. GTLOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUWIX DWS Core Equity Fund Class I	12.05%	16.32%	20.06%	25.57%	-15.62%	25.53%	16.13%	35.69%	-6.03%	21.55%
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio	22.45%	14.39%	13.86%	16.66%	-15.37%	27.05%	7.41%	23.27%	-7.97%	24.78%

Correlation

The correlation between SUWIX and GTLOX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005	0.95

The correlation between SUWIX and GTLOX shifts across timeframes, from 0.79 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SUWIX vs. GTLOX — Risk / Return Rank

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

SUWIX

SUWIX Risk / Return Rank: 75
SUWIX Sharpe Ratio Rank: 80
SUWIX Sortino Ratio Rank: 73
SUWIX Omega Ratio Rank: 71
SUWIX Calmar Ratio Rank: 74
SUWIX Martin Ratio Rank: 78

GTLOX

GTLOX Risk / Return Rank: 91
GTLOX Sharpe Ratio Rank: 93
GTLOX Sortino Ratio Rank: 89
GTLOX Omega Ratio Rank: 82
GTLOX Calmar Ratio Rank: 95
GTLOX Martin Ratio Rank: 97

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.

SUWIX vs. GTLOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund Class I (SUWIX) 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.

	SUWIX	GTLOX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	3.17	-0.53
Sortino ratio: Return per unit of downside risk	3.61	4.30	-0.69
Omega ratio: Gain probability vs. loss probability	1.48	1.55	-0.07
Calmar ratio: Return relative to maximum drawdown	3.36	5.88	-2.53
Martin ratio: Return relative to average drawdown	14.59	25.30	-10.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUWIX vs. GTLOX - Sharpe Ratio Comparison

The current SUWIX Sharpe Ratio is 2.63, which is comparable to the GTLOX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of SUWIX and GTLOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SUWIX	GTLOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	3.17	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.52	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.61	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.50	+0.07

Drawdowns

SUWIX vs. GTLOX - Drawdown Comparison

The maximum SUWIX drawdown since its inception was -55.10%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for SUWIX and GTLOX.

Drawdown Indicators

	SUWIX	GTLOX	Difference
Max Drawdown Largest peak-to-trough decline	-55.10%	-54.09%	-1.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-7.47%	-1.95%
Max Drawdown (3Y) Largest decline over 3 years	-20.71%	-32.85%	+12.14%
Max Drawdown (5Y) Largest decline over 5 years	-22.78%	-32.85%	+10.07%
Max Drawdown (10Y) Largest decline over 10 years	-35.09%	-38.15%	+3.06%
Current Drawdown Current decline from peak	-0.05%	0.00%	-0.05%
Average Drawdown Average peak-to-trough decline	-6.62%	-8.33%	+1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	1.73%	+0.43%

Volatility

SUWIX vs. GTLOX - Volatility Comparison

The current volatility for DWS Core Equity Fund Class I (SUWIX) is 3.25%, while Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) has a volatility of 4.25%. This indicates that SUWIX experiences smaller price fluctuations and is considered to be less risky than GTLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUWIX	GTLOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	4.25%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	9.15%	10.36%	-1.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	13.88%	-1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	21.86%	-4.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.39%	20.91%	-2.52%

SUWIX vs. GTLOX - Expense Ratio Comparison

SUWIX has a 0.58% expense ratio, which is lower than GTLOX's 0.85% expense ratio.

Dividends

SUWIX vs. GTLOX - Dividend Comparison

SUWIX's dividend yield for the trailing twelve months is around 9.45%, less than GTLOX's 14.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTLOX Glenmede Quantitative U.S. Large Cap Core Equity Portfolio	14.62%	17.84%	25.96%	8.32%	23.58%	13.35%	9.06%	5.35%	10.53%	4.99%	1.08%	2.09%
SUWIX DWS Core Equity Fund Class I	9.45%	10.46%	9.08%	5.10%	9.25%	14.07%	6.70%	8.89%	14.12%	6.16%	6.95%	8.77%

Frequently Asked Questions

Can I hold both SUWIX and GTLOX in my portfolio?

SUWIX and GTLOX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUWIX or GTLOX?

GTLOX has higher volatility (4.25%) compared to SUWIX (3.25%). In terms of maximum drawdown, SUWIX dropped -55.10% vs GTLOX's -54.09%.

Which has better risk-adjusted returns?

GTLOX currently has the higher Sharpe Ratio (3.17 vs 2.63), 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.