TISCX vs. GTLOX

Last updated Jun 4, 2026

TISCX (TIAA-CREF Social Choice Equity Fund) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, TISCX returned 14.46%/yr vs 12.70%/yr for GTLOX. With a 0.96 correlation, they move nearly in lockstep. TISCX charges 0.17%/yr vs 0.85%/yr for GTLOX.

Performance

TISCX vs. GTLOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Social Choice Equity Fund (TISCX) 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, TISCX achieves a 13.71% return, which is significantly lower than GTLOX's 22.45% return. Over the past 10 years, TISCX has outperformed GTLOX with an annualized return of 14.46%, while GTLOX has yielded a comparatively lower 12.70% annualized return.

TISCX

• 1D: 0.47%
• 1M: 6.10%
• YTD: 13.71%
• 6M: 14.34%
• 1Y: 26.88%
• 3Y*: 21.09%
• 5Y*: 12.07%
• 10Y*: 14.46%

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)

TISCX vs. GTLOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TISCX TIAA-CREF Social Choice Equity Fund	13.71%	16.51%	18.23%	22.53%	-17.80%	26.54%	20.34%	31.55%	-5.74%	19.01%
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 TISCX and GTLOX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005	0.96

The correlation between TISCX and GTLOX has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

Return for Risk

TISCX vs. GTLOX — Risk / Return Rank

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

TISCX

TISCX Risk / Return Rank: 59
TISCX Sharpe Ratio Rank: 55
TISCX Sortino Ratio Rank: 51
TISCX Omega Ratio Rank: 50
TISCX Calmar Ratio Rank: 69
TISCX Martin Ratio Rank: 70

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.

TISCX vs. GTLOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) 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.

	TISCX	GTLOX	Difference
Sharpe ratio: Return per unit of total volatility	2.19	3.17	-0.97
Sortino ratio: Return per unit of downside risk	3.01	4.30	-1.28
Omega ratio: Gain probability vs. loss probability	1.39	1.55	-0.16
Calmar ratio: Return relative to maximum drawdown	3.20	5.88	-2.68
Martin ratio: Return relative to average drawdown	13.41	25.30	-11.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TISCX vs. GTLOX - Sharpe Ratio Comparison

The current TISCX Sharpe Ratio is 2.19, which is lower than the GTLOX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of TISCX 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

	TISCX	GTLOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	3.17	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.52	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.61	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.50	-0.08

Drawdowns

TISCX vs. GTLOX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -54.65%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for TISCX and GTLOX.

Drawdown Indicators

	TISCX	GTLOX	Difference
Max Drawdown Largest peak-to-trough decline	-54.65%	-54.09%	-0.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.76%	-7.47%	-1.29%
Max Drawdown (3Y) Largest decline over 3 years	-28.29%	-32.85%	+4.56%
Max Drawdown (5Y) Largest decline over 5 years	-28.29%	-32.85%	+4.56%
Max Drawdown (10Y) Largest decline over 10 years	-34.89%	-38.15%	+3.26%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.09%	-8.33%	-1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.73%	+0.35%

Volatility

TISCX vs. GTLOX - Volatility Comparison

The current volatility for TIAA-CREF Social Choice Equity Fund (TISCX) is 3.05%, while Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) has a volatility of 4.25%. This indicates that TISCX 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

	TISCX	GTLOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	4.25%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	9.86%	10.36%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	13.88%	-1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.31%	21.86%	-2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	20.91%	-1.52%

TISCX vs. GTLOX - Expense Ratio Comparison

TISCX has a 0.17% expense ratio, which is lower than GTLOX's 0.85% expense ratio.

Dividends

TISCX vs. GTLOX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 6.82%, 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%
TISCX TIAA-CREF Social Choice Equity Fund	6.82%	7.75%	16.74%	5.64%	4.99%	9.46%	1.38%	4.84%	9.85%	2.38%	6.84%	3.51%

Frequently Asked Questions

Can I hold both TISCX and GTLOX in my portfolio?

TISCX and GTLOX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TISCX or GTLOX?

GTLOX has higher volatility (4.25%) compared to TISCX (3.05%). In terms of maximum drawdown, TISCX dropped -54.65% vs GTLOX's -54.09%.

Which has better risk-adjusted returns?

GTLOX currently has the higher Sharpe Ratio (3.17 vs 2.19), 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.