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TLGUX vs. GTLOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLGUX vs. GTLOX - Performance Comparison

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

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Returns By Period


TLGUX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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)

TLGUX vs. GTLOX - Yearly Performance Comparison


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Return for Risk

TLGUX vs. GTLOX — Risk / Return Rank

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

TLGUX

GTLOX
GTLOX Risk / Return Rank: 9191
Overall Rank
GTLOX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GTLOX Sortino Ratio Rank: 8989
Sortino Ratio Rank
GTLOX Omega Ratio Rank: 8282
Omega Ratio Rank
GTLOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GTLOX Martin Ratio Rank: 9797
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.

TLGUX vs. GTLOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TLGUX vs. GTLOX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLGUXGTLOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Drawdowns

TLGUX vs. GTLOX - Drawdown Comparison


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Drawdown Indicators


TLGUXGTLOXDifference

Max Drawdown

Largest peak-to-trough decline

-54.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

Max Drawdown (3Y)

Largest decline over 3 years

-32.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.15%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

Volatility

TLGUX vs. GTLOX - Volatility Comparison


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Volatility by Period


TLGUXGTLOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

TLGUX vs. GTLOX - Expense Ratio Comparison

TLGUX has a 0.47% expense ratio, which is lower than GTLOX's 0.85% expense ratio.


Dividends

TLGUX vs. GTLOX - Dividend Comparison

TLGUX has not paid dividends to shareholders, while GTLOX's dividend yield for the trailing twelve months is around 14.62%.


PositionTTM20252024202320222021202020192018201720162015
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%
TLGUX
Morgan Stanley Pathway Funds Large Cap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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