VASVX vs. GTTMX

Last updated Jun 4, 2026

VASVX (Vanguard Selected Value Fund) and GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) are both Mid Cap Value Equities funds. Over the past 10 years, VASVX returned 10.67%/yr vs 12.36%/yr for GTTMX. Their correlation of 0.91 suggests significant overlap in exposure. VASVX charges 0.32%/yr vs 1.83%/yr for GTTMX.

Performance

VASVX vs. GTTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VASVX achieves a 8.86% return, which is significantly lower than GTTMX's 13.29% return. Over the past 10 years, VASVX has underperformed GTTMX with an annualized return of 10.67%, while GTTMX has yielded a comparatively higher 12.36% annualized return.

VASVX

• 1D: 0.28%
• 1M: 3.11%
• YTD: 8.86%
• 6M: 10.46%
• 1Y: 20.29%
• 3Y*: 15.35%
• 5Y*: 8.74%
• 10Y*: 10.67%

GTTMX

• 1D: 0.49%
• 1M: 5.06%
• YTD: 13.29%
• 6M: 15.08%
• 1Y: 29.10%
• 3Y*: 18.10%
• 5Y*: 10.23%
• 10Y*: 12.36%

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

VASVX vs. GTTMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VASVX Vanguard Selected Value Fund	8.86%	10.99%	6.68%	25.45%	-7.55%	27.54%	5.79%	29.55%	-19.75%	18.01%
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	13.29%	18.40%	14.84%	9.39%	-13.90%	41.28%	5.12%	24.18%	-11.99%	22.88%

Correlation

The correlation between VASVX and GTTMX 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	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2007	0.91

The correlation between VASVX and GTTMX shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VASVX vs. GTTMX — Risk / Return Rank

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

VASVX

VASVX Risk / Return Rank: 25
VASVX Sharpe Ratio Rank: 25
VASVX Sortino Ratio Rank: 27
VASVX Omega Ratio Rank: 24
VASVX Calmar Ratio Rank: 25
VASVX Martin Ratio Rank: 24

GTTMX

GTTMX Risk / Return Rank: 61
GTTMX Sharpe Ratio Rank: 48
GTTMX Sortino Ratio Rank: 44
GTTMX Omega Ratio Rank: 40
GTTMX Calmar Ratio Rank: 90
GTTMX Martin Ratio Rank: 83

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.

VASVX vs. GTTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX). 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.

	VASVX	GTTMX	Difference
Sharpe ratio Return per unit of total volatility	1.42	2.04	-0.61
Sortino ratio Return per unit of downside risk	2.17	2.81	-0.64
Omega ratio Gain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratio Return relative to maximum drawdown	1.87	4.64	-2.77
Martin ratio Return relative to average drawdown	6.08	15.63	-9.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VASVX vs. GTTMX - Sharpe Ratio Comparison

The current VASVX Sharpe Ratio is 1.42, which is lower than the GTTMX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of VASVX and GTTMX, 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

	VASVX	GTTMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	2.04	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.56	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.61	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.42	+0.04

Drawdowns

VASVX vs. GTTMX - Drawdown Comparison

The maximum VASVX drawdown since its inception was -55.70%, roughly equal to the maximum GTTMX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for VASVX and GTTMX.

Drawdown Indicators

	VASVX	GTTMX	Difference
Max Drawdown Largest peak-to-trough decline	-55.70%	-56.24%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.74%	-6.51%	-5.23%
Max Drawdown (3Y) Largest decline over 3 years	-25.98%	-20.62%	-5.36%
Max Drawdown (5Y) Largest decline over 5 years	-25.98%	-24.12%	-1.86%
Max Drawdown (10Y) Largest decline over 10 years	-48.19%	-44.59%	-3.60%
Current Drawdown Current decline from peak	-0.93%	0.00%	-0.93%
Average Drawdown Average peak-to-trough decline	-9.53%	-10.25%	+0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	1.92%	+1.68%

Volatility

VASVX vs. GTTMX - Volatility Comparison

Vanguard Selected Value Fund (VASVX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) have volatilities of 4.12% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VASVX	GTTMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	3.96%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	10.84%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.44%	14.84%	+0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.53%	18.32%	+2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.46%	20.50%	+1.96%

VASVX vs. GTTMX - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is lower than GTTMX's 1.83% expense ratio.

Dividends

VASVX vs. GTTMX - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 12.24%, less than GTTMX's 16.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	16.64%	18.85%	14.45%	5.83%	0.40%	17.50%	11.58%	5.95%	9.88%	3.00%	0.55%	0.59%
VASVX Vanguard Selected Value Fund	12.24%	13.32%	14.35%	8.29%	13.22%	7.77%	10.19%	7.44%	11.90%	8.59%	4.51%	5.68%

Frequently Asked Questions

Can I hold both VASVX and GTTMX in my portfolio?

VASVX and GTTMX 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, VASVX or GTTMX?

VASVX has higher volatility (4.12%) compared to GTTMX (3.96%). In terms of maximum drawdown, VASVX dropped -55.70% vs GTTMX's -56.24%.

Which has better risk-adjusted returns?

GTTMX currently has the higher Sharpe Ratio (2.04 vs 1.42), 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.