VITNX vs. GTLOX
VITNX (Vanguard Institutional Total Stock Market Index Fund Institutional Shares) and GTLOX (Glenmede Quantitative U.S. Large Cap Core Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, VITNX returned 15.18%/yr vs 12.70%/yr for GTLOX. With a 0.96 correlation, they move nearly in lockstep. VITNX charges 0.03%/yr vs 0.85%/yr for GTLOX.
Performance
VITNX vs. GTLOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VITNX achieves a 11.98% return, which is significantly lower than GTLOX's 22.45% return. Over the past 10 years, VITNX has outperformed GTLOX with an annualized return of 15.18%, while GTLOX has yielded a comparatively lower 12.70% annualized return.
VITNX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.98%
- 6M
- 11.89%
- 1Y
- 29.13%
- 3Y*
- 22.91%
- 5Y*
- 13.37%
- 10Y*
- 15.18%
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%
VITNX vs. GTLOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 11.98% | 17.16% | 25.42% | 26.01% | -19.47% | 25.76% | 20.95% | 30.86% | -5.60% | 20.52% |
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 VITNX and GTLOX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005 | 0.96 |
The correlation between VITNX and GTLOX shifts across timeframes, from 0.85 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VITNX vs. GTLOX — Risk / Return Rank
VITNX
GTLOX
VITNX vs. GTLOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) 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.
| VITNX | GTLOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.55 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 5.88 | -2.50 |
| Martin ratioReturn relative to average drawdown | 15.59 | 25.30 | -9.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VITNX | GTLOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 3.17 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 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 | 0.53 | 0.50 | +0.03 |
Drawdowns
VITNX vs. GTLOX - Drawdown Comparison
The maximum VITNX drawdown since its inception was -55.32%, roughly equal to the maximum GTLOX drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for VITNX and GTLOX.
Loading charts...
Drawdown Indicators
| VITNX | GTLOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.32% | -54.09% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.47% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -32.85% | +13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -32.85% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -34.99% | -38.15% | +3.16% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -8.33% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.73% | +0.20% |
Volatility
VITNX vs. GTLOX - Volatility Comparison
The current volatility for Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) is 2.94%, while Glenmede Quantitative U.S. Large Cap Core Equity Portfolio (GTLOX) has a volatility of 4.25%. This indicates that VITNX 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.
Loading charts...
Volatility by Period
| VITNX | GTLOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.25% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 10.36% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.88% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 21.86% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 20.91% | -2.49% |
VITNX vs. GTLOX - Expense Ratio Comparison
VITNX has a 0.03% expense ratio, which is lower than GTLOX's 0.85% expense ratio.
Dividends
VITNX vs. GTLOX - Dividend Comparison
VITNX's dividend yield for the trailing twelve months is around 2.23%, 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% |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 2.23% | 2.63% | 4.14% | 2.41% | 6.48% | 5.37% | 11.56% | 2.90% | 3.92% | 1.89% | 2.78% | 2.28% |
Frequently Asked Questions
VITNX and GTLOX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTLOX has higher volatility (4.25%) compared to VITNX (2.94%). In terms of maximum drawdown, VITNX dropped -55.32% vs GTLOX's -54.09%.
GTLOX currently has the higher Sharpe Ratio (3.17 vs 2.47), 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.
Find the right allocation for VITNX and GTLOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer