As more species undergo range shifts in response to climate change, it is increasingly important to understand the factors that determine an organism’s realized niche. Physiological limits imposed by abiotic factors constrain the distributions of many species. Because glucocorticoids are essential to the maintenance of physiological homeostasis, identifying glucocorticoid-environment relationships may generate critical insights into both limits on species distributions and potential responses to environmental change. We explored relationships between variability in baseline glucocorticoids and sensitivity to environmental conditions in two chipmunk species characterized by divergent patterns of spatial, genetic, and morphological change over the past century. Specifically, we investigated whether the alpine chipmunk (Tamias alpinus), which has undergone pronounced changes, displays greater glucocorticoid sensitivity to environmental parameters than the lodgepole chipmunk (T. speciosus), which has exhibited little change over the same interval. From 2013-2015, we collected environmental data and fecal glucocorticoid metabolite (FGM) samples from these species. Using generalized linear mixed models and a model averaging approach, we examined the impacts of environmental and individual phenotypic parameters on FGMs. We found pronounced interspecific differences, with environmental parameters being better predictors of FGMs in T. alpinus. FGMs in this species were particularly elevated in less climatically suitable habitats and in areas with higher maximum daily temperatures. Individual phenotypic traits were not predictive of FGMs in T. alpinus, although they were highly predictive for T. speciosus. Collectively, these findings support the hypothesis that T. alpinus is more sensitive to environmental change. More generally, our results suggest that both phenotypic attributes and environmental conditions contribute to FGM responses but that the relative contributions of these factors differ among taxa, including among closely related species. Finally, our analyses underscore the value of glucocorticoids as bioindicators of sensitivity to environmental change in species for which the factors affecting stress physiology have been assessed.