- ISIN
- US3786904082
- CUSIP
- 378690408
- Issuer
- Glenmede
- Inception Date
- Nov 16, 1988
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
GTCIX Performance Chart
Glenmede Quantitative International Equity Portfolio (GTCIX) is up 10.5% since the beginning of the year. GTCIX is currently trading at $23 per share. Investors who bought $1,000 worth of GTCIX shares 5 years ago would now be looking at an investment worth $1,810.
Loading charts...
Returns By Period
Glenmede Quantitative International Equity Portfolio (GTCIX) has returned 10.50% so far this year and 30.70% over the past 12 months. Over the last ten years, GTCIX has returned 9.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Glenmede Quantitative International Equity Portfolio
- 1D
- -0.57%
- 1M
- 0.04%
- YTD
- 10.50%
- 6M
- 10.61%
- 1Y
- 30.70%
- 3Y*
- 20.95%
- 5Y*
- 12.60%
- 10Y*
- 9.41%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GTCIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1990, GTCIX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +16.1%, while the worst month was Oct 2008 at -24.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GTCIX closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +11.1%, while the worst single day was Oct 15, 2008 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.25% | 6.93% | -8.33% | 5.75% | 1.65% | -0.35% | 10.50% | ||||||
| 2025 | 4.55% | 3.04% | 1.45% | 3.71% | 4.82% | 3.07% | -0.96% | 5.30% | 2.31% | 1.02% | 2.93% | 2.98% | 39.90% |
| 2024 | 0.78% | 2.63% | 3.81% | -2.50% | 4.41% | -2.44% | 4.20% | 3.91% | 0.23% | -3.68% | -0.47% | -2.11% | 8.60% |
| 2023 | 5.91% | -1.20% | 3.79% | 2.03% | -4.14% | 5.60% | 3.10% | -2.36% | -2.35% | -4.23% | 7.73% | 4.75% | 19.16% |
| 2022 | -1.60% | -2.01% | -0.93% | -4.15% | 2.19% | -9.07% | 3.33% | -4.55% | -8.82% | 5.67% | 10.11% | -1.03% | -11.88% |
| 2021 | 0.00% | 1.12% | 4.00% | 2.22% | 3.61% | -1.01% | 0.89% | 0.51% | -2.67% | 1.91% | -4.18% | 5.94% | 12.56% |
Benchmark Metrics
Glenmede Quantitative International Equity Portfolio has an annualized alpha of 0.37%, beta of 0.68, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 02, 1990.
- This fund participated in 90.30% of S&P 500 Index downside but only 77.17% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.45 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.45 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.37%
- Beta
- 0.68
- R²
- 0.45
- Upside Capture
- 77.17%
- Downside Capture
- 90.30%
Expense Ratio
GTCIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GTCIX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTCIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.37 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.78 | +0.35 |
| Martin ratioReturn relative to average drawdown | 11.07 | 12.44 | -1.37 |
Dividends
Dividend History
Glenmede Quantitative International Equity Portfolio provided a 4.24% dividend yield over the last twelve months, with an annual payout of $0.96 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.93 | $1.42 | $0.43 | $0.42 | $0.48 | $0.30 | $0.43 | $0.33 | $0.27 | $0.23 | $0.10 |
Dividend yield | 4.24% | 4.50% | 9.25% | 2.75% | 3.14% | 3.09% | 2.08% | 2.95% | 2.62% | 1.75% | 1.83% | 0.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative International Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.02 | $0.00 | $0.73 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.08 | $0.00 | $1.04 | $1.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.15 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.07 | $0.00 | $0.01 | $0.42 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.13 | $0.48 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Glenmede Quantitative International Equity Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Glenmede Quantitative International Equity Portfolio was 63.63%, occurring on Mar 9, 2009. Recovery took 2224 trading sessions.
The current Glenmede Quantitative International Equity Portfolio drawdown is 1.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.63%Mar 2009 | 1y 8mo | 8y 10mo | 10y 5moJul 2007 - Jan 2018 |
2003 bear market2003 | -42.35%Mar 2003 | 3y 6mo | 1y 7mo | 5y 1moSep 1999 - Oct 2004 |
COVID crash2020 | -39.50%Mar 2020 | 2y 1mo | 11mo 29d | 3y 1moJan 2018 - Mar 2021 |
Bear market2022 | -26.23%Sep 2022 | 8mo 15d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1998 bear market1998 | -21.71%Oct 1998 | 2mo 16d | 7mo 3d | 9mo 19dJul 1998 - May 1999 |
Drawdown Indicators
| GTCIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -56.78% | -6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -9.10% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -18.90% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -25.43% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -33.92% | -5.58% |
Current DrawdownCurrent decline from peak | -1.81% | -1.80% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -10.71% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.03% | +0.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with GTCIX
Add Glenmede Quantitative International Equity Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with GTCIX