Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX)
The fund invests at least 80% of the value of its net assets (including borrowings for investment purposes) in long and short positions with respect to equity securities, such as common stocks, of public companies tied economically to the U.S. The Portfolio will invest in companies with market capitalizations, at the time of purchase, that are within the market capitalization range of any stock in the Russell 3000 Index.
Fund Info
US3786907549
378690754
Dec 21, 2006
$0
Mid-Cap
Value
Expense Ratio
GTTMX has a high expense ratio of 1.83%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Glenmede Quantitative U.S. Total Market Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Glenmede Quantitative U.S. Total Market Equity Portfolio had a return of 8.58% year-to-date (YTD) and 6.90% in the last 12 months. Over the past 10 years, Glenmede Quantitative U.S. Total Market Equity Portfolio had an annualized return of 3.03%, while the S&P 500 had an annualized return of 11.29%, indicating that Glenmede Quantitative U.S. Total Market Equity Portfolio did not perform as well as the benchmark.
GTTMX
8.58%
4.61%
0.43%
6.90%
2.17%
3.03%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of GTTMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.27% | 8.58% | |||||||||||
| 2024 | 1.16% | 3.72% | 4.38% | -6.50% | 3.41% | 0.31% | 4.73% | 0.60% | 0.79% | -0.78% | 8.13% | -16.62% | 0.91% |
| 2023 | 6.18% | -0.92% | -0.76% | -1.58% | -3.68% | 8.97% | 2.62% | -2.13% | -4.19% | -5.30% | 5.67% | -0.03% | 3.84% |
| 2022 | -4.07% | 0.51% | 1.07% | -6.92% | 1.25% | -10.86% | 7.63% | -3.07% | -9.16% | 13.06% | 4.32% | -5.89% | -13.89% |
| 2021 | 1.41% | 4.57% | 8.73% | 3.58% | 4.42% | -0.89% | 0.38% | 4.40% | -1.68% | 5.54% | -1.40% | -9.67% | 19.72% |
| 2020 | -4.56% | -10.93% | -21.51% | 12.91% | 4.82% | 3.20% | 3.80% | 4.11% | -2.76% | -1.04% | 15.97% | -4.10% | -5.75% |
| 2019 | 11.13% | 2.72% | -1.52% | 3.30% | -8.43% | 8.05% | 1.14% | -5.05% | 2.92% | 1.66% | 5.09% | -2.95% | 17.76% |
| 2018 | 4.92% | -3.45% | -1.64% | 0.29% | 0.67% | -0.36% | 3.53% | 3.05% | -0.44% | -8.18% | 1.06% | -18.19% | -19.17% |
| 2017 | 0.86% | 2.39% | -0.66% | 1.27% | 1.37% | 2.40% | 1.72% | 0.34% | 2.58% | 3.28% | 3.18% | -0.71% | 19.48% |
| 2016 | -6.85% | 2.40% | 5.86% | -0.05% | 1.32% | -0.75% | 2.81% | -0.40% | 1.21% | -2.26% | 7.24% | 3.30% | 13.88% |
| 2015 | -1.98% | 6.28% | 0.00% | -1.54% | 1.60% | -1.25% | -0.10% | -5.95% | -2.91% | 7.47% | 0.41% | -2.77% | -1.50% |
| 2014 | -1.96% | 5.92% | 1.75% | -0.69% | 1.66% | 2.31% | -3.30% | 3.64% | -2.85% | 3.05% | 2.12% | -4.93% | 6.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GTTMX is 15, meaning it’s performing worse than 85% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Glenmede Quantitative U.S. Total Market Equity Portfolio provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.03 | $0.03 | $0.09 | $0.07 | $0.06 | $0.09 | $0.10 | $0.08 | $0.04 | $0.09 | $0.08 | $0.05 |
Dividend yield | 0.13% | 0.14% | 0.51% | 0.40% | 0.28% | 0.50% | 0.55% | 0.51% | 0.18% | 0.55% | 0.59% | 0.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Glenmede Quantitative U.S. Total Market 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.02 | $0.09 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.02 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.03 | $0.06 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.03 | $0.10 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.04 | $0.08 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.04 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.03 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.02 | $0.08 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.02 | $0.05 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Glenmede Quantitative U.S. Total Market 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 U.S. Total Market Equity Portfolio was 56.24%, occurring on Mar 9, 2009. Recovery took 993 trading sessions.
The current Glenmede Quantitative U.S. Total Market Equity Portfolio drawdown is 16.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.24% | Jul 16, 2007 | 415 | Mar 9, 2009 | 993 | Feb 19, 2013 | 1408 |
| -50.19% | Aug 30, 2018 | 392 | Mar 23, 2020 | 268 | Apr 15, 2021 | 660 |
| -34.08% | Nov 17, 2021 | 215 | Sep 26, 2022 | — | — | — |
| -18.38% | Dec 8, 2014 | 297 | Feb 11, 2016 | 192 | Nov 14, 2016 | 489 |
| -9.87% | Jul 7, 2014 | 72 | Oct 15, 2014 | 23 | Nov 17, 2014 | 95 |
Volatility
Volatility Chart
The current Glenmede Quantitative U.S. Total Market Equity Portfolio volatility is 3.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.