GLRY vs. GTCIX

Last updated Jun 4, 2026

GLRY (Inspire Faithward Mid Cap Momentum ESG ETF) and GTCIX (Glenmede Quantitative International Equity Portfolio) are both funds - GLRY is a Momentum fund actively managed by Inspire, while GTCIX is a Foreign Large Cap Equities fund managed by Glenmede. Over the past 5 years, GLRY returned 8.81%/yr vs 12.18%/yr for GTCIX. At a 0.49 correlation, their price movements are largely independent. GLRY charges 0.85%/yr vs 1.00%/yr for GTCIX.

Performance

GLRY vs. GTCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Glenmede Quantitative International Equity Portfolio (GTCIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLRY achieves a 17.07% return, which is significantly higher than GTCIX's 10.50% return.

GLRY

• 1D: 0.36%
• 1M: 2.25%
• YTD: 17.07%
• 6M: 15.71%
• 1Y: 29.59%
• 3Y*: 20.95%
• 5Y*: 8.81%
• 10Y*: —

GTCIX

• 1D: 0.40%
• 1M: 2.26%
• YTD: 10.50%
• 6M: 13.19%
• 1Y: 30.05%
• 3Y*: 22.69%
• 5Y*: 12.18%
• 10Y*: 9.22%

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

GLRY vs. GTCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	17.07%	16.50%	16.59%	19.58%	-22.50%	15.97%	4.13%
GTCIX Glenmede Quantitative International Equity Portfolio	10.50%	39.90%	8.60%	19.16%	-11.88%	12.56%	1.99%

Correlation

The correlation between GLRY and GTCIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020	0.49

Return for Risk

GLRY vs. GTCIX — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 49
GLRY Sharpe Ratio Rank: 46
GLRY Sortino Ratio Rank: 44
GLRY Omega Ratio Rank: 46
GLRY Calmar Ratio Rank: 55
GLRY Martin Ratio Rank: 55

GTCIX

GTCIX Risk / Return Rank: 69
GTCIX Sharpe Ratio Rank: 78
GTCIX Sortino Ratio Rank: 75
GTCIX Omega Ratio Rank: 72
GTCIX Calmar Ratio Rank: 64
GTCIX Martin Ratio Rank: 54

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.

GLRY vs. GTCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Glenmede Quantitative International Equity Portfolio (GTCIX). 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.

	GLRY	GTCIX	Difference
Sharpe ratio Return per unit of total volatility	1.64	2.55	-0.92
Sortino ratio Return per unit of downside risk	2.24	3.61	-1.37
Omega ratio Gain probability vs. loss probability	1.29	1.48	-0.18
Calmar ratio Return relative to maximum drawdown	2.73	3.08	-0.35
Martin ratio Return relative to average drawdown	9.48	11.04	-1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLRY vs. GTCIX - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.64, which is lower than the GTCIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of GLRY and GTCIX, 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

	GLRY	GTCIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	2.55	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.91	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.32	+0.20

Drawdowns

GLRY vs. GTCIX - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, smaller than the maximum GTCIX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for GLRY and GTCIX.

Drawdown Indicators

	GLRY	GTCIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.60%	-63.63%	+23.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-9.63%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-13.06%	-7.44%
Max Drawdown (5Y) Largest decline over 5 years	-34.63%	-26.23%	-8.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.50%	—
Current Drawdown Current decline from peak	0.00%	-1.81%	+1.81%
Average Drawdown Average peak-to-trough decline	-16.04%	-13.12%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.67%	+0.46%

Volatility

GLRY vs. GTCIX - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 5.62% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 3.01%. This indicates that GLRY's price experiences larger fluctuations and is considered to be riskier than GTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLRY	GTCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	3.01%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	15.14%	9.35%	+5.79%
Volatility (1Y) Calculated over the trailing 1-year period	18.19%	11.63%	+6.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	13.47%	+6.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	15.35%	+6.06%

GLRY vs. GTCIX - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is lower than GTCIX's 1.00% expense ratio.

Dividends

GLRY vs. GTCIX - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.24%, less than GTCIX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.24%	0.34%	0.52%	1.07%	1.04%	4.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GTCIX Glenmede Quantitative International Equity Portfolio	4.24%	4.50%	9.25%	2.75%	3.14%	3.09%	2.08%	2.95%	2.62%	1.75%	1.83%	0.71%

Frequently Asked Questions

Can I hold both GLRY and GTCIX in my portfolio?

GLRY and GTCIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLRY or GTCIX?

GLRY has higher volatility (5.62%) compared to GTCIX (3.01%). In terms of maximum drawdown, GLRY dropped -40.60% vs GTCIX's -63.63%.

Which has better risk-adjusted returns?

GTCIX currently has the higher Sharpe Ratio (2.55 vs 1.64), 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.