GTAPX vs. BDMIX
Compare and contrast key facts about Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
GTAPX is managed by Glenmede. It was launched on Sep 28, 2006. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
GTAPX vs. BDMIX - Performance Comparison
Loading graphics...
GTAPX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 2.72% | 12.79% | 13.28% | 4.42% | 3.16% | 17.72% | -5.16% | 3.26% | -8.65% | 8.74% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, GTAPX achieves a 2.72% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, GTAPX has underperformed BDMIX with an annualized return of 5.34%, while BDMIX has yielded a comparatively higher 7.29% annualized return.
GTAPX
- 1D
- 0.38%
- 1M
- 0.76%
- YTD
- 2.72%
- 6M
- 6.94%
- 1Y
- 14.49%
- 3Y*
- 10.66%
- 5Y*
- 9.11%
- 10Y*
- 5.34%
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTAPX vs. BDMIX - Expense Ratio Comparison
GTAPX has a 1.25% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
GTAPX vs. BDMIX — Risk / Return Rank
GTAPX
BDMIX
GTAPX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| GTAPX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.55 | -0.74 |
Sortino ratioReturn per unit of downside risk | 2.64 | 3.73 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.48 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 5.14 | -1.81 |
Martin ratioReturn relative to average drawdown | 11.90 | 14.25 | -2.36 |
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 graphics...
Sharpe Ratios by Period
| GTAPX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.55 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.76 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.27 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.15 | -0.76 |
Correlation
The correlation between GTAPX and BDMIX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GTAPX vs. BDMIX - Dividend Comparison
GTAPX's dividend yield for the trailing twelve months is around 16.19%, more than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 16.19% | 16.63% | 11.79% | 11.23% | 0.00% | 0.00% | 0.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
GTAPX vs. BDMIX - Drawdown Comparison
The maximum GTAPX drawdown since its inception was -30.40%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for GTAPX and BDMIX.
Loading graphics...
Drawdown Indicators
| GTAPX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.40% | -11.89% | -18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.15% | -3.60% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -12.21% | -7.45% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -30.40% | -9.44% | -20.96% |
Current DrawdownCurrent decline from peak | -0.90% | -0.13% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -2.71% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.30% | -0.14% |
Volatility
GTAPX vs. BDMIX - Volatility Comparison
Quantitative U.S. Long/Short Equity Portfolio (GTAPX) has a higher volatility of 1.98% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that GTAPX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTAPX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 1.72% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.12% | 4.78% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.18% | 6.93% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.89% | 6.51% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.20% | 5.77% | +4.43% |