GTCEX vs. DFIEX
Compare and contrast key facts about Glenmede Strategic Equity Portfolio (GTCEX) and DFA International Core Equity Portfolio I (DFIEX).
GTCEX is managed by Glenmede. It was launched on Jul 20, 1989. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GTCEX vs. DFIEX - Performance Comparison
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GTCEX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | -7.27% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 25.92% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GTCEX achieves a -7.27% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, GTCEX has outperformed DFIEX with an annualized return of 11.47%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
GTCEX
- 1D
- 2.47%
- 1M
- -5.77%
- YTD
- -7.27%
- 6M
- -4.01%
- 1Y
- 10.54%
- 3Y*
- 12.38%
- 5Y*
- 8.16%
- 10Y*
- 11.47%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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GTCEX vs. DFIEX - Expense Ratio Comparison
GTCEX has a 0.85% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GTCEX vs. DFIEX — Risk / Return Rank
GTCEX
DFIEX
GTCEX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GTCEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.95 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.02 | 2.55 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.57 | -1.83 |
Martin ratioReturn relative to average drawdown | 2.55 | 10.07 | -7.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTCEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.95 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.60 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.06 |
Correlation
The correlation between GTCEX and DFIEX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GTCEX vs. DFIEX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 26.93%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 26.93% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GTCEX vs. DFIEX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GTCEX and DFIEX.
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Drawdown Indicators
| GTCEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -62.22% | +9.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.01% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -28.66% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -41.04% | +5.43% |
Current DrawdownCurrent decline from peak | -9.94% | -7.75% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -12.26% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.81% | +0.71% |
Volatility
GTCEX vs. DFIEX - Volatility Comparison
The current volatility for Glenmede Strategic Equity Portfolio (GTCEX) is 4.91%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that GTCEX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 7.09% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 10.45% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 15.90% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 15.65% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 16.35% | +3.89% |