GTCEX vs. GTCIX
GTCEX (Glenmede Strategic Equity Portfolio) and GTCIX (Glenmede Quantitative International Equity Portfolio) are both mutual funds - GTCEX is a Large Cap Blend Equities fund managed by Glenmede, while GTCIX is a Foreign Large Cap Equities fund managed by Glenmede. Over the past 10 years, GTCEX returned 12.25%/yr vs 9.65%/yr for GTCIX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. GTCEX charges 0.85%/yr vs 1.00%/yr for GTCIX.
Performance
GTCEX vs. GTCIX - Performance Comparison
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Returns By Period
In the year-to-date period, GTCEX achieves a 5.69% return, which is significantly lower than GTCIX's 13.85% return. Over the past 10 years, GTCEX has outperformed GTCIX with an annualized return of 12.25%, while GTCIX has yielded a comparatively lower 9.65% annualized return.
GTCEX
- 1D
- 0.61%
- 1M
- 3.65%
- 6M
- 4.60%
- YTD
- 5.69%
- 1Y
- 17.07%
- 3Y*
- 13.49%
- 5Y*
- 8.79%
- 10Y*
- 12.25%
- ALL TIME*
- 7.81%
GTCIX
- 1D
- 0.87%
- 1M
- 3.03%
- 6M
- 8.18%
- YTD
- 13.85%
- 1Y
- 30.77%
- 3Y*
- 21.24%
- 5Y*
- 12.95%
- 10Y*
- 9.65%
- ALL TIME*
- 5.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GTCEX vs. GTCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 5.69% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 25.92% |
GTCIX Glenmede Quantitative International Equity Portfolio | 13.85% | 39.90% | 8.60% | 19.16% | -11.88% | 12.56% | 1.86% | 18.00% | -16.26% | 22.46% |
Correlation
The correlation between GTCEX and GTCIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 1990 | 0.58 |
The correlation between GTCEX and GTCIX shifts across timeframes, from 0.40 (3 years) to 0.62 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GTCEX vs. GTCIX — Risk / Return Rank
GTCEX
GTCIX
GTCEX vs. GTCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) 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.
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.
| GTCEX | GTCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.50 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.28 | -2.05 |
| Martin ratioReturn relative to average drawdown | 4.01 | 11.44 | -7.43 |
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Drawdowns
GTCEX vs. GTCIX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, smaller than the maximum GTCIX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for GTCEX and GTCIX.
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Drawdown Indicators
| GTCEX | GTCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -63.63% | +10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.63% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -13.06% | -11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -26.23% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -39.50% | +3.89% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -13.07% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.75% | +0.95% |
Volatility
GTCEX vs. GTCIX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) has a higher volatility of 3.53% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 2.73%. This indicates that GTCEX'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.
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Volatility by Period
| GTCEX | GTCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.73% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 9.44% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 11.66% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 13.41% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 14.96% | +5.27% |
GTCEX vs. GTCIX - Expense Ratio Comparison
GTCEX has a 0.85% expense ratio, which is lower than GTCIX's 1.00% expense ratio.
Dividends
GTCEX vs. GTCIX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 23.56%, more than GTCIX's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCEX Glenmede Strategic Equity Portfolio | 23.56% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
GTCIX Glenmede Quantitative International Equity Portfolio | 4.62% | 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
GTCEX and GTCIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTCEX has higher volatility (3.53%) compared to GTCIX (2.73%). In terms of maximum drawdown, GTCEX dropped -52.79% vs GTCIX's -63.63%.
GTCIX currently has the higher Sharpe Ratio (2.73 vs 1.19), 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.
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