GTCEX vs. GTTMX
GTCEX (Glenmede Strategic Equity Portfolio) and GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) are both mutual funds - GTCEX is a Large Cap Blend Equities fund managed by Glenmede, while GTTMX is a Mid Cap Value Equities fund managed by Glenmede. Over the past 10 years, GTCEX returned 12.25%/yr vs 12.36%/yr for GTTMX. Their correlation of 0.90 means they have usually moved in the same direction. GTCEX charges 0.85%/yr vs 1.83%/yr for GTTMX.
Performance
GTCEX vs. GTTMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTCEX achieves a 5.69% return, which is significantly lower than GTTMX's 14.75% return. Both investments have delivered pretty close results over the past 10 years, with GTCEX having a 12.25% annualized return and GTTMX not far ahead at 12.36%.
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%
GTTMX
- 1D
- 1.27%
- 1M
- 4.00%
- 6M
- 11.49%
- YTD
- 14.75%
- 1Y
- 28.60%
- 3Y*
- 15.53%
- 5Y*
- 10.85%
- 10Y*
- 12.36%
- ALL TIME*
- 8.86%
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. GTTMX - 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% |
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 14.75% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 24.18% | -11.99% | 22.88% |
Correlation
The correlation between GTCEX and GTTMX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.90 |
Over the past year, the correlation between GTCEX and GTTMX has dropped to 0.69 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTCEX vs. GTTMX — Risk / Return Rank
GTCEX
GTTMX
GTCEX vs. GTTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX). 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 | GTTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 4.16 | -2.93 |
| Martin ratioReturn relative to average drawdown | 4.01 | 13.70 | -9.70 |
Loading charts...
Drawdowns
GTCEX vs. GTTMX - Drawdown Comparison
The maximum GTCEX drawdown since its inception was -52.79%, smaller than the maximum GTTMX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for GTCEX and GTTMX.
Loading charts...
Drawdown Indicators
| GTCEX | GTTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -56.24% | +3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -6.51% | -5.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -20.62% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -24.12% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -44.59% | +8.98% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -10.18% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 1.97% | +1.73% |
Volatility
GTCEX vs. GTTMX - Volatility Comparison
Glenmede Strategic Equity Portfolio (GTCEX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) have volatilities of 3.53% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTCEX | GTTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.44% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 11.46% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 15.25% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 18.29% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 20.48% | -0.25% |
GTCEX vs. GTTMX - Expense Ratio Comparison
GTCEX has a 0.85% expense ratio, which is lower than GTTMX's 1.83% expense ratio.
Dividends
GTCEX vs. GTTMX - Dividend Comparison
GTCEX's dividend yield for the trailing twelve months is around 23.56%, more than GTTMX's 16.47% 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% |
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 16.47% | 18.85% | 14.45% | 5.83% | 0.40% | 17.50% | 11.58% | 5.95% | 9.88% | 3.00% | 0.55% | 0.59% |
Frequently Asked Questions
GTCEX and GTTMX have a correlation of 0.69, 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 GTTMX (3.44%). In terms of maximum drawdown, GTCEX dropped -52.79% vs GTTMX's -56.24%.
GTTMX currently has the higher Sharpe Ratio (1.78 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.
Find the right allocation for GTCEX and GTTMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer