GTCIX vs. AOA
GTCIX (Glenmede Quantitative International Equity Portfolio) and AOA (iShares Core 80/20 Aggressive Allocation ETF) are both funds - GTCIX is a Foreign Large Cap Equities fund managed by Glenmede, while AOA is a Diversified Portfolio fund tracking the S&P Target Risk Aggressive Index. Over the past 10 years, GTCIX returned 9.22%/yr vs 10.56%/yr for AOA. A 0.80 correlation means they provide meaningful diversification when combined. GTCIX charges 1.00%/yr vs 0.15%/yr for AOA.
Performance
GTCIX vs. AOA - Performance Comparison
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Returns By Period
In the year-to-date period, GTCIX achieves a 10.50% return, which is significantly higher than AOA's 9.93% return. Over the past 10 years, GTCIX has underperformed AOA with an annualized return of 9.22%, while AOA has yielded a comparatively higher 10.56% annualized return.
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%
AOA
- 1D
- -0.50%
- 1M
- 4.14%
- YTD
- 9.93%
- 6M
- 10.64%
- 1Y
- 24.29%
- 3Y*
- 17.52%
- 5Y*
- 9.15%
- 10Y*
- 10.56%
GTCIX vs. AOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCIX Glenmede Quantitative International Equity Portfolio | 10.50% | 39.90% | 8.60% | 19.16% | -11.88% | 12.56% | 1.86% | 18.00% | -16.26% | 22.46% |
AOA iShares Core 80/20 Aggressive Allocation ETF | 9.93% | 19.59% | 13.55% | 18.27% | -16.23% | 15.42% | 12.82% | 22.60% | -7.86% | 20.05% |
Correlation
The correlation between GTCIX and AOA is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008 | 0.80 |
Over the past year, the correlation between GTCIX and AOA has dropped to 0.59 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
GTCIX vs. AOA — Risk / Return Rank
GTCIX
AOA
GTCIX vs. AOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and iShares Core 80/20 Aggressive Allocation ETF (AOA). 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.
| GTCIX | AOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.43 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.98 | +0.11 |
| Martin ratioReturn relative to average drawdown | 11.04 | 13.20 | -2.16 |
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
| GTCIX | AOA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.30 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.71 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.69 | -0.37 |
Drawdowns
GTCIX vs. AOA - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for GTCIX and AOA.
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Drawdown Indicators
| GTCIX | AOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -28.38% | -35.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -8.20% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -12.94% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -23.62% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -28.38% | -11.12% |
Current DrawdownCurrent decline from peak | -1.81% | -0.50% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -4.05% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.84% | +0.83% |
Volatility
GTCIX vs. AOA - Volatility Comparison
The current volatility for Glenmede Quantitative International Equity Portfolio (GTCIX) is 3.01%, while iShares Core 80/20 Aggressive Allocation ETF (AOA) has a volatility of 3.25%. This indicates that GTCIX experiences smaller price fluctuations and is considered to be less risky than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCIX | AOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 3.25% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.51% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 10.63% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 12.98% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 13.55% | +1.80% |
GTCIX vs. AOA - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is higher than AOA's 0.15% expense ratio.
Dividends
GTCIX vs. AOA - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.24%, more than AOA's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOA iShares Core 80/20 Aggressive Allocation ETF | 2.04% | 2.18% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.26% | 2.15% |
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
GTCIX and AOA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOA has higher volatility (3.25%) compared to GTCIX (3.01%). In terms of maximum drawdown, GTCIX dropped -63.63% vs AOA's -28.38%.
GTCIX currently has the higher Sharpe Ratio (2.55 vs 2.30), 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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