GTCIX vs. DFAI

Last updated Apr 1, 2026

Compare and contrast key facts about Glenmede Quantitative International Equity Portfolio (GTCIX) and Dimensional International Core Equity Market ETF (DFAI).

GTCIX is managed by Glenmede. It was launched on Nov 16, 1988. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.

Performance

GTCIX vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative International Equity Portfolio (GTCIX) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

GTCIX vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GTCIX Glenmede Quantitative International Equity Portfolio	1.90%	39.90%	8.60%	19.16%	-11.88%	12.56%	5.83%
DFAI Dimensional International Core Equity Market ETF	2.50%	34.04%	4.68%	17.60%	-12.95%	13.86%	6.13%

Returns By Period

In the year-to-date period, GTCIX achieves a 1.90% return, which is significantly lower than DFAI's 2.50% return.

GTCIX

• 1D: -0.29%
• 1M: -9.46%
• YTD: 1.90%
• 6M: 9.11%
• 1Y: 30.44%
• 3Y*: 19.31%
• 5Y*: 11.71%
• 10Y*: 8.69%

DFAI

• 1D: 2.96%
• 1M: -7.52%
• YTD: 2.50%
• 6M: 8.18%
• 1Y: 28.07%
• 3Y*: 16.13%
• 5Y*: 9.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTCIX vs. DFAI - Expense Ratio Comparison

GTCIX has a 1.00% expense ratio, which is higher than DFAI's 0.18% expense ratio.

GTCIX

Glenmede Quantitative International Equity Portfolio

DFAI

Dimensional International Core Equity Market ETF

Return for Risk

GTCIX vs. DFAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTCIX

GTCIX Risk / Return Rank: 89
GTCIX Sharpe Ratio Rank: 91
GTCIX Sortino Ratio Rank: 89
GTCIX Omega Ratio Rank: 89
GTCIX Calmar Ratio Rank: 86
GTCIX Martin Ratio Rank: 89

DFAI

DFAI Risk / Return Rank: 87
DFAI Sharpe Ratio Rank: 86
DFAI Sortino Ratio Rank: 87
DFAI Omega Ratio Rank: 88
DFAI Calmar Ratio Rank: 86
DFAI Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTCIX vs. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and Dimensional International Core Equity Market ETF (DFAI). 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	DFAI	Difference
Sharpe ratio Return per unit of total volatility	1.92	1.69	+0.23
Sortino ratio Return per unit of downside risk	2.47	2.32	+0.15
Omega ratio Gain probability vs. loss probability	1.39	1.35	+0.05
Calmar ratio Return relative to maximum drawdown	2.23	2.46	-0.23
Martin ratio Return relative to average drawdown	9.94	9.75	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTCIX vs. DFAI - Sharpe Ratio Comparison

The current GTCIX Sharpe Ratio is 1.92, which is comparable to the DFAI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GTCIX and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GTCIX	DFAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	1.69	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.60	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.73	-0.42

Correlation

The correlation between GTCIX and DFAI is 0.83, 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

GTCIX vs. DFAI - Dividend Comparison

GTCIX's dividend yield for the trailing twelve months is around 4.42%, more than DFAI's 2.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTCIX Glenmede Quantitative International Equity Portfolio	4.42%	4.50%	9.25%	2.75%	3.14%	3.09%	2.08%	2.95%	2.62%	1.75%	1.83%	0.71%
DFAI Dimensional International Core Equity Market ETF	2.41%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GTCIX vs. DFAI - Drawdown Comparison

The maximum GTCIX drawdown since its inception was -63.63%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for GTCIX and DFAI.

Drawdown Indicators

	GTCIX	DFAI	Difference
Max Drawdown Largest peak-to-trough decline	-63.63%	-27.44%	-36.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-10.95%	+0.18%
Max Drawdown (5Y) Largest decline over 5 years	-26.23%	-27.44%	+1.21%
Max Drawdown (10Y) Largest decline over 10 years	-39.50%	—	—
Current Drawdown Current decline from peak	-9.46%	-7.61%	-1.85%
Average Drawdown Average peak-to-trough decline	-13.17%	-5.21%	-7.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.76%	-0.02%

Volatility

GTCIX vs. DFAI - Volatility Comparison

The current volatility for Glenmede Quantitative International Equity Portfolio (GTCIX) is 5.13%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 7.35%. This indicates that GTCIX experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTCIX	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	7.35%	-2.22%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	10.56%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.92%	16.70%	-1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	15.81%	-2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.34%	15.66%	-0.32%