GTCIX vs. EPDPX
Compare and contrast key facts about Glenmede Quantitative International Equity Portfolio (GTCIX) and EuroPac International Dividend Income Fund Class A (EPDPX).
GTCIX is managed by Glenmede. It was launched on Nov 16, 1988. EPDPX is managed by Euro Pacific Asset Management. It was launched on Jan 10, 2014.
Performance
GTCIX vs. EPDPX - Performance Comparison
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GTCIX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCIX Glenmede Quantitative International Equity Portfolio | 1.90% | 39.90% | 8.60% | 19.16% | -11.88% | 12.56% | 1.86% | 18.00% | -16.26% | 22.46% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.90% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Returns By Period
In the year-to-date period, GTCIX achieves a 1.90% return, which is significantly lower than EPDPX's 5.90% return. Over the past 10 years, GTCIX has underperformed EPDPX with an annualized return of 8.69%, while EPDPX has yielded a comparatively higher 9.56% annualized 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%
EPDPX
- 1D
- 0.14%
- 1M
- -9.40%
- YTD
- 5.90%
- 6M
- 16.78%
- 1Y
- 44.80%
- 3Y*
- 20.57%
- 5Y*
- 14.44%
- 10Y*
- 9.56%
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GTCIX vs. EPDPX - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Return for Risk
GTCIX vs. EPDPX — Risk / Return Rank
GTCIX
EPDPX
GTCIX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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 | EPDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 2.78 | -0.86 |
Sortino ratioReturn per unit of downside risk | 2.47 | 3.30 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.53 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 4.04 | -1.81 |
Martin ratioReturn relative to average drawdown | 9.94 | 16.67 | -6.73 |
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 | EPDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.78 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.03 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Correlation
The correlation between GTCIX and EPDPX is 0.76, 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. EPDPX - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.42%, less than EPDPX's 5.83% 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% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.83% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
Drawdowns
GTCIX vs. EPDPX - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for GTCIX and EPDPX.
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Drawdown Indicators
| GTCIX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -39.21% | -24.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -10.96% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -21.06% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -33.34% | -6.16% |
Current DrawdownCurrent decline from peak | -9.46% | -9.40% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -11.30% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.66% | +0.08% |
Volatility
GTCIX vs. EPDPX - Volatility Comparison
The current volatility for Glenmede Quantitative International Equity Portfolio (GTCIX) is 5.13%, while EuroPac International Dividend Income Fund Class A (EPDPX) has a volatility of 6.49%. This indicates that GTCIX experiences smaller price fluctuations and is considered to be less risky than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCIX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.49% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 11.41% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 16.13% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 14.03% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 14.86% | +0.48% |