GTCIX vs. GSIMX
GTCIX (Glenmede Quantitative International Equity Portfolio) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, GTCIX returned 12.95%/yr vs 9.21%/yr for GSIMX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. GTCIX charges 1.00%/yr vs 0.76%/yr for GSIMX.
Performance
GTCIX vs. GSIMX - Performance Comparison
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Returns By Period
In the year-to-date period, GTCIX achieves a 13.85% return, which is significantly higher than GSIMX's 8.14% return.
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%
GSIMX
- 1D
- 0.62%
- 1M
- 2.06%
- 6M
- 4.43%
- YTD
- 8.14%
- 1Y
- 15.67%
- 3Y*
- 15.47%
- 5Y*
- 9.21%
- 10Y*
- —
- ALL TIME*
- 12.77%
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 |
GTCIX vs. GSIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 8.14% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Correlation
The correlation between GTCIX and GSIMX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.74 |
Over the past year, the correlation between GTCIX and GSIMX has dropped to 0.49 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
GTCIX vs. GSIMX — Risk / Return Rank
GTCIX
GSIMX
GTCIX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.
| GTCIX | GSIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.30 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.02 | +1.26 |
| Martin ratioReturn relative to average drawdown | 11.44 | 5.51 | +5.92 |
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Drawdowns
GTCIX vs. GSIMX - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GTCIX and GSIMX.
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Drawdown Indicators
| GTCIX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -28.84% | -34.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -7.81% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -10.32% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -25.37% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.17% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -4.80% | -8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.85% | -0.10% |
Volatility
GTCIX vs. GSIMX - Volatility Comparison
Glenmede Quantitative International Equity Portfolio (GTCIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) have volatilities of 2.73% and 2.73%, 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.
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Volatility by Period
| GTCIX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.73% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 8.18% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 9.85% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 14.25% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 15.61% | -0.65% |
GTCIX vs. GSIMX - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is higher than GSIMX's 0.76% expense ratio.
Dividends
GTCIX vs. GSIMX - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.62%, less than GSIMX's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.73% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
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
GTCIX and GSIMX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIMX has higher volatility (2.73%) compared to GTCIX (2.73%). In terms of maximum drawdown, GTCIX dropped -63.63% vs GSIMX's -28.84%.
GTCIX currently has the higher Sharpe Ratio (2.73 vs 1.60), 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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