GTCIX vs. GTAPX
Compare and contrast key facts about Glenmede Quantitative International Equity Portfolio (GTCIX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX).
GTCIX is managed by Glenmede. It was launched on Nov 16, 1988. GTAPX is managed by Glenmede. It was launched on Sep 28, 2006.
Performance
GTCIX vs. GTAPX - Performance Comparison
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GTCIX vs. GTAPX - 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% |
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 2.33% | 12.79% | 13.28% | 4.42% | 3.16% | 17.72% | -5.16% | 3.26% | -8.65% | 8.74% |
Returns By Period
In the year-to-date period, GTCIX achieves a 1.90% return, which is significantly lower than GTAPX's 2.33% return. Over the past 10 years, GTCIX has outperformed GTAPX with an annualized return of 8.69%, while GTAPX has yielded a comparatively lower 5.30% 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%
GTAPX
- 1D
- -0.30%
- 1M
- -0.30%
- YTD
- 2.33%
- 6M
- 6.61%
- 1Y
- 14.22%
- 3Y*
- 10.52%
- 5Y*
- 9.15%
- 10Y*
- 5.30%
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GTCIX vs. GTAPX - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is lower than GTAPX's 1.25% expense ratio.
Return for Risk
GTCIX vs. GTAPX — Risk / Return Rank
GTCIX
GTAPX
GTCIX vs. GTAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX). 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 | GTAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.83 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.66 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.11 | -0.88 |
Martin ratioReturn relative to average drawdown | 9.94 | 11.29 | -1.35 |
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 | GTAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.83 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.85 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.39 | -0.07 |
Correlation
The correlation between GTCIX and GTAPX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GTCIX vs. GTAPX - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.42%, less than GTAPX's 16.26% 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% |
GTAPX Quantitative U.S. Long/Short Equity Portfolio | 16.26% | 16.63% | 11.79% | 11.23% | 0.00% | 0.00% | 0.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTCIX vs. GTAPX - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than GTAPX's maximum drawdown of -30.40%. Use the drawdown chart below to compare losses from any high point for GTCIX and GTAPX.
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Drawdown Indicators
| GTCIX | GTAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -30.40% | -33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -4.15% | -6.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -12.21% | -14.02% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -30.40% | -9.10% |
Current DrawdownCurrent decline from peak | -9.46% | -1.27% | -8.19% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -7.09% | -6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 1.19% | +1.55% |
Volatility
GTCIX vs. GTAPX - Volatility Comparison
Glenmede Quantitative International Equity Portfolio (GTCIX) has a higher volatility of 5.13% compared to Quantitative U.S. Long/Short Equity Portfolio (GTAPX) at 2.07%. This indicates that GTCIX's price experiences larger fluctuations and is considered to be riskier than GTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCIX | GTAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.07% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 5.13% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 8.19% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 10.89% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 10.20% | +5.14% |