GTCIX vs. GTCEX
Compare and contrast key facts about Glenmede Quantitative International Equity Portfolio (GTCIX) and Glenmede Strategic Equity Portfolio (GTCEX).
GTCIX is managed by Glenmede. It was launched on Nov 16, 1988. GTCEX is managed by Glenmede. It was launched on Jul 20, 1989.
Performance
GTCIX vs. GTCEX - Performance Comparison
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GTCIX vs. GTCEX - 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% |
GTCEX Glenmede Strategic Equity Portfolio | -9.51% | 14.88% | 13.41% | 23.41% | -15.53% | 26.60% | 11.39% | 29.53% | -6.83% | 25.92% |
Returns By Period
In the year-to-date period, GTCIX achieves a 1.90% return, which is significantly higher than GTCEX's -9.51% return. Over the past 10 years, GTCIX has underperformed GTCEX with an annualized return of 8.69%, while GTCEX has yielded a comparatively higher 11.20% 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%
GTCEX
- 1D
- 0.00%
- 1M
- -8.75%
- YTD
- -9.51%
- 6M
- -6.00%
- 1Y
- 8.16%
- 3Y*
- 11.47%
- 5Y*
- 7.85%
- 10Y*
- 11.20%
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GTCIX vs. GTCEX - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is higher than GTCEX's 0.85% expense ratio.
Return for Risk
GTCIX vs. GTCEX — Risk / Return Rank
GTCIX
GTCEX
GTCIX vs. GTCEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and Glenmede Strategic Equity Portfolio (GTCEX). 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 | GTCEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.52 | +1.39 |
Sortino ratioReturn per unit of downside risk | 2.47 | 0.86 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 0.48 | +1.75 |
Martin ratioReturn relative to average drawdown | 9.94 | 1.66 | +8.28 |
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 | GTCEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.52 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.38 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.41 | -0.10 |
Correlation
The correlation between GTCIX and GTCEX is 0.58, 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. GTCEX - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.42%, less than GTCEX's 27.60% 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% |
GTCEX Glenmede Strategic Equity Portfolio | 27.60% | 24.98% | 11.57% | 19.78% | 8.28% | 11.00% | 6.12% | 2.66% | 2.28% | 7.61% | 7.65% | 9.50% |
Drawdowns
GTCIX vs. GTCEX - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than GTCEX's maximum drawdown of -52.79%. Use the drawdown chart below to compare losses from any high point for GTCIX and GTCEX.
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Drawdown Indicators
| GTCIX | GTCEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -52.79% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -12.11% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -24.38% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -35.61% | -3.89% |
Current DrawdownCurrent decline from peak | -9.46% | -12.11% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -10.64% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.49% | -0.75% |
Volatility
GTCIX vs. GTCEX - Volatility Comparison
Glenmede Quantitative International Equity Portfolio (GTCIX) has a higher volatility of 5.13% compared to Glenmede Strategic Equity Portfolio (GTCEX) at 4.01%. This indicates that GTCIX's price experiences larger fluctuations and is considered to be riskier than GTCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCIX | GTCEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.01% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 8.91% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 16.98% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 21.07% | -7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 20.23% | -4.89% |