GTCIX vs. VIHAX
GTCIX (Glenmede Quantitative International Equity Portfolio) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - GTCIX is a Foreign Large Cap Equities fund managed by Glenmede, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, GTCIX returned 9.71%/yr vs 11.15%/yr for VIHAX. Their correlation of 0.88 means they have usually moved in the same direction. GTCIX charges 1.00%/yr vs 0.16%/yr for VIHAX.
Performance
GTCIX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, GTCIX achieves a 14.30% return, which is significantly lower than VIHAX's 17.79% return. Over the past 10 years, GTCIX has underperformed VIHAX with an annualized return of 9.71%, while VIHAX has yielded a comparatively higher 11.15% annualized return.
GTCIX
- 1D
- 0.13%
- 1M
- 3.43%
- 6M
- 7.21%
- YTD
- 14.30%
- 1Y
- 30.44%
- 3Y*
- 22.26%
- 5Y*
- 12.88%
- 10Y*
- 9.71%
- ALL TIME*
- 5.72%
VIHAX
- 1D
- 0.40%
- 1M
- 4.75%
- 6M
- 9.72%
- YTD
- 17.79%
- 1Y
- 33.43%
- 3Y*
- 22.73%
- 5Y*
- 13.91%
- 10Y*
- 11.15%
- ALL TIME*
- 11.25%
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. VIHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTCIX Glenmede Quantitative International Equity Portfolio | 14.30% | 39.90% | 8.60% | 19.16% | -11.88% | 12.56% | 1.86% | 18.00% | -16.26% | 22.46% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.79% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between GTCIX and VIHAX is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.88 |
The correlation between GTCIX and VIHAX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
GTCIX vs. VIHAX — Risk / Return Rank
GTCIX
VIHAX
GTCIX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative International Equity Portfolio (GTCIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.53 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.69 | -0.40 |
| Martin ratioReturn relative to average drawdown | 11.50 | 14.12 | -2.62 |
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Drawdowns
GTCIX vs. VIHAX - Drawdown Comparison
The maximum GTCIX drawdown since its inception was -63.63%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for GTCIX and VIHAX.
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Drawdown Indicators
| GTCIX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -38.80% | -24.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -9.53% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -12.29% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -23.92% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -39.50% | -38.80% | -0.70% |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -5.94% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.49% | +0.25% |
Volatility
GTCIX vs. VIHAX - Volatility Comparison
The current volatility for Glenmede Quantitative International Equity Portfolio (GTCIX) is 2.53%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 3.19%. This indicates that GTCIX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTCIX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.19% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 10.20% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 12.13% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 13.76% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 15.56% | -0.60% |
GTCIX vs. VIHAX - Expense Ratio Comparison
GTCIX has a 1.00% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
GTCIX vs. VIHAX - Dividend Comparison
GTCIX's dividend yield for the trailing twelve months is around 4.60%, more than VIHAX's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCIX Glenmede Quantitative International Equity Portfolio | 4.60% | 4.50% | 9.25% | 2.75% | 3.14% | 3.09% | 2.08% | 2.95% | 2.62% | 1.75% | 1.83% | 0.71% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.44% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
GTCIX and VIHAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIHAX has higher volatility (3.19%) compared to GTCIX (2.53%). In terms of maximum drawdown, GTCIX dropped -63.63% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.91 vs 2.74), 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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