GTTMX vs. FIMVX
Compare and contrast key facts about Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Fidelity Mid Cap Value Index Fund (FIMVX).
GTTMX is managed by Glenmede. It was launched on Dec 21, 2006. FIMVX is managed by Fidelity. It was launched on Jul 11, 2019.
Performance
GTTMX vs. FIMVX - Performance Comparison
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GTTMX vs. FIMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 0.94% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 7.93% |
FIMVX Fidelity Mid Cap Value Index Fund | 3.68% | 11.01% | 13.02% | 12.75% | -12.08% | 28.21% | 4.74% | 7.42% |
Returns By Period
In the year-to-date period, GTTMX achieves a 0.94% return, which is significantly lower than FIMVX's 3.68% return.
GTTMX
- 1D
- 2.69%
- 1M
- -3.07%
- YTD
- 0.94%
- 6M
- 5.22%
- 1Y
- 21.31%
- 3Y*
- 12.87%
- 5Y*
- 9.27%
- 10Y*
- 11.20%
FIMVX
- 1D
- 2.39%
- 1M
- -5.32%
- YTD
- 3.68%
- 6M
- 5.09%
- 1Y
- 17.33%
- 3Y*
- 13.12%
- 5Y*
- 7.65%
- 10Y*
- —
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GTTMX vs. FIMVX - Expense Ratio Comparison
GTTMX has a 1.83% expense ratio, which is higher than FIMVX's 0.05% expense ratio.
Return for Risk
GTTMX vs. FIMVX — Risk / Return Rank
GTTMX
FIMVX
GTTMX vs. FIMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Fidelity Mid Cap Value Index Fund (FIMVX). 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.
| GTTMX | FIMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.97 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.45 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.38 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.46 | 6.36 | +0.09 |
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
| GTTMX | FIMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.97 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.44 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.44 | -0.05 |
Correlation
The correlation between GTTMX and FIMVX is 0.93, 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
GTTMX vs. FIMVX - Dividend Comparison
GTTMX's dividend yield for the trailing twelve months is around 18.67%, more than FIMVX's 2.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 18.67% | 18.85% | 14.45% | 5.83% | 0.40% | 17.50% | 11.58% | 5.95% | 9.88% | 3.00% | 0.55% | 0.59% |
FIMVX Fidelity Mid Cap Value Index Fund | 2.39% | 2.48% | 4.44% | 1.89% | 2.75% | 5.62% | 1.23% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTTMX vs. FIMVX - Drawdown Comparison
The maximum GTTMX drawdown since its inception was -56.24%, which is greater than FIMVX's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for GTTMX and FIMVX.
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Drawdown Indicators
| GTTMX | FIMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -43.61% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -13.34% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -21.23% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | — | — |
Current DrawdownCurrent decline from peak | -3.99% | -5.32% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -6.57% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.89% | +0.03% |
Volatility
GTTMX vs. FIMVX - Volatility Comparison
Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Fidelity Mid Cap Value Index Fund (FIMVX) have volatilities of 5.53% and 5.33%, 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
| GTTMX | FIMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 5.33% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 10.08% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 18.30% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 17.34% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 22.03% | -1.55% |