GTTMX vs. GTCIX

Last updated Jun 24, 2026

GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) and GTCIX (Glenmede Quantitative International Equity Portfolio) are both mutual funds - GTTMX is a Mid Cap Value Equities fund managed by Glenmede, while GTCIX is a Foreign Large Cap Equities fund managed by Glenmede. Over the past 10 years, GTTMX returned 12.67%/yr vs 9.99%/yr for GTCIX. A 0.70 correlation means they provide meaningful diversification when combined. GTTMX charges 1.83%/yr vs 1.00%/yr for GTCIX.

Performance

GTTMX vs. GTCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Glenmede Quantitative International Equity Portfolio (GTCIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTTMX achieves a 12.24% return, which is significantly higher than GTCIX's 10.65% return. Over the past 10 years, GTTMX has outperformed GTCIX with an annualized return of 12.67%, while GTCIX has yielded a comparatively lower 9.99% annualized return.

GTTMX

• 1D: 1.14%
• 1M: 0.69%
• YTD: 12.24%
• 6M: 10.84%
• 1Y: 26.90%
• 3Y*: 17.04%
• 5Y*: 10.63%
• 10Y*: 12.67%

GTCIX

• 1D: 0.13%
• 1M: 0.18%
• YTD: 10.65%
• 6M: 10.06%
• 1Y: 30.73%
• 3Y*: 21.87%
• 5Y*: 12.42%
• 10Y*: 9.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTTMX vs. GTCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	12.24%	18.40%	14.84%	9.39%	-13.90%	41.28%	5.12%	24.18%	-11.99%	22.88%
GTCIX Glenmede Quantitative International Equity Portfolio	10.65%	39.90%	8.60%	19.16%	-11.88%	12.56%	1.86%	18.00%	-16.26%	22.46%

Correlation

The correlation between GTTMX and GTCIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007	0.70

Over the past year, the correlation between GTTMX and GTCIX has dropped to 0.40 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

Return for Risk

GTTMX vs. GTCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTTMX

GTTMX Risk / Return Rank: 60
GTTMX Sharpe Ratio Rank: 47
GTTMX Sortino Ratio Rank: 43
GTTMX Omega Ratio Rank: 40
GTTMX Calmar Ratio Rank: 90
GTTMX Martin Ratio Rank: 83

GTCIX

GTCIX Risk / Return Rank: 79
GTCIX Sharpe Ratio Rank: 88
GTCIX Sortino Ratio Rank: 86
GTCIX Omega Ratio Rank: 82
GTCIX Calmar Ratio Rank: 75
GTCIX Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTTMX vs. GTCIX - 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 Glenmede Quantitative International Equity Portfolio (GTCIX). 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.

	GTTMX	GTCIX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	2.69	-0.83
Sortino ratio: Return per unit of downside risk	2.54	3.81	-1.27
Omega ratio: Gain probability vs. loss probability	1.31	1.50	-0.19
Calmar ratio: Return relative to maximum drawdown	4.34	3.25	+1.09
Martin ratio: Return relative to average drawdown	14.38	11.47	+2.91

GTTMX vs. GTCIX - Sharpe Ratio Comparison

The current GTTMX Sharpe Ratio is 1.86, which is lower than the GTCIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of GTTMX and GTCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GTTMX vs. GTCIX - Drawdown Comparison

The maximum GTTMX drawdown since its inception was -56.24%, smaller than the maximum GTCIX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for GTTMX and GTCIX.

Drawdown Indicators

	GTTMX	GTCIX	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-63.63%	+7.39%
Max Drawdown (1Y) Largest decline over 1 year	-6.51%	-9.63%	+3.12%
Max Drawdown (3Y) Largest decline over 3 years	-20.62%	-13.06%	-7.56%
Max Drawdown (5Y) Largest decline over 5 years	-24.12%	-26.23%	+2.11%
Max Drawdown (10Y) Largest decline over 10 years	-44.59%	-39.50%	-5.09%
Current Drawdown Current decline from peak	-1.17%	-1.68%	+0.51%
Average Drawdown Average peak-to-trough decline	-10.22%	-13.10%	+2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	2.71%	-0.76%

Volatility

GTTMX vs. GTCIX - Volatility Comparison

Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) has a higher volatility of 4.92% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 2.64%. This indicates that GTTMX's price experiences larger fluctuations and is considered to be riskier than GTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTMX	GTCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	2.64%	+2.28%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	9.47%	+2.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	11.66%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	13.46%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	15.27%	+5.27%

GTTMX vs. GTCIX - Expense Ratio Comparison

GTTMX has a 1.83% expense ratio, which is higher than GTCIX's 1.00% expense ratio.

Dividends

GTTMX vs. GTCIX - Dividend Comparison

GTTMX's dividend yield for the trailing twelve months is around 16.79%, more than GTCIX's 4.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTCIX Glenmede Quantitative International Equity Portfolio	4.23%	4.50%	9.25%	2.75%	3.14%	3.09%	2.08%	2.95%	2.62%	1.75%	1.83%	0.71%
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	16.79%	18.85%	14.45%	5.83%	0.40%	17.50%	11.58%	5.95%	9.88%	3.00%	0.55%	0.59%

Frequently Asked Questions

Can I hold both GTTMX and GTCIX in my portfolio?

GTTMX and GTCIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GTTMX or GTCIX?

GTTMX has higher volatility (4.92%) compared to GTCIX (2.64%). In terms of maximum drawdown, GTTMX dropped -56.24% vs GTCIX's -63.63%.

Which has better risk-adjusted returns?

GTCIX currently has the higher Sharpe Ratio (2.69 vs 1.86), 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.