GTTMX vs. GTCIX
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 12.36%/yr vs 9.65%/yr for GTCIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. GTTMX charges 1.83%/yr vs 1.00%/yr for GTCIX.
Performance
GTTMX vs. GTCIX - Performance Comparison
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Returns By Period
In the year-to-date period, GTTMX achieves a 14.75% return, which is significantly higher than GTCIX's 13.85% return. Over the past 10 years, GTTMX has outperformed GTCIX with an annualized return of 12.36%, while GTCIX has yielded a comparatively lower 9.65% annualized return.
GTTMX
- 1D
- 1.27%
- 1M
- 4.00%
- 6M
- 11.49%
- YTD
- 14.75%
- 1Y
- 28.60%
- 3Y*
- 15.53%
- 5Y*
- 10.85%
- 10Y*
- 12.36%
- ALL TIME*
- 8.86%
GTCIX
- 1D
- 0.87%
- 1M
- 3.03%
- 6M
- 8.18%
- YTD
- 13.85%
- 1Y
- 30.77%
- 3Y*
- 21.24%
- 5Y*
- 12.95%
- 10Y*
- 9.65%
- ALL TIME*
- 5.71%
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 |
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 | 14.75% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 24.18% | -11.99% | 22.88% |
GTCIX Glenmede Quantitative International Equity Portfolio | 13.85% | 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 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
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 0.41 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
GTTMX vs. GTCIX — Risk / Return Rank
GTTMX
GTCIX
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 ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 3.28 | +0.88 |
| Martin ratioReturn relative to average drawdown | 13.70 | 11.44 | +2.27 |
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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.
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Drawdown Indicators
| GTTMX | GTCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -13.07% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.75% | -0.78% |
Volatility
GTTMX vs. GTCIX - Volatility Comparison
Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) has a higher volatility of 3.44% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 2.73%. 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.
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Volatility by Period
| GTTMX | GTCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 2.73% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 9.44% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 11.66% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 13.41% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 14.96% | +5.52% |
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 16.47%, more than GTCIX's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTCIX Glenmede Quantitative International Equity Portfolio | 4.62% | 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 | 16.47% | 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
GTTMX and GTCIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTTMX has higher volatility (3.44%) compared to GTCIX (2.73%). In terms of maximum drawdown, GTTMX dropped -56.24% vs GTCIX's -63.63%.
GTCIX currently has the higher Sharpe Ratio (2.73 vs 1.78), 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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