GTTMX vs. SMVTX
Compare and contrast key facts about Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX).
GTTMX is managed by Glenmede. It was launched on Dec 21, 2006. SMVTX is managed by Virtus. It was launched on Nov 30, 2001.
Performance
GTTMX vs. SMVTX - Performance Comparison
Loading graphics...
GTTMX vs. SMVTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio | 0.94% | 18.40% | 14.84% | 9.39% | -13.90% | 41.28% | 5.12% | 24.18% | -11.99% | 22.88% |
SMVTX Virtus Ceredex Mid-Cap Value Equity Fund | 9.20% | 17.58% | 18.93% | 10.94% | -13.89% | 29.15% | -1.19% | 33.14% | -8.01% | 11.69% |
Returns By Period
In the year-to-date period, GTTMX achieves a 0.94% return, which is significantly lower than SMVTX's 9.20% return. Both investments have delivered pretty close results over the past 10 years, with GTTMX having a 11.20% annualized return and SMVTX not far ahead at 11.36%.
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%
SMVTX
- 1D
- 2.65%
- 1M
- -4.56%
- YTD
- 9.20%
- 6M
- 13.51%
- 1Y
- 34.44%
- 3Y*
- 19.43%
- 5Y*
- 10.79%
- 10Y*
- 11.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTTMX vs. SMVTX - Expense Ratio Comparison
GTTMX has a 1.83% expense ratio, which is higher than SMVTX's 0.99% expense ratio.
Return for Risk
GTTMX vs. SMVTX — Risk / Return Rank
GTTMX
SMVTX
GTTMX vs. SMVTX - 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 Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). 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 | SMVTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.69 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.29 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.46 | -1.07 |
Martin ratioReturn relative to average drawdown | 6.46 | 11.87 | -5.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTTMX | SMVTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.69 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.55 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.08 |
Correlation
The correlation between GTTMX and SMVTX is 0.90, 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. SMVTX - Dividend Comparison
GTTMX's dividend yield for the trailing twelve months is around 18.67%, more than SMVTX's 15.05% 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% |
SMVTX Virtus Ceredex Mid-Cap Value Equity Fund | 15.05% | 16.44% | 15.96% | 1.16% | 6.75% | 18.53% | 2.52% | 5.82% | 14.47% | 20.86% | 3.61% | 7.05% |
Drawdowns
GTTMX vs. SMVTX - Drawdown Comparison
The maximum GTTMX drawdown since its inception was -56.24%, roughly equal to the maximum SMVTX drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for GTTMX and SMVTX.
Loading graphics...
Drawdown Indicators
| GTTMX | SMVTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -54.72% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -14.46% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -25.44% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -45.45% | +0.86% |
Current DrawdownCurrent decline from peak | -3.99% | -4.56% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -8.28% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.00% | -0.08% |
Volatility
GTTMX vs. SMVTX - Volatility Comparison
The current volatility for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) is 5.53%, while Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX) has a volatility of 6.31%. This indicates that GTTMX experiences smaller price fluctuations and is considered to be less risky than SMVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTTMX | SMVTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 6.31% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 12.00% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 20.93% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 20.36% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 20.59% | -0.11% |