GTTMX vs. UMCVX

Last updated Apr 2, 2026

Compare and contrast key facts about Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) and Invesco V.I. American Value Fund (UMCVX).

GTTMX is managed by Glenmede. It was launched on Dec 21, 2006. UMCVX is managed by Invesco. It was launched on Jan 1, 1997.

Performance

GTTMX vs. UMCVX - 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 Invesco V.I. American Value Fund (UMCVX). The values are adjusted to include any dividend payments, if applicable.

GTTMX vs. UMCVX - 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%
UMCVX Invesco V.I. American Value Fund	6.17%	21.17%	30.42%	15.70%	-2.53%	27.96%	1.15%	24.95%	-12.56%	9.97%

Returns By Period

In the year-to-date period, GTTMX achieves a 0.94% return, which is significantly lower than UMCVX's 6.17% return. Over the past 10 years, GTTMX has underperformed UMCVX with an annualized return of 11.20%, while UMCVX has yielded a comparatively higher 13.12% annualized 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%

UMCVX

• 1D: 2.88%
• 1M: -7.04%
• YTD: 6.17%
• 6M: 11.98%
• 1Y: 36.13%
• 3Y*: 26.35%
• 5Y*: 15.92%
• 10Y*: 13.12%

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

GTTMX vs. UMCVX - Expense Ratio Comparison

GTTMX has a 1.83% expense ratio, which is higher than UMCVX's 0.89% expense ratio.

GTTMX

Glenmede Quantitative U.S. Total Market Equity Portfolio

UMCVX

Invesco V.I. American Value Fund

Return for Risk

GTTMX vs. UMCVX — Risk / Return Rank

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

GTTMX

GTTMX Risk / Return Rank: 55
GTTMX Sharpe Ratio Rank: 55
GTTMX Sortino Ratio Rank: 56
GTTMX Omega Ratio Rank: 51
GTTMX Calmar Ratio Rank: 50
GTTMX Martin Ratio Rank: 62

UMCVX

UMCVX Risk / Return Rank: 80
UMCVX Sharpe Ratio Rank: 78
UMCVX Sortino Ratio Rank: 76
UMCVX Omega Ratio Rank: 77
UMCVX Calmar Ratio Rank: 83
UMCVX Martin Ratio Rank: 86

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. UMCVX - 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 Invesco V.I. American Value Fund (UMCVX). 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	UMCVX	Difference
Sharpe ratio Return per unit of total volatility	1.10	1.55	-0.45
Sortino ratio Return per unit of downside risk	1.61	2.09	-0.47
Omega ratio Gain probability vs. loss probability	1.23	1.32	-0.09
Calmar ratio Return relative to maximum drawdown	1.40	2.32	-0.93
Martin ratio Return relative to average drawdown	6.46	9.88	-3.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTTMX vs. UMCVX - Sharpe Ratio Comparison

The current GTTMX Sharpe Ratio is 1.10, which is comparable to the UMCVX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of GTTMX and UMCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GTTMX	UMCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.55	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.59	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.53	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.42	-0.03

Correlation

The correlation between GTTMX and UMCVX 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. UMCVX - Dividend Comparison

GTTMX's dividend yield for the trailing twelve months is around 18.67%, more than UMCVX's 15.78% 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%
UMCVX Invesco V.I. American Value Fund	15.78%	16.76%	3.11%	25.58%	23.66%	0.42%	1.65%	8.19%	19.87%	1.91%	5.79%	15.77%

Drawdowns

GTTMX vs. UMCVX - Drawdown Comparison

The maximum GTTMX drawdown since its inception was -56.24%, smaller than the maximum UMCVX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for GTTMX and UMCVX.

Drawdown Indicators

	GTTMX	UMCVX	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-59.30%	+3.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-15.59%	+2.10%
Max Drawdown (5Y) Largest decline over 5 years	-24.12%	-25.10%	+0.98%
Max Drawdown (10Y) Largest decline over 10 years	-44.59%	-45.77%	+1.18%
Current Drawdown Current decline from peak	-3.99%	-7.09%	+3.10%
Average Drawdown Average peak-to-trough decline	-10.33%	-10.11%	-0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	3.67%	-0.75%

Volatility

GTTMX vs. UMCVX - Volatility Comparison

The current volatility for Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) is 5.53%, while Invesco V.I. American Value Fund (UMCVX) has a volatility of 7.58%. This indicates that GTTMX experiences smaller price fluctuations and is considered to be less risky than UMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTMX	UMCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.53%	7.58%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	11.69%	14.67%	-2.98%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	23.60%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	27.16%	-8.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	25.10%	-4.62%