INTF vs. GTCIX
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and Glenmede Quantitative International Equity Portfolio (GTCIX).
INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. GTCIX is managed by Glenmede. It was launched on Nov 16, 1988.
Performance
INTF vs. GTCIX - Performance Comparison
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INTF vs. GTCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 3.21% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 18.46% | -15.87% | 28.46% |
GTCIX Glenmede Quantitative International Equity Portfolio | 1.90% | 39.90% | 8.60% | 19.16% | -11.88% | 12.56% | 1.86% | 18.00% | -16.26% | 22.46% |
Returns By Period
In the year-to-date period, INTF achieves a 3.21% return, which is significantly higher than GTCIX's 1.90% return. Both investments have delivered pretty close results over the past 10 years, with INTF having a 8.76% annualized return and GTCIX not far behind at 8.69%.
INTF
- 1D
- 2.99%
- 1M
- -6.39%
- YTD
- 3.21%
- 6M
- 10.01%
- 1Y
- 30.23%
- 3Y*
- 17.63%
- 5Y*
- 9.90%
- 10Y*
- 8.76%
GTCIX
- 1D
- -0.29%
- 1M
- -9.46%
- YTD
- 1.90%
- 6M
- 9.11%
- 1Y
- 30.44%
- 3Y*
- 19.31%
- 5Y*
- 11.71%
- 10Y*
- 8.69%
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INTF vs. GTCIX - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is lower than GTCIX's 1.00% expense ratio.
Return for Risk
INTF vs. GTCIX — Risk / Return Rank
INTF
GTCIX
INTF vs. GTCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.
| INTF | GTCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.92 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.47 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.23 | +0.40 |
Martin ratioReturn relative to average drawdown | 10.84 | 9.94 | +0.89 |
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
| INTF | GTCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.92 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.88 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.57 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.31 | +0.11 |
Correlation
The correlation between INTF and GTCIX is 0.85, 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
INTF vs. GTCIX - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.78%, less than GTCIX's 4.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 2.78% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
GTCIX Glenmede Quantitative International Equity Portfolio | 4.42% | 4.50% | 9.25% | 2.75% | 3.14% | 3.09% | 2.08% | 2.95% | 2.62% | 1.75% | 1.83% | 0.71% |
Drawdowns
INTF vs. GTCIX - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, smaller than the maximum GTCIX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for INTF and GTCIX.
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Drawdown Indicators
| INTF | GTCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -63.63% | +23.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -10.77% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -26.23% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | -39.50% | -0.89% |
Current DrawdownCurrent decline from peak | -6.70% | -9.46% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -13.17% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.74% | -0.05% |
Volatility
INTF vs. GTCIX - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 7.55% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 5.13%. This indicates that INTF'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
| INTF | GTCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 5.13% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 8.46% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 14.92% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 13.39% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 15.34% | +1.94% |