INTF vs. GTCIX

Last updated Jun 4, 2026

INTF (iShares MSCI Intl Multifactor ETF) and GTCIX (Glenmede Quantitative International Equity Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, INTF returned 9.16%/yr vs 9.22%/yr for GTCIX. Their correlation of 0.85 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 1.00%/yr for GTCIX.

Performance

INTF vs. GTCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) 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, INTF achieves a 9.48% return, which is significantly lower than GTCIX's 10.50% return. Both investments have delivered pretty close results over the past 10 years, with INTF having a 9.16% annualized return and GTCIX not far ahead at 9.22%.

INTF

• 1D: -0.84%
• 1M: 2.45%
• YTD: 9.48%
• 6M: 12.57%
• 1Y: 25.20%
• 3Y*: 19.52%
• 5Y*: 9.49%
• 10Y*: 9.16%

GTCIX

• 1D: 0.40%
• 1M: 2.26%
• YTD: 10.50%
• 6M: 13.19%
• 1Y: 30.05%
• 3Y*: 22.69%
• 5Y*: 12.18%
• 10Y*: 9.22%

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

INTF vs. GTCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INTF iShares MSCI Intl Multifactor ETF	9.48%	35.50%	5.99%	18.25%	-12.31%	11.70%	2.83%	18.46%	-15.87%	28.46%
GTCIX Glenmede Quantitative International Equity Portfolio	10.50%	39.90%	8.60%	19.16%	-11.88%	12.56%	1.86%	18.00%	-16.26%	22.46%

Correlation

The correlation between INTF and GTCIX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 5, 2015	0.85

The correlation between INTF and GTCIX shifts across timeframes, from 0.73 (1 year) to 0.87 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

INTF vs. GTCIX — Risk / Return Rank

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

INTF

INTF Risk / Return Rank: 51
INTF Sharpe Ratio Rank: 50
INTF Sortino Ratio Rank: 49
INTF Omega Ratio Rank: 49
INTF Calmar Ratio Rank: 50
INTF Martin Ratio Rank: 56

GTCIX

GTCIX Risk / Return Rank: 69
GTCIX Sharpe Ratio Rank: 78
GTCIX Sortino Ratio Rank: 75
GTCIX Omega Ratio Rank: 72
GTCIX Calmar Ratio Rank: 64
GTCIX Martin Ratio Rank: 54

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.

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 ratio Return per unit of total volatility	1.74	2.55	-0.81
Sortino ratio Return per unit of downside risk	2.44	3.61	-1.17
Omega ratio Gain probability vs. loss probability	1.31	1.48	-0.16
Calmar ratio Return relative to maximum drawdown	2.48	3.08	-0.60
Martin ratio Return relative to average drawdown	9.82	11.04	-1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTF vs. GTCIX - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.74, which is lower than the GTCIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of INTF 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.

Sharpe Ratios by Period

	INTF	GTCIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	2.55	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.91	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.60	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.32	+0.12

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.

Drawdown Indicators

	INTF	GTCIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-63.63%	+23.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-9.63%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	-13.06%	-0.58%
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 Drawdown Current decline from peak	-1.03%	-1.81%	+0.78%
Average Drawdown Average peak-to-trough decline	-7.70%	-13.12%	+5.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	2.67%	-0.10%

Volatility

INTF vs. GTCIX - Volatility Comparison

iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.52% compared to Glenmede Quantitative International Equity Portfolio (GTCIX) at 3.01%. 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.

Volatility by Period

	INTF	GTCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	3.01%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	11.98%	9.35%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	11.63%	+2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	13.47%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	15.35%	+2.00%

INTF vs. GTCIX - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is lower than GTCIX's 1.00% expense ratio.

Dividends

INTF vs. GTCIX - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.62%, less than GTCIX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTCIX Glenmede Quantitative International Equity Portfolio	4.24%	4.50%	9.25%	2.75%	3.14%	3.09%	2.08%	2.95%	2.62%	1.75%	1.83%	0.71%
INTF iShares MSCI Intl Multifactor ETF	2.62%	2.87%	3.53%	3.59%	2.81%	5.38%	2.06%	3.65%	2.62%	3.26%	1.66%	0.85%

Frequently Asked Questions

Can I hold both INTF and GTCIX in my portfolio?

INTF and GTCIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTF or GTCIX?

INTF has higher volatility (4.52%) compared to GTCIX (3.01%). In terms of maximum drawdown, INTF dropped -40.39% vs GTCIX's -63.63%.

Which has better risk-adjusted returns?

GTCIX currently has the higher Sharpe Ratio (2.55 vs 1.74), 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.