MYIMX vs. GTTMX

Last updated Jun 24, 2026

MYIMX (Victory Integrity Mid-Cap Value Fund) and GTTMX (Glenmede Quantitative U.S. Total Market Equity Portfolio) are both Mid Cap Value Equities funds. Over the past 10 years, MYIMX returned 11.31%/yr vs 12.67%/yr for GTTMX. Their correlation of 0.92 suggests significant overlap in exposure. MYIMX charges 0.75%/yr vs 1.83%/yr for GTTMX.

Performance

MYIMX vs. GTTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Mid-Cap Value Fund (MYIMX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYIMX achieves a 14.75% return, which is significantly higher than GTTMX's 12.24% return. Over the past 10 years, MYIMX has underperformed GTTMX with an annualized return of 11.31%, while GTTMX has yielded a comparatively higher 12.67% annualized return.

MYIMX

• 1D: 0.55%
• 1M: 2.82%
• YTD: 14.75%
• 6M: 13.42%
• 1Y: 24.74%
• 3Y*: 15.76%
• 5Y*: 9.89%
• 10Y*: 11.31%

GTTMX

• 1D: 1.14%
• 1M: 0.69%
• YTD: 12.24%
• 6M: 10.84%
• 1Y: 26.90%
• 3Y*: 17.04%
• 5Y*: 10.63%
• 10Y*: 12.67%

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

MYIMX vs. GTTMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MYIMX Victory Integrity Mid-Cap Value Fund	14.75%	10.49%	11.97%	12.79%	-6.63%	28.64%	5.22%	27.69%	-14.98%	16.33%
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	12.24%	18.40%	14.84%	9.39%	-13.90%	41.28%	5.12%	24.18%	-11.99%	22.88%

Correlation

The correlation between MYIMX and GTTMX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jul 5, 2011	0.92

The correlation between MYIMX and GTTMX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MYIMX vs. GTTMX — Risk / Return Rank

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

MYIMX

MYIMX Risk / Return Rank: 52
MYIMX Sharpe Ratio Rank: 47
MYIMX Sortino Ratio Rank: 51
MYIMX Omega Ratio Rank: 43
MYIMX Calmar Ratio Rank: 63
MYIMX Martin Ratio Rank: 56

GTTMX

GTTMX Risk / Return Rank: 60
GTTMX Sharpe Ratio Rank: 47
GTTMX Sortino Ratio Rank: 43
GTTMX Omega Ratio Rank: 40
GTTMX Calmar Ratio Rank: 90
GTTMX Martin Ratio Rank: 83

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.

MYIMX vs. GTTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Mid-Cap Value Fund (MYIMX) and Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX). 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.

	MYIMX	GTTMX	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.86	+0.01
Sortino ratio: Return per unit of downside risk	2.75	2.54	+0.21
Omega ratio: Gain probability vs. loss probability	1.32	1.31	+0.01
Calmar ratio: Return relative to maximum drawdown	2.92	4.34	-1.42
Martin ratio: Return relative to average drawdown	10.56	14.38	-3.82

MYIMX vs. GTTMX - Sharpe Ratio Comparison

The current MYIMX Sharpe Ratio is 1.87, which is comparable to the GTTMX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MYIMX and GTTMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MYIMX vs. GTTMX - Drawdown Comparison

The maximum MYIMX drawdown since its inception was -45.40%, smaller than the maximum GTTMX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for MYIMX and GTTMX.

Drawdown Indicators

	MYIMX	GTTMX	Difference
Max Drawdown Largest peak-to-trough decline	-45.40%	-56.24%	+10.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-6.51%	-2.38%
Max Drawdown (3Y) Largest decline over 3 years	-27.36%	-20.62%	-6.74%
Max Drawdown (5Y) Largest decline over 5 years	-27.36%	-24.12%	-3.24%
Max Drawdown (10Y) Largest decline over 10 years	-45.40%	-44.59%	-0.81%
Current Drawdown Current decline from peak	-0.65%	-1.17%	+0.52%
Average Drawdown Average peak-to-trough decline	-5.80%	-10.22%	+4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	1.95%	+0.50%

Volatility

MYIMX vs. GTTMX - Volatility Comparison

The current volatility for Victory Integrity Mid-Cap Value Fund (MYIMX) is 4.00%, while Glenmede Quantitative U.S. Total Market Equity Portfolio (GTTMX) has a volatility of 4.92%. This indicates that MYIMX experiences smaller price fluctuations and is considered to be less risky than GTTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYIMX	GTTMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	4.92%	-0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.28%	11.48%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	15.24%	-1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	18.35%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.43%	20.54%	+0.89%

MYIMX vs. GTTMX - Expense Ratio Comparison

MYIMX has a 0.75% expense ratio, which is lower than GTTMX's 1.83% expense ratio.

Dividends

MYIMX vs. GTTMX - Dividend Comparison

MYIMX's dividend yield for the trailing twelve months is around 3.76%, less than GTTMX's 16.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTTMX Glenmede Quantitative U.S. Total Market Equity Portfolio	16.79%	18.85%	14.45%	5.83%	0.40%	17.50%	11.58%	5.95%	9.88%	3.00%	0.55%	0.59%
MYIMX Victory Integrity Mid-Cap Value Fund	3.76%	4.31%	17.35%	3.09%	5.96%	4.82%	2.46%	0.75%	8.00%	4.18%	0.44%	0.87%

Frequently Asked Questions

Can I hold both MYIMX and GTTMX in my portfolio?

MYIMX and GTTMX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYIMX or GTTMX?

GTTMX has higher volatility (4.92%) compared to MYIMX (4.00%). In terms of maximum drawdown, MYIMX dropped -45.40% vs GTTMX's -56.24%.

Which has better risk-adjusted returns?

MYIMX currently has the higher Sharpe Ratio (1.87 vs 1.86), 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.