Quantitative International Equity Portfolio
Name
As of 05/03/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
6.4%
1 yr return
15.3%
3 Yr Avg Return
4.4%
5 Yr Avg Return
5.8%
Net Assets
$25.9 M
Holdings in Top 10
21.7%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 1.32%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 79.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$0
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 05/03/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GTCIX - Profile
Distributions
- YTD Total Return 6.4%
- 3 Yr Annualized Total Return 4.4%
- 5 Yr Annualized Total Return 5.8%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 2.40%
- Dividend Yield 2.1%
- Dividend Distribution Frequency Quarterly
Fund Details
-
Legal NameQuantitative International Equity Portfolio
-
Fund Family NameGLENMEDEFU
-
Inception DateJan 03, 1994
-
Shares OutstandingN/A
-
Share ClassOther
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerAlexander Atanasiu
Fund Description
GTCIX - Performance
Return Ranking - Trailing
Period | GTCIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 6.4% | -1.6% | 10.7% | 16.30% |
1 Yr | 15.3% | -3.0% | 24.4% | 30.72% |
3 Yr | 4.4%* | -4.3% | 74.6% | 42.02% |
5 Yr | 5.8%* | 0.0% | 45.1% | 55.59% |
10 Yr | 3.0%* | -0.7% | 21.3% | 56.32% |
* Annualized
Return Ranking - Calendar
Period | GTCIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 15.8% | 1.0% | 26.9% | 23.58% |
2022 | -14.6% | -22.8% | 166.1% | 67.31% |
2021 | 9.1% | -66.6% | 64.4% | 35.18% |
2020 | -0.6% | -23.1% | 17.3% | 60.07% |
2019 | 14.4% | 4.4% | 31.6% | 56.14% |
Total Return Ranking - Trailing
Period | GTCIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 6.4% | -1.6% | 10.7% | 16.30% |
1 Yr | 15.3% | -3.0% | 24.4% | 30.72% |
3 Yr | 4.4%* | -4.3% | 74.6% | 42.02% |
5 Yr | 5.8%* | 0.0% | 45.1% | 55.59% |
10 Yr | 3.0%* | -0.7% | 21.3% | 56.32% |
* Annualized
Total Return Ranking - Calendar
Period | GTCIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 19.2% | 5.4% | 31.0% | 32.08% |
2022 | -14.6% | -19.9% | 344.3% | 89.74% |
2021 | 12.6% | -0.2% | 75.3% | 44.63% |
2020 | 1.9% | -20.4% | 18.9% | 54.95% |
2019 | 18.0% | 11.2% | 32.1% | 55.79% |
NAV & Total Return History
GTCIX - Holdings
Concentration Analysis
GTCIX | Category Low | Category High | GTCIX % Rank | |
---|---|---|---|---|
Net Assets | 25.9 M | 2.04 M | 46.7 B | 94.67% |
Number of Holdings | 88 | 2 | 3900 | 56.43% |
Net Assets in Top 10 | 5.5 M | 485 K | 14 B | 95.30% |
Weighting of Top 10 | 21.67% | 0.2% | 100.0% | 62.89% |
Top 10 Holdings
- State Street Navigator Securities Lending Government Money Market Portfolio 2.97%
- Mitsui Co Ltd 2.57%
- Honda Motor Co Ltd 2.18%
- Volvo AB 2.18%
- AXA SA 2.16%
- Publicis Groupe SA 2.02%
- CRH PLC 1.98%
- Cochlear Ltd 1.89%
- Galp Energia SGPS SA 1.87%
- GSK PLC 1.86%
Asset Allocation
Weighting | Return Low | Return High | GTCIX % Rank | |
---|---|---|---|---|
Stocks | 96.01% | 0.99% | 104.96% | 73.35% |
Cash | 2.97% | 0.00% | 99.01% | 33.54% |
Preferred Stocks | 1.33% | 0.00% | 4.99% | 19.44% |
Other | 0.76% | -1.99% | 38.17% | 21.32% |
Convertible Bonds | 0.00% | 0.00% | 0.15% | 15.36% |
Bonds | 0.00% | 0.00% | 73.30% | 20.06% |
Stock Sector Breakdown
Weighting | Return Low | Return High | GTCIX % Rank | |
---|---|---|---|---|
Financial Services | 19.62% | 0.00% | 42.76% | 52.85% |
Industrials | 15.38% | 1.03% | 36.79% | 31.96% |
Healthcare | 11.38% | 0.00% | 23.28% | 38.29% |
Basic Materials | 10.20% | 0.00% | 30.76% | 30.38% |
Consumer Cyclical | 8.22% | 0.00% | 27.46% | 58.86% |
Technology | 8.00% | 0.00% | 24.16% | 31.33% |
Communication Services | 6.80% | 0.00% | 22.75% | 50.63% |
Consumer Defense | 6.26% | 0.00% | 25.99% | 62.66% |
Energy | 5.89% | 0.00% | 26.59% | 59.18% |
Real Estate | 4.20% | 0.00% | 17.06% | 10.44% |
Utilities | 4.05% | 0.00% | 27.46% | 34.49% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | GTCIX % Rank | |
---|---|---|---|---|
Non US | 92.97% | 0.00% | 100.56% | 38.24% |
US | 3.04% | 0.00% | 99.97% | 59.87% |
GTCIX - Expenses
Operational Fees
GTCIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 1.32% | 0.01% | 7.03% | 27.59% |
Management Fee | 0.75% | 0.00% | 1.25% | 65.09% |
12b-1 Fee | N/A | 0.00% | 1.00% | 81.62% |
Administrative Fee | 0.25% | 0.03% | 0.47% | 87.78% |
Sales Fees
GTCIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 3.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GTCIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.25% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GTCIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 79.00% | 2.00% | 158.16% | 80.51% |
GTCIX - Distributions
Dividend Yield Analysis
GTCIX | Category Low | Category High | GTCIX % Rank | |
---|---|---|---|---|
Dividend Yield | 2.13% | 0.00% | 13.44% | 65.41% |
Dividend Distribution Analysis
GTCIX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Quarterly | Annual | Quarterly | Annual |
Net Income Ratio Analysis
GTCIX | Category Low | Category High | GTCIX % Rank | |
---|---|---|---|---|
Net Income Ratio | 2.40% | 0.18% | 7.85% | 49.84% |
Capital Gain Distribution Analysis
GTCIX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Apr 08, 2024 | $0.087 | OrdinaryDividend |
Dec 18, 2023 | $0.146 | OrdinaryDividend |
Oct 10, 2023 | $0.068 | OrdinaryDividend |
Jul 10, 2023 | $0.129 | OrdinaryDividend |
Apr 10, 2023 | $0.084 | OrdinaryDividend |
Dec 16, 2022 | $0.011 | OrdinaryDividend |
Oct 10, 2022 | $0.072 | OrdinaryDividend |
Jul 11, 2022 | $0.149 | OrdinaryDividend |
Apr 11, 2022 | $0.187 | OrdinaryDividend |
Dec 15, 2021 | $0.130 | OrdinaryDividend |
Oct 12, 2021 | $0.081 | OrdinaryDividend |
Jul 12, 2021 | $0.108 | OrdinaryDividend |
Apr 12, 2021 | $0.163 | OrdinaryDividend |
Oct 13, 2020 | $0.187 | OrdinaryDividend |
Jul 06, 2020 | $0.051 | OrdinaryDividend |
Apr 06, 2020 | $0.022 | OrdinaryDividend |
Dec 16, 2019 | $0.090 | OrdinaryDividend |
Oct 07, 2019 | $0.094 | OrdinaryDividend |
Jul 08, 2019 | $0.204 | OrdinaryDividend |
Apr 08, 2019 | $0.038 | OrdinaryDividend |
Dec 17, 2018 | $0.077 | OrdinaryDividend |
Oct 09, 2018 | $0.058 | OrdinaryDividend |
Jul 09, 2018 | $0.191 | OrdinaryDividend |
Apr 09, 2018 | $0.004 | OrdinaryDividend |
Dec 18, 2017 | $0.038 | OrdinaryDividend |
Oct 10, 2017 | $0.062 | OrdinaryDividend |
Jul 10, 2017 | $0.140 | OrdinaryDividend |
Apr 10, 2017 | $0.030 | OrdinaryDividend |
Dec 19, 2016 | $0.024 | OrdinaryDividend |
Oct 11, 2016 | $0.053 | OrdinaryDividend |
Jul 11, 2016 | $0.148 | OrdinaryDividend |
Apr 11, 2016 | $0.009 | OrdinaryDividend |
Dec 16, 2015 | $0.012 | OrdinaryDividend |
Oct 12, 2015 | $0.007 | OrdinaryDividend |
Jul 08, 2015 | $0.076 | OrdinaryDividend |
Dec 16, 2014 | $0.046 | OrdinaryDividend |
Oct 06, 2014 | $0.027 | OrdinaryDividend |
Jul 08, 2014 | $0.167 | OrdinaryDividend |
Dec 17, 2013 | $0.085 | OrdinaryDividend |
Jul 08, 2013 | $0.141 | OrdinaryDividend |
Apr 08, 2013 | $0.061 | OrdinaryDividend |
Oct 09, 2012 | $0.056 | OrdinaryDividend |
Jul 16, 2012 | $0.169 | OrdinaryDividend |
Apr 09, 2012 | $0.081 | OrdinaryDividend |
Dec 13, 2011 | $0.011 | OrdinaryDividend |
Oct 11, 2011 | $0.061 | OrdinaryDividend |
Jul 11, 2011 | $0.175 | OrdinaryDividend |
Apr 11, 2011 | $0.072 | OrdinaryDividend |
Dec 14, 2010 | $0.011 | OrdinaryDividend |
Oct 12, 2010 | $0.060 | OrdinaryDividend |
Jul 12, 2010 | $0.187 | OrdinaryDividend |
Apr 12, 2010 | $0.042 | OrdinaryDividend |
Dec 16, 2009 | $0.002 | OrdinaryDividend |
Oct 13, 2009 | $0.022 | OrdinaryDividend |
Jul 06, 2009 | $0.191 | OrdinaryDividend |
Apr 06, 2009 | $0.039 | OrdinaryDividend |
Oct 06, 2008 | $0.079 | OrdinaryDividend |
Jul 07, 2008 | $0.328 | OrdinaryDividend |
Apr 07, 2008 | $0.129 | OrdinaryDividend |
Dec 19, 2007 | $0.004 | OrdinaryDividend |
Oct 09, 2007 | $0.049 | OrdinaryDividend |
Jul 09, 2007 | $0.213 | OrdinaryDividend |
Apr 09, 2007 | $0.064 | OrdinaryDividend |
Dec 18, 2006 | $0.085 | OrdinaryDividend |
Oct 09, 2006 | $0.085 | OrdinaryDividend |
Jul 10, 2006 | $0.164 | OrdinaryDividend |
Apr 10, 2006 | $0.035 | OrdinaryDividend |
Oct 10, 2005 | $0.023 | OrdinaryDividend |
Jul 11, 2005 | $0.239 | OrdinaryDividend |
Apr 11, 2005 | $0.073 | OrdinaryDividend |
Dec 20, 2004 | $0.133 | OrdinaryDividend |
Oct 12, 2004 | $0.096 | OrdinaryDividend |
Jul 12, 2004 | $0.115 | OrdinaryDividend |
Apr 12, 2004 | $0.030 | OrdinaryDividend |
Dec 15, 2003 | $0.070 | OrdinaryDividend |
Oct 06, 2003 | $0.043 | OrdinaryDividend |
Jul 07, 2003 | $0.181 | OrdinaryDividend |
Apr 07, 2003 | $0.037 | OrdinaryDividend |
Dec 16, 2002 | $0.049 | OrdinaryDividend |
Oct 07, 2002 | $0.033 | OrdinaryDividend |
Jul 08, 2002 | $0.161 | OrdinaryDividend |
Apr 08, 2002 | $0.047 | OrdinaryDividend |
Oct 08, 2001 | $0.100 | OrdinaryDividend |
Apr 13, 1995 | $0.045 | OrdinaryDividend |
Jan 06, 1995 | $0.090 | OrdinaryDividend |
Oct 14, 1994 | $0.100 | OrdinaryDividend |
Jul 15, 1994 | $0.040 | OrdinaryDividend |
Apr 15, 1994 | $0.033 | OrdinaryDividend |
Dec 28, 1993 | $0.081 | OrdinaryDividend |
Oct 15, 1993 | $0.055 | OrdinaryDividend |
GTCIX - Fund Manager Analysis
Managers
Alexander Atanasiu
Start Date
Tenure
Tenure Rank
Dec 29, 2014
7.42
7.4%
Alexander R. Atanasiu, CFA, is a Portfolio Manager for Glenmede Investment Management LP (GIM). Mr. Atanasiu’s responsibilities include Glenmede’s proprietary stock ranking screening tools, multi-factor stock optimizations, leading indicator analysis, and development of quantitative analytical tools for analysts and portfolio managers. He also provides support for the management of several Glenmede quantitatively-based equity strategies, including long/short funds. Mr. Atanasiu joined Glenmede in 2005. He holds dual degrees in engineering and physics from Swarthmore College and received his M.B.A. with distinction from New York University’s Stern School of Business, with concentrations in quantitative finance and business analytics. He received the Chartered Financial Analyst® designation in 2009. In addition to his research, analytical and investment experience, Mr. Atanasiu is an accomplished cellist. He has appeared as a soloist with orchestras in Europe and received first prize for cello at the 2000 Anemos International Competition in Rome.
Paul Sullivan
Start Date
Tenure
Tenure Rank
Dec 29, 2014
7.42
7.4%
Paul T. Sullivan, CFA, is a Portfolio Manager for Glenmede Investment Management LP. His principal responsibilities include managing the Quantitative U.S. Large Cap Core and Quantitative U.S. Large Cap Growth mutual funds, managing separate accounts for institutional clients, and running and maintaining the Company's quantitative stock selection models. Mr. Sullivan joined the affiliate, The Glenmede Trust Company, N.A. (GTC) in 1994. Prior to joining GTC, Mr. Sullivan was with SEI Investments where he was a supervisor in the Mutual Fund Accounting Department. A holder of the Chartered Financial Analyst designation, Mr. Sullivan received an M.B.A. from St. Joseph's University and a B.S. in Business Administration from Bloomsburg University. He is a member of the CFA Society of Philadelphia and the CFA Institute.
Vladimir de Vassal
Start Date
Tenure
Tenure Rank
Dec 29, 2014
7.42
7.4%
Vladimir de Vassal, CFA, is Director of Quantitative Research for Glenmede Investment Management LP. He provides proprietary research and analytical support to domestic institutional funds, private equity, The Pew Charitable Trusts and high net worth clients of the affiliate, The Glenmede Trust Company, N.A. (GTC). Mr. de Vassal and his team manage several quantitatively oriented equity strategies, including eight mutual funds, socially responsible and long/short strategies. Mr. de Vassal joined the affiliate, The Glenmede Trust Company, N.A. (GTC) in in 1998 after serving as Vice President and Director of Quantitative Analysis at CoreStates Investment Advisors. Previously, he was Vice President of Interest Rate Risk Reporting/Analysis, at CoreStates Financial Corp. Graduating with highest honors from Drexel University in 1982, Mr. de Vassal received a B.S. with dual majors in Finance and Accounting. At that time, he was given the Outstanding Student in Accounting and Finance Award. He received an M.B.A. from Drexel University in 1987, with concentration in Investment Management. In 1992, he earned the Chartered Financial Analyst designation. He is the fifth recipient to be awarded the Lipper Award for Excellence in Fund Management, a designation which recognizes outstanding managers who have delivered consistently strong risk-adjusted returns to their investors and, in the opinion of Lipper’s research analysts, represent the best of the funds industry. Val is also a three-time winner of the Philadelphia Prize awarded by the Financial Analysts of Philadelphia for articles addressing investment insight. In addition, Mr. de Vassal has published extensively in periodicals such as Barron's, The Journal of Wealth Management, The Journal of Portfolio Management, Worth and The Journal of Fixed Income. He is a frequent speaker at investment conferences and universities, including the Wharton School at the University of Pennsylvania, Princeton, Penn State and Drexel. Mr. de Vassal is a member of the CFA Institute.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.2 | 29.68 | 7.94 | 4.04 |