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Trending ETFs

Quantitative U.S. Large Cap Core Equity Portfolio

mutual fund
GTLIX
Payout Change
Pending
Price as of:
$23.32 +0.09 +0.39%
primary theme
U.S. Large-Cap Blend Equity
share class
GTLIX (Mutual Fund)

Quantitative U.S. Large Cap Core Equity Portfolio

Payout Change
Pending
Price as of:
$23.32 +0.09 +0.39%
primary theme
U.S. Large-Cap Blend Equity
share class
GTLIX (Mutual Fund)

Quantitative U.S. Large Cap Core Equity Portfolio

Payout Change
Pending
Price as of:
$23.32 +0.09 +0.39%
primary theme
U.S. Large-Cap Blend Equity
share class

Name

As of 05/24/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$23.32

$812 M

1.07%

$0.25

0.66%

Vitals

YTD Return

4.5%

1 yr return

18.3%

3 Yr Avg Return

-3.0%

5 Yr Avg Return

5.6%

Net Assets

$812 M

Holdings in Top 10

17.9%

52 WEEK LOW AND HIGH

$23.2
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 0.66%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 41.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$10,000,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund


Name

As of 05/24/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$23.32

$812 M

1.07%

$0.25

0.66%

GTLIX - Profile

Distributions

  • YTD Total Return 4.5%
  • 3 Yr Annualized Total Return -3.0%
  • 5 Yr Annualized Total Return 5.6%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.96%
DIVIDENDS
  • Dividend Yield 1.1%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    Quantitative U.S. Large Cap Core Equity Portfolio
  • Fund Family Name
    GLENMEDEFU
  • Inception Date
    Dec 30, 2015
  • Shares Outstanding
    N/A
  • Share Class
    Instl
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Paul Sullivan

Fund Description

Using quantitative analysis, under normal market circumstances, the Portfolio invests at least 80% of the value of its net assets (including borrowings for investment purposes) in equity securities, such as common stocks, of large cap companies tied economically to the U.S. Glenmede Investment Management LP (the “Advisor”) considers a company to be tied economically to the U.S. if the company: 1) is organized under the laws of the U.S., 2) maintains its principal place of business in the U.S., 3) is traded principally in the U.S. or 4) at the time of purchase, is included in a U.S. equity index managed by S&P Global Ratings (“S&P”) or FTSE Russell (“Russell”). Large cap companies include companies with market capitalizations, at the time of purchase, within the market capitalization range of any stock in the Russell 1000® Index. That capitalization range was $17 million to $2.9 trillion as of December 31, 2023.
The Advisor uses proprietary multi-factor computer models to select stocks that the models identify as undervalued and having good fundamentals and rising earnings expectations. These computer models rank securities based on certain criteria, including valuation ratios, profitability and earnings-related measures, and material environmental, social and governance (ESG) criteria. The Portfolio may actively trade its securities to achieve its principal investment strategies.
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GTLIX - Performance

Return Ranking - Trailing

Period GTLIX Return Category Return Low Category Return High Rank in Category (%)
YTD 4.5% 0.6% 19.6% 95.19%
1 Yr 18.3% 2.6% 48.3% 89.73%
3 Yr -3.0%* -12.2% 15.5% 99.35%
5 Yr 5.6%* -8.3% 109.8% 99.29%
10 Yr N/A* -0.1% 20.9% 37.86%

* Annualized

Return Ranking - Calendar

Period GTLIX Return Category Return Low Category Return High Rank in Category (%)
2023 7.6% -42.6% 47.4% 87.94%
2022 -31.1% -56.3% -4.2% 93.77%
2021 11.6% -27.2% 537.8% 70.72%
2020 -2.0% -36.2% 2181.7% 94.70%
2019 16.9% -22.7% 40.4% 82.71%

Total Return Ranking - Trailing

Period GTLIX Return Category Return Low Category Return High Rank in Category (%)
YTD 4.5% 0.6% 19.6% 95.19%
1 Yr 18.3% 2.6% 48.3% 89.73%
3 Yr -3.0%* -12.2% 15.5% 99.35%
5 Yr 5.6%* -8.3% 109.8% 99.29%
10 Yr N/A* -0.1% 20.9% 34.72%

* Annualized

Total Return Ranking - Calendar

Period GTLIX Return Category Return Low Category Return High Rank in Category (%)
2023 16.9% -5.0% 47.4% 81.99%
2022 -31.1% -36.8% -2.2% 99.76%
2021 27.4% 3.0% 537.8% 42.02%
2020 7.5% -15.8% 2266.0% 94.70%
2019 23.5% -0.4% 241.3% 93.64%

NAV & Total Return History


GTLIX - Holdings

Concentration Analysis

GTLIX Category Low Category High GTLIX % Rank
Net Assets 812 M 2.34 M 1.55 T 58.49%
Number of Holdings 98 2 4048 53.93%
Net Assets in Top 10 143 M 848 K 387 B 71.47%
Weighting of Top 10 17.95% 0.3% 112.0% 97.59%

Top 10 Holdings

  1. Amgen Inc 1.94%
  2. Marathon Petroleum Corp 1.86%
  3. Arista Networks Inc 1.85%
  4. Dropbox Inc 1.81%
  5. Comcast Corp 1.78%
  6. Fortinet Inc 1.77%
  7. KLA Corp 1.75%
  8. Elevance Health Inc 1.75%
  9. Parker-Hannifin Corp 1.75%
  10. Akamai Technologies Inc 1.69%

Asset Allocation

Weighting Return Low Return High GTLIX % Rank
Stocks
99.71% 0.00% 124.03% 17.79%
Other
0.28% -13.91% 100.00% 16.51%
Cash
0.01% 0.00% 99.06% 93.83%
Preferred Stocks
0.00% 0.00% 2.38% 10.98%
Convertible Bonds
0.00% 0.00% 5.54% 6.27%
Bonds
0.00% -0.37% 93.78% 12.26%

Stock Sector Breakdown

Weighting Return Low Return High GTLIX % Rank
Technology
26.91% 0.00% 48.94% 13.95%
Healthcare
13.79% 0.00% 60.70% 67.86%
Financial Services
11.60% 0.00% 55.59% 84.01%
Communication Services
10.81% 0.00% 27.94% 12.64%
Consumer Cyclical
9.11% 0.00% 30.33% 72.10%
Industrials
7.92% 0.00% 29.90% 81.81%
Consumer Defense
4.94% 0.00% 47.71% 85.48%
Real Estate
4.69% 0.00% 31.91% 8.89%
Energy
4.37% 0.00% 41.64% 42.09%
Utilities
3.62% 0.00% 20.91% 16.15%
Basic Materials
2.23% 0.00% 25.70% 72.59%

Stock Geographic Breakdown

Weighting Return Low Return High GTLIX % Rank
US
99.71% 0.00% 124.03% 14.74%
Non US
0.00% 0.00% 62.81% 24.44%

GTLIX - Expenses

Operational Fees

GTLIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.66% 0.01% 19.75% 61.53%
Management Fee 0.55% 0.00% 1.90% 53.78%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.25% 0.00% 0.85% 80.27%

Sales Fees

GTLIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

GTLIX 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.

GTLIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 41.00% 0.00% 268.00% 70.10%

GTLIX - Distributions

Dividend Yield Analysis

GTLIX Category Low Category High GTLIX % Rank
Dividend Yield 1.07% 0.00% 25.47% 6.99%

Dividend Distribution Analysis

GTLIX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Quarterly SemiAnnual

Net Income Ratio Analysis

GTLIX Category Low Category High GTLIX % Rank
Net Income Ratio 0.96% -54.00% 2.44% 34.37%

Capital Gain Distribution Analysis

GTLIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Semi-Annually Annually

Distributions History

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GTLIX - Fund Manager Analysis

Managers

Paul Sullivan


Start Date

Tenure

Tenure Rank

Feb 27, 2004

18.27

18.3%

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

Feb 27, 2004

18.27

18.3%

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.

Alexander Atanasiu


Start Date

Tenure

Tenure Rank

Feb 28, 2018

4.25

4.3%

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.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 39.02 7.27 2.42