Equities
Quantitative U.S. Large Cap Core Equity Portfolio
Performance
| Equities | Ticker | As of 05/26/23 | As of 3/31/23 | Inception Date | Gross Expense Ratio | Net Expense Ratio | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Nav | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Since Inception | |||||
| Quantitative U.S. Large Cap Core (Institutional Class) | GTLIX | 21.40 | 3.27% | -7.07% | 18.88% | 7.19% | 10.88% | 9.19% | 12/30/15 | 0.64% | 0.64% |
| Quantitative U.S. Large Cap Core (Advisor Class) | GTLOX | 21.40 | 3.17% | -7.25% | 18.62% | 6.97% | 10.65% | 8.99% | 02/27/04 | 0.84% | 0.84% |
Overview
GIM believes that a benchmark-agnostic portfolio of large cap stocks, constructed with a disciplined blend of proprietary multi-factor models and downside risk screens, may achieve long-term performance.
Quantitative discipline; fundamental insight Models based on intuitive fundamentals that can drive performance
Proprietary, diversified models for each sector Unique multi-factor stock selection models for buying and selling
Downside risk screens Proprietary earnings surprise indicators, quality of earnings and stock price volatility
Benchmark-agnostic position weights Seeks to minimize single-stock risk; avoids bias toward expensive stocks
Integrates top-down and bottom-up analysis Target +/-2% of industry group weightings relative to benchmark
ESG integrated: Thoughtful application of material Environmental, Social, and Governance (ESG) criteria
ESG factors, such as proprietary ESG momentum, are incorporated into stock selection models
Continuity of senior Large Cap Core team since inception Inception date of February 27, 2004
Summary Investment Guidelines
- Universe: Russell 1000 Index, S&P 500 Index
- Benchmark: Russell 1000 Index
- 80-120 holdings
- Maximum position size: 2% for any security
- Sector: +/–3% vs. Russell 1000 Index
Portfolio Managers
Fund Materials
Before you invest in the Glenmede Funds please refer to the equity prospectus and/or bond prospectus and/or equity institutional class prospectus for important information about the investment company, including investment objectives, risks, charges and expenses. You may also obtain a hard copy of the prospectus by calling 1-800-442-8299. The prospectus should be read carefully before you invest or send money. Related Literature and Disclosures
The Glenmede Funds are offered only to United States residents, and information on this site is intended only for such persons. Nothing on this website should be considered a solicitation to buy or an offer to sell shares of any Glenmede Fund in any jurisdiction where the offer of solicitation would be unlawful under the securities laws of such jurisdiction.
The Russell 1000 Index is an unmanaged, market-capitalization-weighted total return index comprised of the largest 1,000 companies in the Russell 3000 Index. This unmanaged index is a total return index with dividends reinvested. The S&P 500 Index is a broad based unmanaged index of 500 stocks, which is widely recognized as representative of the equity market in general. One cannot invest directly in an index.
Mutual fund investing involves risk. Principal loss is possible.
The Fund may invest in foreign securities which involve greater volatility and political, economic and currency risks and differences in accounting methods. The Fund may invest in IPOs and the market value of IPO shares could fluctuate considerably due to factors such as the absence of a prior public market, unseasoned trading, the small number of shares available for trading, and limited information about the issuer. Previously known as the Glenmede Large Cap Core Portfolio, the name was changed on 02/28/2018 to the Quantitative U.S. Large Cap Core Equity Portfolio.
The Glenmede Funds are distributed by Quasar Distributors, LLC.