Equities
Quantitative U.S. Large Cap Value 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 Value Equity | GQLVX | 11.56 | -2.76% | -6.56% | 20.58% | 5.80% | N/A | 6.00% | 11/13/17 | 2.27% | 0.85% |
Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value will change so that an investor’s shares when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted. Performance of periods less than one year are cumulative and not annualized. Returns assume the deduction of fund expenses. Performance data current to the most Month- end can be obtained by calling 1-800-442-8299.
Year to Date (YTD) returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested.
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 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 Minimizes 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 Value team since inception Inception date of November 13, 2017
Summary Investment Guidelines
- Universe: Russell 1000 Value Index
- Benchmark: Russell 1000 Value Index
- 60-90 holdings
- Maximum position size: 2% for any security
- Sector: +/–3% vs. Russell 1000 Value 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 Quantitative Large Cap Value has a contractual management fee/expense waivers that continue through February 29, 2024.
Russell 1000 Value Index is a total return index with dividends reinvested. It is an unmanaged, market value weighted index, which measures the performance of the 1,000 largest companies in the Russell 3000 Index with lower price-to-book ratios and lower forecasted growth values. One cannot invest directly in an index.
Mutual fund investing involves risk. Principal loss is possible.
The Glenmede Funds are distributed by Quasar Distributors, LLC.