INTERNATIONAL PORTFOLIO Competition

GTCIX Fund

USD 21.36 -0.21 -0.97%

The fund is listed under the Foreign Large Value category and is part of the Glenmede family. International Portfolio is often compared with AMG MANAGERS, VIRTUS SELECT, T Rowe, LONG/SHORT PORTFOLIO, and Midas Fund and additional peers. This provides context for comparative analysis. Peer comparison for INTERNATIONAL PORTFOLIO provides quick context before deeper valuation work.

Correlation: INTERNATIONAL PORTFOLIO vs AMG FQ Overview

Poor diversification

For the present investment horizon, the measured correlation between GTCIX and FQUAX stands at 0.62, or Poor diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Moving together with INTERNATIONAL Mutual Fund

0.95	NOVIX	Glenmede International	Pair Corr
0.84	GEQIX	Equity Income Portfolio	Pair Corr
0.91	RESGX	Responsible Esg Equity	Pair Corr
0.78	GLSOX	Secured Options Portfolio	Pair Corr

Moving against INTERNATIONAL Mutual Fund

0.6

GWILX

Woman In Leadership

Pair Corr

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The mean reversion principle applied to INTERNATIONAL PORTFOLIO's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.

Hype

Prediction

Low	Estimated	High
20.08	20.91	21.74

Details

Intrinsic

Valuation

Low	Real	High
20.57	21.40	22.23

Details

Naive

Forecast

Low	Next	High
20.15	20.98	21.80

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
21.17	22.14	23.10

Details

Peer comparison enriches INTERNATIONAL PORTFOLIO analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.

INTERNATIONAL PORTFOLIO Competition Correlation Matrix

Correlation analysis between International Portfolio International and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	EMBOX	MECIX	VLPAX	PRSLX	CAMAX	GTAPX	MIDSX	SXMAX	TSWEX	FQUAX
EMBOX		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	EMBOX
MECIX	0.0		0.78	0.95	0.0	0.59	0.88	0.76	0.79	0.64	MECIX
VLPAX	0.0	0.78		0.67	0.0	0.51	0.85	0.69	0.69	0.33	VLPAX
PRSLX	0.0	0.95	0.67		0.0	0.5	0.84	0.71	0.7	0.6	PRSLX
CAMAX	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	CAMAX
GTAPX	0.0	0.59	0.51	0.5	0.0		0.55	0.8	0.86	0.8	GTAPX
MIDSX	0.0	0.88	0.85	0.84	0.0	0.55		0.69	0.71	0.44	MIDSX
SXMAX	0.0	0.76	0.69	0.71	0.0	0.8	0.69		0.82	0.77	SXMAX
TSWEX	0.0	0.79	0.69	0.7	0.0	0.86	0.71	0.82		0.77	TSWEX
FQUAX	0.0	0.64	0.33	0.6	0.0	0.8	0.44	0.77	0.77		FQUAX
	EMBOX	MECIX	VLPAX	PRSLX	CAMAX	GTAPX	MIDSX	SXMAX	TSWEX	FQUAX

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High positive correlations

PRSLX	+ 0.95	MECIX
MIDSX	+ 0.88	MECIX
TSWEX	+ 0.86	GTAPX
MIDSX	+ 0.85	VLPAX
MIDSX	+ 0.84	PRSLX
TSWEX	+ 0.82	SXMAX

High negative correlations

FQUAX	- 0.0	CAMAX
TSWEX	- 0.0	CAMAX
SXMAX	- 0.0	CAMAX
MIDSX	- 0.0	CAMAX
GTAPX	- 0.0	CAMAX
CAMAX	- 0.0	PRSLX

Risk-Adjusted Indicators

There is a big difference between INTERNATIONAL Mutual Fund performing well and INTERNATIONAL PORTFOLIO Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze INTERNATIONAL PORTFOLIO's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EMBOX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MECIX	0.61	0.07	0.10	0.10	0.86	-0.61	1.09	-1.00	4.44
VLPAX	0.73	0.35	0.54	36.43	0.00	-1.02	1.76	-0.75	7.78
PRSLX	0.58	0.03	0.05	0.00	0.83	-0.57	0.90	-1.42	4.14
CAMAX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GTAPX	0.72	0.31	0.77	1.27	0.00	-1.00	1.01	-0.68	19.37
MIDSX	2.33	0.44	0.09	0.32	3.97	-2.26	5.01	-5.96	19.82
SXMAX	0.49	0.22	0.63	0.48	0.00	-0.68	0.50	-0.54	13.41
TSWEX	0.80	0.35	0.49	0.78	0.00	-0.95	1.30	-1.07	18.86
FQUAX	0.85	0.13	0.18	0.15	0.71	-1.19	1.74	-1.33	12.83

INTERNATIONAL PORTFOLIO Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	GTCIX	MECIX	VLPAX	PRSLX	GTAPX	MIDSX	SXMAX	TSWEX	FQUAX
	0.97 21.36 INTERNATIONAL	0.83 54.95 AMG	0.32 18.76 VIRTUS	0.68 14.58 PRSLX	0.08 13.08 LONG/SHORT	4.96 4.02 Midas	0.25 16.11 Saat	0.07 13.41 TSW	0.43 18.68 AMG
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Elevated	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Contained	Mild	Firm	Weak	Mild	Moderate	Moderate	Mild	Mild
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Hold	Cautious Hold	Strong Hold	Strong Hold	Hold	Strong Hold	Strong Hold	Strong Buy
Net Asset	97.03 M	48.58 M	47.54 M	22.11 M	39.58 M	63.24 M	39.43 M	43.48 M	47.09 M
Minimum Initial Investment	N/A	100 K	2.5 K	2.5 K	N/A	1 K	100 K	1000 K	2 K
Price To Book	1.48	2.8	N/A	N/A	2.03	1.37	2.28	1.64	2.33
Five Year Return	13.2	2.46	24.39	N/A	9.38	26.63	7.63	10.86	11.46
One Year Return	32.3	22.25	25.32	N/A	13.96	100.0	8.99	16.48	3.94
Last Dividend Paid	0.11	N/A	0.11	0.02	0.01	N/A	0.08	0.01	2.56
Price To Earning	13.02	22.6	N/A	N/A	16.53	6.32	17.5	16.72	18.5
Price To Sales	0.78	1.46	N/A	N/A	1.01	2.27	1.32	0.95	1.33
Cash Position Weight	0.53	4.45	1.56	4.81	42.31	N/A	16.41	8.29	N/A
Equity Positions Weight	99.47	95.55	98.45	91.41	57.69	91.08	66.47	91.71	100.0
Three Year Return	21.37	9.12	26.01	N/A	9.88	60.87	11.1	15.41	13.67
Annual Yield	0.0086	0.0327	0.0162	0.0131	0.0142	N/A	0.0348	0.0167	0.0059
Year To Date Return	5.83	4.17	19.58	N/A	1.01	24.07	2.25	4.3	2.66
Bond Positions Weight	N/A	N/A	N/A	1.91	N/A	N/A	16.58	N/A	N/A
Ten Year Return	2.66	12.23	N/A	N/A	2.79	-8.74	9.2	8.74	9.75
Daily Balance Of Power	0	0	0	0	9.2 T	0	0	9.2 T	0
Day Typical Price	21.36	54.95	18.76	14.58	13.08	4.02	16.11	13.41	18.68
Period Momentum Indicator	-0.21	-0.46	-0.06	-0.10	0.01	-0.21	-0.04	0.01	-0.08
Rate Of Daily Change	0.99	0.99	1.0	0.99	1.0	0.95	1.0	1.0	1.0
Day Median Price	21.36	54.95	18.76	14.58	13.08	4.02	16.11	13.41	18.68
Price Action Indicator	-0.11	-0.23	-0.03	-0.05	0.005	-0.11	-0.02	0.005	-0.04
Coefficient Of Variation	664.71	1342.14	297.65	9447.11	727.29	843.66	744.33	658.17	1390.49
Mean Deviation	0.6194	0.6135	0.7266	0.583	0.7234	2.33	0.487	0.7976	0.8537
Jensen Alpha	0.1486	0.0703	0.3465	0.0344	0.3144	0.4431	0.22	0.3485	0.1345
Total Risk Alpha	0.186	0.0937	0.4059	0.0411	0.4323	0.5782	0.2899	0.4556	0.1938
Sortino Ratio	0.1834	0.1028	0.5373	0.0491	0.7653	0.0897	0.6318	0.495	0.1774
Downside Variance	0.9351	0.8329	0.5294	0.7647	0.2073	23.34	0.1517	0.5721	0.7065
Standard Deviation	0.9474	0.792	1.06	0.7634	2.28	3.36	1.57	2.23	1.59
Kurtosis	5.98	2.12	10.63	0.6628	60.14	3.02	59.43	55.01	30.35
Potential Upside	1.49	1.09	1.76	0.8972	1.01	5.01	0.4968	1.3	1.74
Treynor Ratio	0.3694	0.1031	36.43	-0.0024	1.27	0.3198	0.4827	0.781	0.1544
Maximum Drawdown	7.33	4.44	7.78	4.14	19.37	19.82	13.41	18.86	12.83
Variance	0.8976	0.6272	1.12	0.5828	5.2	11.31	2.47	5.0	2.52
Market Risk Adjusted Performance	0.3794	0.1131	36.44	0.0076	1.28	0.3298	0.4927	0.791	0.1644
Risk Adjusted Performance	0.1212	0.0592	0.2696	0.008	0.1158	0.1019	0.1118	0.1272	0.0622
Skewness	0.5864	-0.97	2.05	-0.43	7.59	-1.21	7.52	7.1	4.62
Semi Deviation	0.7114	0.8614	0.0	0.8261	0.0	3.97	0.0	0.0	0.7095
Information Ratio	0.1872	0.1185	0.3688	0.0562	0.1528	0.1289	0.1565	0.1675	0.0938
Value At Risk	-1.19	-1.00	-0.75	-1.42	-0.68	-5.96	-0.54	-1.07	-1.33
Expected Short fall	-0.69	-0.61	-1.02	-0.57	-1.00	-2.26	-0.68	-0.95	-1.19
Downside Deviation	0.967	0.9126	0.7276	0.8745	0.4553	4.83	0.3895	0.7564	0.8405
Semi Variance	0.506	0.742	-0.01	0.6824	-0.19	15.75	-0.12	-0.07	0.5034

Peer Performance Charts

How to Analyze INTERNATIONAL PORTFOLIO Against Peers

INTERNATIONAL PORTFOLIO's peer analysis compares INTERNATIONAL PORTFOLIO with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether INTERNATIONAL PORTFOLIO trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where INTERNATIONAL PORTFOLIO leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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INTERNATIONAL PORTFOLIO Competition

Correlation: INTERNATIONAL PORTFOLIO vs AMG FQ Overview

Poor diversification

Moving together with INTERNATIONAL Mutual Fund

Moving against INTERNATIONAL Mutual Fund

Specify up to 10 symbols:

INTERNATIONAL PORTFOLIO Competition Correlation Matrix

High positive correlations

High negative correlations

Risk-Adjusted Indicators

INTERNATIONAL PORTFOLIO Competitive Analysis

Peer Performance Charts

How to Analyze INTERNATIONAL PORTFOLIO Against Peers

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