Women in Leadership U.S.


Mutual Fund

GIM believes that a benchmark-agnostic portfolio of large cap stocks with significant female representation in leadership, and constructed with proprietary multi-factor models, may achieve superior long-term performance. Our disciplined process creates and consistently maintains a strategy with favorable attributes relative to the benchmark index utilizing unique stock ranking models for each sector, downside risk screens and leading industry group indicators. The process employs a quantitative discipline based on fundamental insights.

Quantitative discipline; fundamental insight
Models based on intuitive fundamentals that drive performance

Proprietary, diversified models for each industry group
Unique models for buying and selling

ESG screening integrated into GIM strategies since 2001

Benchmark-agnostic position weights
Minimizes single-stock risk; avoids bias toward expensive stocks

Continuity of senior Women in Leadership team since strategy inception
Inception date of December 31, 2015

Summary Investment Guidelines

  • Universe: Russell 1000 and S&P 500 with women in significant roles
  • Benchmark: Russell 1000
  • 40-80 holdings
  • Initial position maximum: 2.5%
  • Existing position maximum: 4% for any security
  • Sector: +/–5% vs. Russell 1000
  • Maximum sub-industry weightings are limited to 2% above the benchmark weightings

Portfolio Managers

  • Vladimir de Vassal, CFA

    Portfolio Manager, Quantitative Equity
  • Paul T. Sullivan, CFA

    Portfolio Manager, Quantitative Equity
  • Alexander R. Atanasiu, CFA

    Portfolio Manager, Quantitative Equity
As of 3/31/2021 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Women in Leadership U.S. Equity  (Gross) 12.2% 12.2% 68.2% 13.4% 14.7% n/a 14.8% 12/31/2015
Women in Leadership U.S. Equity  (Net) 12.0% 12.0% 67.0% 12.5% 13.8% n/a 13.9%  
Russell 1000 5.9% 5.9% 60.6% 17.3% 16.7% n/a 16.1%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Gross +/-
2020 8.9% 8.1% 21.0% -12.1%
2019 28.0% 27.0% 31.4% -3.4
2018 -7.7% -8.4% -4.8% -3.0%
2017 24.3% 23.4% 21.7% 2.6%
2016 15.0% 14.1% 12.1% 2.9%



This website is for informational purposes only and is not a solicitation for any product or service.  GIM products are actively managed and their characteristics will vary.  All investment has risk, including the risk of loss of principal.  There can be no assurance that efforts to manage risk or to achieve any articulated investment objective will be successful.  An investor should consider investment objectives, risks, charges and expenses carefully before investing. For additional information regarding risks and about the firm, please refer to Related Literature and Disclosures.