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Ok, it's pretty obvious that gladiators will kill normal auxilia or similarly tanky spear unit thanks to their high attack stats and lose formation. Those units are nice because they can actually help your legions as kind of shock /flank troops.
Ofc, low armor, lose formation and low number of men in unit means that they are vulnerable to cav charges and missiles, and will die fast if they take the brunt of any attack. This is not such great characteristic for spear unit. I prefer reliable spears (who doesn't)
When countered with gallic heavy horse, most of roman spears die quickly in direct charge except one.
Vigiles - as if they are not there. Low morale, low armor, just get shredded. Gladiators are performing relatively good and they are second best true anti cav roman unit. Still they die and get defeated ultimately. Gladiatrixes thanks to their higher armor and just slightly lower attack should do better - in reality and idk why - they die to heavy horse charge at vigiles rate, drastically worse then their male counterparts. Not sure why is that but my bet is bug. I would not recommend taking this units to battle. Shame, they sound cool.
Only unit capable of sustained and victorious combat vs enemy heavy horse is auxilia. They are so much better then all other roman spears when killing horses that it's simply beyond comparison.
And yes, I haven't test triarii for obvious reasons. Nobody in right mind will charge it's horses to triarii, even if you have royal cataprachts : )