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ISIN
US40171W1999
Inception Date
Aug 31, 2011
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GDMYX Performance Chart

GuideStone Funds Defensive Market Strategies Fund (GDMYX) is up 6.2% since the beginning of the year. GDMYX is currently trading at $12 per share. Investors who bought $1,000 worth of GDMYX shares 5 years ago would now be looking at an investment worth $1,144.


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S&P 500 Index

Returns By Period

GuideStone Funds Defensive Market Strategies Fund (GDMYX) has returned 6.22% so far this year and 16.34% over the past 12 months. Over the last ten years, GDMYX has returned 5.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


GuideStone Funds Defensive Market Strategies Fund

1D
0.08%
1M
3.23%
YTD
6.22%
6M
6.86%
1Y
16.34%
3Y*
11.70%
5Y*
2.72%
10Y*
5.69%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDMYX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2012, GDMYX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +7.7%, while the worst month was Jun 2022 at -20.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GDMYX closed higher 51% of trading days. The best single day was Dec 6, 2024 with a return of +6.4%, while the worst single day was Jun 17, 2022 at -16.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.28%-0.17%-3.54%5.42%3.23%0.08%6.22%
20252.05%-0.42%-3.27%-0.87%3.24%2.64%0.93%1.84%1.73%1.38%0.72%0.20%10.46%
20240.43%2.07%1.94%-2.82%2.82%1.51%1.66%1.72%1.45%-0.08%2.85%-2.25%11.71%
20233.02%-1.65%1.49%0.92%-0.18%3.22%1.88%-1.41%-2.68%-1.74%4.94%3.38%11.43%
2022-3.85%-1.16%1.84%-4.91%-0.61%-20.57%4.43%-2.03%-5.55%4.68%3.52%-2.57%-25.87%
2021-0.64%1.35%2.18%2.41%0.74%0.84%1.42%1.33%-2.83%3.45%-1.44%2.88%12.14%

Benchmark Metrics

GuideStone Funds Defensive Market Strategies Fund has an annualized alpha of -1.52%, beta of 0.57, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 04, 2012.

  • This fund participated in 74.86% of S&P 500 Index downside but only 54.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.57 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.52%
Beta
0.57
0.72
Upside Capture
54.29%
Downside Capture
74.86%

Expense Ratio

GDMYX has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GDMYX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GDMYX Risk / Return Rank: 6161
Overall Rank
GDMYX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GDMYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
GDMYX Omega Ratio Rank: 6262
Omega Ratio Rank
GDMYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GDMYX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for GuideStone Funds Defensive Market Strategies Fund (GDMYX) and compare them to S&P 500 Index.


GDMYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.39

-0.12

Sortino ratio

Return per unit of downside risk

3.19

3.25

-0.06

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

2.81

3.11

-0.31

Martin ratio

Return relative to average drawdown

13.64

14.38

-0.74

Dividends

Dividend History

GuideStone Funds Defensive Market Strategies Fund provided a 9.62% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.20$1.20$1.17$0.26$0.00$1.52$0.44$0.76$0.63$0.59

Dividend yield

9.62%10.22%10.00%2.28%0.00%10.65%3.09%5.76%5.36%4.63%

Monthly Dividends

The table displays the monthly dividend distributions for GuideStone Funds Defensive Market Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.91$1.20
2024$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.97$1.17
2023$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.09$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$1.20$1.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the GuideStone Funds Defensive Market Strategies Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GuideStone Funds Defensive Market Strategies Fund was 29.89%, occurring on Sep 30, 2022. Recovery took 549 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-29.89%Sep 2022
8mo 28d2y 2mo
2y 11moJan 2022 - Dec 2024
COVID crash2020
-26.21%Mar 2020
1mo 2d5mo 13d
6mo 15dFeb 2020 - Sep 2020
2025 selloff2025
-16.58%Apr 2025
4mo6mo 18d
10mo 18dDec 2024 - Oct 2025
2016 correction2016
-15.05%Jan 2016
1y 1mo1y 3mo
2y 4moDec 2014 - Apr 2017
Rate-hike selloffLate 2018
-11.68%Dec 2018
3mo 1d2mo 19d
5mo 20dSep 2018 - Mar 2019

Drawdown Indicators


GDMYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-56.78%

+26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-9.10%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-18.90%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-25.43%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-29.89%

-33.92%

+4.03%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.70%

-10.72%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.97%

-0.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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