PortfoliosLab logoPortfoliosLab logo
GuideStone Funds Defensive Market Strategies Fund ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GuideStone Funds Defensive Market Strategies Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

GuideStone Funds Defensive Market Strategies Fund (GDMYX) has returned -4.35% so far this year and 7.49% over the past 12 months. Over the last ten years, GDMYX has returned 4.80% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


GuideStone Funds Defensive Market Strategies Fund

1D
-0.09%
1M
-5.40%
YTD
-4.35%
6M
-2.14%
1Y
7.49%
3Y*
8.55%
5Y*
1.22%
10Y*
4.80%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2012, GDMYX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, your investment would double in approximately 12.3 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%-5.40%-4.35%
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 -1.55%, 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 74.88% of S&P 500 Index downside but only 54.48% 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
-1.55%
Beta
0.57
0.72
Upside Capture
54.48%
Downside Capture
74.88%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GDMYX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GDMYX Risk / Return Rank: 3333
Overall Rank
GDMYX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GDMYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GDMYX Omega Ratio Rank: 3535
Omega Ratio Rank
GDMYX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GDMYX Martin Ratio Rank: 4040
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 a chosen benchmark (S&P 500 Index).


GDMYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.90

-0.14

Sortino ratio

Return per unit of downside risk

1.13

1.39

-0.26

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.87

1.40

-0.53

Martin ratio

Return relative to average drawdown

4.31

6.61

-2.29

Explore GDMYX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

GuideStone Funds Defensive Market Strategies Fund provided a 10.68% 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

10.68%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
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.


Loading graphics...

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.

The current GuideStone Funds Defensive Market Strategies Fund drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.89%Jan 5, 2022186Sep 30, 2022549Dec 6, 2024735
-26.21%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-16.58%Dec 9, 202482Apr 8, 2025137Oct 23, 2025219
-15.05%Dec 8, 2014281Jan 20, 2016318Apr 25, 2017599
-11.68%Sep 24, 201864Dec 24, 201853Mar 13, 2019117

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...