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GuideMark World ex-US Fund (GMWEX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US36191K7028
Issuer
GuideMark
Inception Date
Jun 29, 2001
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GuideMark World ex-US Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

GuideMark World ex-US Fund (GMWEX) has returned -1.98% so far this year and 21.38% over the past 12 months. Over the last ten years, GMWEX has returned 8.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


GuideMark World ex-US Fund

1D
0.17%
1M
-9.45%
YTD
-1.98%
6M
3.25%
1Y
21.38%
3Y*
14.21%
5Y*
7.66%
10Y*
8.05%

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 2, 2002, GMWEX's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +13.0%, while the worst month was Oct 2008 at -21.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GMWEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.8%, while the worst single day was Dec 27, 2007 at -15.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.71%4.38%-9.45%-1.98%
20254.33%2.86%0.54%4.81%4.68%2.68%-1.90%4.52%1.77%-0.30%2.28%3.30%33.60%
2024-0.30%2.67%3.46%-3.16%5.28%-2.55%3.18%3.63%0.61%-4.96%1.01%-3.04%5.36%
20238.17%-2.86%2.21%2.77%-4.80%5.15%3.10%-3.39%-3.11%-3.73%7.96%4.65%15.97%
2022-4.66%-3.01%0.00%-6.98%1.56%-9.45%5.22%-5.39%-9.68%6.43%12.56%-1.64%-16.19%
2021-1.09%1.50%3.16%3.16%3.62%-0.45%0.81%1.52%-3.95%3.11%-3.99%4.16%11.70%

Benchmark Metrics

GuideMark World ex-US Fund has an annualized alpha of -3.03%, beta of 0.85, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 03, 2002.

  • This fund participated in 106.97% of S&P 500 Index downside but only 85.25% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.03% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-3.03%
Beta
0.85
0.70
Upside Capture
85.25%
Downside Capture
106.97%

Expense Ratio

GMWEX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GMWEX ranks 72 for risk / return — better than 72% 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.


GMWEX Risk / Return Rank: 7272
Overall Rank
GMWEX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 6666
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 7676
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 GuideMark World ex-US Fund (GMWEX) and compare them to a chosen benchmark (S&P 500 Index).


GMWEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.86

1.40

+0.46

Martin ratio

Return relative to average drawdown

7.31

6.61

+0.70

Explore GMWEX risk-adjusted metrics in detail

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

Dividends

Dividend History

GuideMark World ex-US Fund provided a 14.94% dividend yield over the last twelve months, with an annual payout of $1.77 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.77$1.77$0.31$0.35$0.28$0.12$0.20$0.16$0.13$0.14$0.14$0.21

Dividend yield

14.94%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%

Monthly Dividends

The table displays the monthly dividend distributions for GuideMark World ex-US 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$0.00$0.00$0.00$0.00$0.00$0.00$1.77$1.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12

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 GuideMark World ex-US 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 GuideMark World ex-US Fund was 70.00%, occurring on Mar 9, 2009. Recovery took 4120 trading sessions.

The current GuideMark World ex-US Fund drawdown is 9.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70%Nov 1, 2007339Mar 9, 20094120Jul 23, 20254459
-31.4%Jan 7, 2002297Mar 12, 2003181Nov 26, 2003478
-18.59%May 10, 200624Jun 13, 2006121Dec 4, 2006145
-13.92%Jul 16, 200724Aug 16, 200737Oct 9, 200761
-13.35%Dec 28, 200644Mar 5, 200783Jul 2, 2007127

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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