CFNDX vs. GPIFX

Last updated Apr 1, 2026

Compare and contrast key facts about Cargile Fund (CFNDX) and GuidePath Flexible Income Allocation Fund (GPIFX).

CFNDX is managed by Cargile. It was launched on Jul 8, 2018. GPIFX is managed by GuidePath. It was launched on Aug 30, 2012.

Performance

CFNDX vs. GPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cargile Fund (CFNDX) and GuidePath Flexible Income Allocation Fund (GPIFX). The values are adjusted to include any dividend payments, if applicable.

CFNDX vs. GPIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CFNDX Cargile Fund	-6.40%	11.71%	-0.91%	6.05%	-14.71%	6.60%	-4.36%	9.00%	0.00%
GPIFX GuidePath Flexible Income Allocation Fund	-0.45%	3.69%	4.22%	7.13%	-14.14%	1.17%	15.17%	6.64%	-0.70%

Returns By Period

In the year-to-date period, CFNDX achieves a -6.40% return, which is significantly lower than GPIFX's -0.45% return.

CFNDX

• 1D: -0.22%
• 1M: -6.59%
• YTD: -6.40%
• 6M: -5.33%
• 1Y: 7.08%
• 3Y*: 3.42%
• 5Y*: -0.16%
• 10Y*: —

GPIFX

• 1D: 0.12%
• 1M: -1.47%
• YTD: -0.45%
• 6M: 0.64%
• 1Y: 2.09%
• 3Y*: 3.78%
• 5Y*: 0.23%
• 10Y*: 2.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CFNDX vs. GPIFX - Expense Ratio Comparison

CFNDX has a 1.52% expense ratio, which is higher than GPIFX's 0.50% expense ratio.

CFNDX

Cargile Fund

GPIFX

GuidePath Flexible Income Allocation Fund

Return for Risk

CFNDX vs. GPIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFNDX

CFNDX Risk / Return Rank: 33
CFNDX Sharpe Ratio Rank: 33
CFNDX Sortino Ratio Rank: 32
CFNDX Omega Ratio Rank: 31
CFNDX Calmar Ratio Rank: 29
CFNDX Martin Ratio Rank: 38

GPIFX

GPIFX Risk / Return Rank: 29
GPIFX Sharpe Ratio Rank: 39
GPIFX Sortino Ratio Rank: 28
GPIFX Omega Ratio Rank: 36
GPIFX Calmar Ratio Rank: 22
GPIFX Martin Ratio Rank: 18

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.

CFNDX vs. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cargile Fund (CFNDX) and GuidePath Flexible Income Allocation Fund (GPIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	CFNDX	GPIFX	Difference
Sharpe ratio Return per unit of total volatility	0.74	0.86	-0.11
Sortino ratio Return per unit of downside risk	1.12	1.09	+0.03
Omega ratio Gain probability vs. loss probability	1.16	1.18	-0.02
Calmar ratio Return relative to maximum drawdown	0.84	0.66	+0.17
Martin ratio Return relative to average drawdown	4.02	1.88	+2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFNDX vs. GPIFX - Sharpe Ratio Comparison

The current CFNDX Sharpe Ratio is 0.74, which is comparable to the GPIFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CFNDX and GPIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CFNDX	GPIFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.86	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	0.05	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.43	-0.43

Correlation

The correlation between CFNDX and GPIFX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CFNDX vs. GPIFX - Dividend Comparison

CFNDX's dividend yield for the trailing twelve months is around 1.12%, less than GPIFX's 4.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFNDX Cargile Fund	1.12%	1.05%	1.45%	2.56%	0.00%	0.00%	1.16%	1.24%	0.00%	0.00%	0.00%	0.00%
GPIFX GuidePath Flexible Income Allocation Fund	4.69%	5.15%	5.18%	4.86%	1.96%	3.10%	2.62%	3.73%	3.46%	3.90%	1.97%	1.24%

Drawdowns

CFNDX vs. GPIFX - Drawdown Comparison

The maximum CFNDX drawdown since its inception was -99.16%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for CFNDX and GPIFX.

Drawdown Indicators

	CFNDX	GPIFX	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-16.72%	-82.44%
Max Drawdown (1Y) Largest decline over 1 year	-7.72%	-3.50%	-4.22%
Max Drawdown (5Y) Largest decline over 5 years	-99.16%	-16.72%	-82.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-16.72%	—
Current Drawdown Current decline from peak	-99.05%	-2.79%	-96.26%
Average Drawdown Average peak-to-trough decline	-23.11%	-4.07%	-19.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.24%	+0.37%

Volatility

CFNDX vs. GPIFX - Volatility Comparison

Cargile Fund (CFNDX) has a higher volatility of 3.60% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 1.29%. This indicates that CFNDX's price experiences larger fluctuations and is considered to be riskier than GPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFNDX	GPIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	1.29%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	6.09%	1.75%	+4.34%
Volatility (1Y) Calculated over the trailing 1-year period	10.09%	2.73%	+7.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6,034.96%	4.78%	+6,030.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4,855.97%	5.31%	+4,850.66%