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DMSFX vs. GFSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMSFX vs. GFSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Multi Strategy Alternatives Fund (DMSFX) and GuideStone Funds Strategic Alternatives Fund (GFSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DMSFX achieves a 0.92% return, which is significantly lower than GFSYX's 2.67% return.


DMSFX

1D
-0.19%
1M
-0.10%
6M
1.02%
YTD
0.92%
1Y
4.91%
3Y*
5.46%
5Y*
4.25%
10Y*
ALL TIME*
4.39%

GFSYX

1D
0.00%
1M
1.10%
6M
3.25%
YTD
2.67%
1Y
6.33%
3Y*
6.43%
5Y*
4.77%
10Y*
ALL TIME*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DMSFX vs. GFSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DMSFX
Destinations Multi Strategy Alternatives Fund
0.92%3.65%6.40%12.82%-3.45%5.22%10.01%8.93%-4.99%1.06%
GFSYX
GuideStone Funds Strategic Alternatives Fund
2.67%5.49%7.60%5.98%-0.57%4.96%-0.17%4.94%0.14%1.20%

Correlation

The correlation between DMSFX and GFSYX is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

-0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2017

0.16

The correlation between DMSFX and GFSYX shifts across timeframes, from -0.10 (5 years) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DMSFX vs. GFSYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DMSFX
DMSFX Risk / Return Rank: 6464
Overall Rank
DMSFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DMSFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
DMSFX Omega Ratio Rank: 7878
Omega Ratio Rank
DMSFX Calmar Ratio Rank: 4646
Calmar Ratio Rank
DMSFX Martin Ratio Rank: 3737
Martin Ratio Rank

GFSYX
GFSYX Risk / Return Rank: 9393
Overall Rank
GFSYX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GFSYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GFSYX Omega Ratio Rank: 9292
Omega Ratio Rank
GFSYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GFSYX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DMSFX vs. GFSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Multi Strategy Alternatives Fund (DMSFX) and GuideStone Funds Strategic Alternatives Fund (GFSYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DMSFXGFSYXDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.36

1.52

-0.16

Calmar ratioReturn relative to maximum drawdown

1.83

4.84

-3.01

Martin ratioReturn relative to average drawdown

5.60

12.21

-6.62

DMSFX vs. GFSYX - Sharpe Ratio Comparison

The current DMSFX Sharpe Ratio is 1.83, which is comparable to the GFSYX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DMSFX and GFSYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DMSFX vs. GFSYX - Drawdown Comparison

The maximum DMSFX drawdown since its inception was -21.11%, which is greater than GFSYX's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for DMSFX and GFSYX.


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Drawdown Indicators


DMSFXGFSYXDifference

Max Drawdown

Largest peak-to-trough decline

-21.11%

-9.54%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-1.34%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-4.49%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-6.84%

-4.49%

-2.35%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-1.58%

-0.90%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.53%

+0.27%

Volatility

DMSFX vs. GFSYX - Volatility Comparison

Destinations Multi Strategy Alternatives Fund (DMSFX) and GuideStone Funds Strategic Alternatives Fund (GFSYX) have volatilities of 0.67% and 0.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMSFXGFSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.70%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

1.93%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

2.55%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

3.67%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

3.70%

+1.29%

DMSFX vs. GFSYX - Expense Ratio Comparison

Both DMSFX and GFSYX have an expense ratio of 1.15%.


Dividends

DMSFX vs. GFSYX - Dividend Comparison

DMSFX's dividend yield for the trailing twelve months is around 4.63%, less than GFSYX's 6.99% yield.


PositionTTM202520242023202220212020201920182017
DMSFX
Destinations Multi Strategy Alternatives Fund
4.63%3.42%6.41%6.62%3.05%4.68%1.48%4.64%4.31%2.00%
GFSYX
GuideStone Funds Strategic Alternatives Fund
6.99%7.18%8.54%13.00%4.20%1.59%1.53%2.24%2.17%0.70%

Frequently Asked Questions


DMSFX and GFSYX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFSYX has higher volatility (0.70%) compared to DMSFX (0.67%). In terms of maximum drawdown, DMSFX dropped -21.11% vs GFSYX's -9.54%.

GFSYX currently has the higher Sharpe Ratio (2.54 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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