DTCPX vs. GPICX
DTCPX (DFA Targeted Credit Portfolio) and GPICX (GuidepathConservative Income Fund) are both Short-Term Bond funds. Over the past 5 years, DTCPX returned 1.87%/yr vs 2.47%/yr for GPICX. At a 0.36 correlation, their price movements are largely independent. DTCPX charges 0.20%/yr vs 0.75%/yr for GPICX.
Performance
DTCPX vs. GPICX - Performance Comparison
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Returns By Period
In the year-to-date period, DTCPX achieves a 1.69% return, which is significantly higher than GPICX's 1.10% return.
DTCPX
- 1D
- 0.10%
- 1M
- 0.68%
- YTD
- 1.69%
- 6M
- 1.91%
- 1Y
- 4.02%
- 3Y*
- 5.30%
- 5Y*
- 1.87%
- 10Y*
- 2.14%
GPICX
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 1.10%
- 6M
- 1.28%
- 1Y
- 3.32%
- 3Y*
- 4.05%
- 5Y*
- 2.47%
- 10Y*
- —
DTCPX vs. GPICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | 1.69% | 4.58% | 5.57% | 6.04% | -7.30% | -0.22% | 2.70% | 6.45% | 1.24% |
GPICX GuidepathConservative Income Fund | 1.10% | 3.49% | 4.73% | 4.87% | -1.67% | 0.08% | -0.23% | 2.30% | 0.80% |
Correlation
The correlation between DTCPX and GPICX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2018 | 0.36 |
The correlation between DTCPX and GPICX shifts across timeframes, from 0.24 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DTCPX vs. GPICX — Risk / Return Rank
DTCPX
GPICX
DTCPX vs. GPICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Targeted Credit Portfolio (DTCPX) and GuidepathConservative Income Fund (GPICX). 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.
| DTCPX | GPICX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -4.57 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 3.02 | -1.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 13.45 | -10.61 |
| Martin ratioReturn relative to average drawdown | 10.95 | 69.81 | -58.86 |
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Drawdowns
DTCPX vs. GPICX - Drawdown Comparison
The maximum DTCPX drawdown since its inception was -10.78%, which is greater than GPICX's maximum drawdown of -3.10%. Use the drawdown chart below to compare losses from any high point for DTCPX and GPICX.
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Drawdown Indicators
| DTCPX | GPICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.78% | -3.10% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -0.25% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -1.44% | -0.52% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -10.78% | -2.79% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -10.78% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -0.56% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.05% | +0.32% |
Volatility
DTCPX vs. GPICX - Volatility Comparison
DFA Targeted Credit Portfolio (DTCPX) has a higher volatility of 0.59% compared to GuidepathConservative Income Fund (GPICX) at 0.19%. This indicates that DTCPX's price experiences larger fluctuations and is considered to be riskier than GPICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTCPX | GPICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.19% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.42% | 0.61% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.69% | 0.79% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 1.10% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.08% | 1.06% | +1.02% |
DTCPX vs. GPICX - Expense Ratio Comparison
DTCPX has a 0.20% expense ratio, which is lower than GPICX's 0.75% expense ratio.
Dividends
DTCPX vs. GPICX - Dividend Comparison
DTCPX's dividend yield for the trailing twelve months is around 4.04%, more than GPICX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | 4.04% | 3.34% | 3.64% | 3.23% | 1.75% | 1.67% | 1.27% | 2.73% | 3.12% | 1.91% | 2.18% |
GPICX GuidepathConservative Income Fund | 3.80% | 3.86% | 4.53% | 4.23% | 1.51% | 0.48% | 0.57% | 1.67% | 1.30% | 0.00% | 0.00% |
Frequently Asked Questions
DTCPX and GPICX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTCPX has higher volatility (0.59%) compared to GPICX (0.19%). In terms of maximum drawdown, DTCPX dropped -10.78% vs GPICX's -3.10%.
GPICX currently has the higher Sharpe Ratio (4.20 vs 2.41), 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.
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