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GCOZX vs. GFSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCOZX vs. GFSYX - Performance Comparison

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

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GCOZX vs. GFSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCOZX
GuideStone Funds Growth Allocation Fund
-2.61%16.13%12.05%16.57%-18.06%11.60%12.96%22.39%-7.50%6.21%
GFSYX
GuideStone Funds Strategic Alternatives Fund
-0.89%5.49%7.60%5.98%-0.57%4.96%-0.17%4.94%0.14%1.20%

Returns By Period

In the year-to-date period, GCOZX achieves a -2.61% return, which is significantly lower than GFSYX's -0.89% return.


GCOZX

1D
2.35%
1M
-5.09%
YTD
-2.61%
6M
-1.06%
1Y
12.48%
3Y*
11.87%
5Y*
5.29%
10Y*
8.14%

GFSYX

1D
-0.11%
1M
-0.45%
YTD
-0.89%
6M
0.80%
1Y
2.42%
3Y*
5.78%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCOZX vs. GFSYX - Expense Ratio Comparison

GCOZX has a 0.39% expense ratio, which is lower than GFSYX's 1.15% expense ratio.


Return for Risk

GCOZX vs. GFSYX — Risk / Return Rank

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

GCOZX
GCOZX Risk / Return Rank: 4646
Overall Rank
GCOZX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GCOZX Sortino Ratio Rank: 4545
Sortino Ratio Rank
GCOZX Omega Ratio Rank: 4444
Omega Ratio Rank
GCOZX Calmar Ratio Rank: 4545
Calmar Ratio Rank
GCOZX Martin Ratio Rank: 5353
Martin Ratio Rank

GFSYX
GFSYX Risk / Return Rank: 4949
Overall Rank
GFSYX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GFSYX Sortino Ratio Rank: 4444
Sortino Ratio Rank
GFSYX Omega Ratio Rank: 3737
Omega Ratio Rank
GFSYX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GFSYX Martin Ratio Rank: 4242
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.

GCOZX vs. GFSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Growth Allocation Fund (GCOZX) 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.


GCOZXGFSYXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.99

+0.02

Sortino ratio

Return per unit of downside risk

1.48

1.40

+0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.98

-0.59

Martin ratio

Return relative to average drawdown

6.04

4.70

+1.34

GCOZX vs. GFSYX - Sharpe Ratio Comparison

The current GCOZX Sharpe Ratio is 1.01, which is comparable to the GFSYX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GCOZX and GFSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCOZXGFSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.99

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.20

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.87

-0.46

Correlation

The correlation between GCOZX and GFSYX is 0.19, 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

GCOZX vs. GFSYX - Dividend Comparison

GCOZX's dividend yield for the trailing twelve months is around 9.85%, more than GFSYX's 7.24% yield.


TTM20252024202320222021202020192018201720162015
GCOZX
GuideStone Funds Growth Allocation Fund
9.85%9.59%3.47%3.37%9.49%6.85%4.94%9.42%4.24%4.71%5.71%19.06%
GFSYX
GuideStone Funds Strategic Alternatives Fund
7.24%7.18%8.54%13.00%4.20%1.59%1.53%2.24%2.17%0.70%0.00%0.00%

Drawdowns

GCOZX vs. GFSYX - Drawdown Comparison

The maximum GCOZX drawdown since its inception was -47.79%, which is greater than GFSYX's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for GCOZX and GFSYX.


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Drawdown Indicators


GCOZXGFSYXDifference

Max Drawdown

Largest peak-to-trough decline

-47.79%

-9.54%

-38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-1.39%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-4.49%

-20.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.50%

Current Drawdown

Current decline from peak

-5.91%

-0.89%

-5.02%

Average Drawdown

Average peak-to-trough decline

-6.56%

-0.92%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.58%

+1.54%

Volatility

GCOZX vs. GFSYX - Volatility Comparison

GuideStone Funds Growth Allocation Fund (GCOZX) has a higher volatility of 5.00% compared to GuideStone Funds Strategic Alternatives Fund (GFSYX) at 0.82%. This indicates that GCOZX's price experiences larger fluctuations and is considered to be riskier than GFSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCOZXGFSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

0.82%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

1.78%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

2.58%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.94%

3.64%

+8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

3.73%

+8.93%