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GEQYX vs. SVPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GEQYX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Equity Index Fund (GEQYX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

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GEQYX vs. SVPFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GEQYX
GuideStone Funds Equity Index Fund
-4.38%17.06%24.88%26.52%-19.91%17.55%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
0.97%4.19%3.82%5.30%-4.37%0.78%

Returns By Period

In the year-to-date period, GEQYX achieves a -4.38% return, which is significantly lower than SVPFX's 0.97% return.


GEQYX

1D
2.89%
1M
-5.09%
YTD
-4.38%
6M
-2.11%
1Y
16.54%
3Y*
18.02%
5Y*
11.08%
10Y*
13.50%

SVPFX

1D
0.10%
1M
-0.15%
YTD
0.97%
6M
2.58%
1Y
3.37%
3Y*
4.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GEQYX vs. SVPFX - Expense Ratio Comparison

GEQYX has a 0.12% expense ratio, which is lower than SVPFX's 0.38% expense ratio.


Return for Risk

GEQYX vs. SVPFX — Risk / Return Rank

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

GEQYX
GEQYX Risk / Return Rank: 5454
Overall Rank
GEQYX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GEQYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
GEQYX Omega Ratio Rank: 5151
Omega Ratio Rank
GEQYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
GEQYX Martin Ratio Rank: 7070
Martin Ratio Rank

SVPFX
SVPFX Risk / Return Rank: 2020
Overall Rank
SVPFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SVPFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SVPFX Omega Ratio Rank: 3939
Omega Ratio Rank
SVPFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVPFX Martin Ratio Rank: 2323
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.

GEQYX vs. SVPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Equity Index Fund (GEQYX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.


GEQYXSVPFXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.48

+0.46

Sortino ratio

Return per unit of downside risk

1.44

0.66

+0.78

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.47

0.61

+0.85

Martin ratio

Return relative to average drawdown

7.02

3.32

+3.70

GEQYX vs. SVPFX - Sharpe Ratio Comparison

The current GEQYX Sharpe Ratio is 0.94, which is higher than the SVPFX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GEQYX and SVPFX, 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


GEQYXSVPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.48

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.38

-0.06

Correlation

The correlation between GEQYX and SVPFX is 0.11, 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

GEQYX vs. SVPFX - Dividend Comparison

GEQYX's dividend yield for the trailing twelve months is around 1.61%, less than SVPFX's 2.48% yield.


TTM20252024202320222021202020192018201720162015
GEQYX
GuideStone Funds Equity Index Fund
1.61%1.54%3.82%3.95%1.27%3.29%2.35%2.26%2.08%2.18%1.58%1.75%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
2.48%1.83%4.37%4.29%0.76%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GEQYX vs. SVPFX - Drawdown Comparison

The maximum GEQYX drawdown since its inception was -58.95%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GEQYX and SVPFX.


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Drawdown Indicators


GEQYXSVPFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.95%

-6.37%

-52.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-5.22%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

Current Drawdown

Current decline from peak

-6.31%

-0.35%

-5.96%

Average Drawdown

Average peak-to-trough decline

-11.92%

-1.99%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

0.98%

+1.54%

Volatility

GEQYX vs. SVPFX - Volatility Comparison

GuideStone Funds Equity Index Fund (GEQYX) has a higher volatility of 5.33% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.85%. This indicates that GEQYX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEQYXSVPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

0.85%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

1.37%

+8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

8.01%

+10.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

5.59%

+11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

5.59%

+12.53%