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GEQZX vs. DMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEQZX vs. DMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Equity Index Fund Investor Class (GEQZX) and Dimensional Multi-Blend Fund (DMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEQZX achieves a 11.16% return, which is significantly higher than DMB's -1.18% return. Over the past 10 years, GEQZX has outperformed DMB with an annualized return of 14.43%, while DMB has yielded a comparatively lower 1.49% annualized return.


GEQZX

1D
1.51%
1M
1.61%
6M
9.90%
YTD
11.16%
1Y
20.28%
3Y*
20.20%
5Y*
12.09%
10Y*
14.43%
ALL TIME*
9.13%

DMB

1D
0.38%
1M
-4.18%
6M
-2.18%
YTD
-1.18%
1Y
10.44%
3Y*
2.42%
5Y*
-3.01%
10Y*
1.49%
ALL TIME*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$601.36K$628.90K$550.06K
$0.00$0.00$0.00

GEQZX vs. DMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEQZX
GuideStone Funds Equity Index Fund Investor Class
11.16%16.77%24.53%26.17%-19.99%27.94%17.85%31.34%-4.74%21.66%
DMB
Dimensional Multi-Blend Fund
-1.18%10.69%3.87%2.42%-23.23%7.04%0.75%28.84%-3.89%11.52%

Correlation

The correlation between GEQZX and DMB is 0.24, which is low. Their historical price movements had little consistent relationship.


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

0.24

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

0.28

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

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2013

0.17

The correlation between GEQZX and DMB shifts across timeframes, from 0.17 (all time) to 0.28 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GEQZX vs. DMB — Risk / Return Rank

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

GEQZX
GEQZX Risk / Return Rank: 6161
Overall Rank
GEQZX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GEQZX Sortino Ratio Rank: 5555
Sortino Ratio Rank
GEQZX Omega Ratio Rank: 5454
Omega Ratio Rank
GEQZX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GEQZX Martin Ratio Rank: 7474
Martin Ratio Rank

DMB
DMB Risk / Return Rank: 2929
Overall Rank
DMB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DMB Sortino Ratio Rank: 3131
Sortino Ratio Rank
DMB Omega Ratio Rank: 3131
Omega Ratio Rank
DMB Calmar Ratio Rank: 2525
Calmar Ratio Rank
DMB Martin Ratio Rank: 2929
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.

GEQZX vs. DMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Equity Index Fund Investor Class (GEQZX) and Dimensional Multi-Blend Fund (DMB). 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.


GEQZXDMBDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.47

1.31

+1.16

Martin ratioReturn relative to average drawdown

10.54

4.68

+5.87

GEQZX vs. DMB - Sharpe Ratio Comparison

The current GEQZX Sharpe Ratio is 1.73, which is higher than the DMB Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of GEQZX and DMB, 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

GEQZX vs. DMB - Drawdown Comparison

The maximum GEQZX drawdown since its inception was -55.67%, which is greater than DMB's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for GEQZX and DMB.


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Drawdown Indicators


GEQZXDMBDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-40.15%

-15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-8.00%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-18.13%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.01%

-40.15%

+14.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-40.15%

+6.35%

Current Drawdown

Current decline from peak

-0.14%

-21.54%

+21.40%

Average Drawdown

Average peak-to-trough decline

-7.99%

-14.34%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.24%

-0.14%

Volatility

GEQZX vs. DMB - Volatility Comparison

GuideStone Funds Equity Index Fund Investor Class (GEQZX) has a higher volatility of 3.85% compared to Dimensional Multi-Blend Fund (DMB) at 2.34%. This indicates that GEQZX's price experiences larger fluctuations and is considered to be riskier than DMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEQZXDMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

2.34%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

6.95%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

9.14%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

14.61%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

15.12%

+3.01%

GEQZX vs. DMB - Expense Ratio Comparison

GEQZX has a 0.39% expense ratio, which is higher than DMB's 0.03% expense ratio.


Dividends

GEQZX vs. DMB - Dividend Comparison

GEQZX's dividend yield for the trailing twelve months is around 1.13%, less than DMB's 4.89% yield.


PositionTTM20252024202320222021202020192018201720162015
DMB
Dimensional Multi-Blend Fund
4.89%3.93%3.48%4.46%5.80%4.42%4.54%4.36%5.36%4.89%5.97%6.06%
GEQZX
GuideStone Funds Equity Index Fund Investor Class
1.13%1.35%3.58%3.71%1.12%3.05%2.13%2.02%1.79%1.94%1.42%1.67%

Frequently Asked Questions


GEQZX and DMB 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.

GEQZX has higher volatility (3.85%) compared to DMB (2.34%). In terms of maximum drawdown, GEQZX dropped -55.67% vs DMB's -40.15%.

GEQZX currently has the higher Sharpe Ratio (1.73 vs 1.15), 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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