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GFIZX vs. BERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFIZX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Conservative Allocation Fund (GFIZX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

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GFIZX vs. BERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFIZX
GuideStone Funds Conservative Allocation Fund
-2.20%9.46%6.69%8.80%-10.17%3.82%6.93%10.74%-2.13%7.11%
BERIX
Chartwell Income Fund
3.53%13.23%7.20%7.77%-10.14%7.35%4.49%9.69%-0.81%3.92%

Returns By Period

In the year-to-date period, GFIZX achieves a -2.20% return, which is significantly lower than BERIX's 3.53% return. Over the past 10 years, GFIZX has underperformed BERIX with an annualized return of 3.94%, while BERIX has yielded a comparatively higher 4.99% annualized return.


GFIZX

1D
0.18%
1M
-3.80%
YTD
-2.20%
6M
-0.80%
1Y
5.90%
3Y*
6.49%
5Y*
2.86%
10Y*
3.94%

BERIX

1D
0.20%
1M
-1.25%
YTD
3.53%
6M
6.19%
1Y
13.23%
3Y*
9.06%
5Y*
4.94%
10Y*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFIZX vs. BERIX - Expense Ratio Comparison

GFIZX has a 0.41% expense ratio, which is lower than BERIX's 0.64% expense ratio.


Return for Risk

GFIZX vs. BERIX — Risk / Return Rank

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

GFIZX
GFIZX Risk / Return Rank: 6565
Overall Rank
GFIZX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GFIZX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GFIZX Omega Ratio Rank: 6565
Omega Ratio Rank
GFIZX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GFIZX Martin Ratio Rank: 6565
Martin Ratio Rank

BERIX
BERIX Risk / Return Rank: 9696
Overall Rank
BERIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BERIX Omega Ratio Rank: 9595
Omega Ratio Rank
BERIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BERIX Martin Ratio Rank: 9797
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.

GFIZX vs. BERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Conservative Allocation Fund (GFIZX) and Chartwell Income Fund (BERIX). 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.


GFIZXBERIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.54

-1.33

Sortino ratio

Return per unit of downside risk

1.71

3.26

-1.55

Omega ratio

Gain probability vs. loss probability

1.25

1.52

-0.27

Calmar ratio

Return relative to maximum drawdown

1.44

4.62

-3.18

Martin ratio

Return relative to average drawdown

6.17

17.20

-11.03

GFIZX vs. BERIX - Sharpe Ratio Comparison

The current GFIZX Sharpe Ratio is 1.21, which is lower than the BERIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of GFIZX and BERIX, 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


GFIZXBERIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.54

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.84

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.84

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.07

-0.47

Correlation

The correlation between GFIZX and BERIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GFIZX vs. BERIX - Dividend Comparison

GFIZX's dividend yield for the trailing twelve months is around 5.82%, more than BERIX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
GFIZX
GuideStone Funds Conservative Allocation Fund
5.82%5.69%4.75%3.73%4.69%3.63%2.89%4.47%3.27%1.59%1.17%7.25%
BERIX
Chartwell Income Fund
3.58%3.97%3.90%3.36%3.54%2.58%3.07%3.03%5.83%5.22%2.76%2.45%

Drawdowns

GFIZX vs. BERIX - Drawdown Comparison

The maximum GFIZX drawdown since its inception was -18.90%, smaller than the maximum BERIX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for GFIZX and BERIX.


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Drawdown Indicators


GFIZXBERIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-20.34%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-2.95%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.03%

-15.73%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-14.03%

-20.34%

+6.31%

Current Drawdown

Current decline from peak

-3.80%

-1.25%

-2.55%

Average Drawdown

Average peak-to-trough decline

-2.29%

-2.60%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.79%

+0.14%

Volatility

GFIZX vs. BERIX - Volatility Comparison

GuideStone Funds Conservative Allocation Fund (GFIZX) has a higher volatility of 2.06% compared to Chartwell Income Fund (BERIX) at 1.47%. This indicates that GFIZX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFIZXBERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.47%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

4.28%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

5.38%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

5.94%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

6.00%

-0.67%