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GFIZX vs. GEQYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFIZX vs. GEQYX - Performance Comparison

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

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GFIZX vs. GEQYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFIZX
GuideStone Funds Conservative Allocation Fund
-1.32%9.46%6.69%8.80%-10.17%3.82%6.93%10.74%-2.13%7.11%
GEQYX
GuideStone Funds Equity Index Fund
-4.38%17.06%24.88%26.52%-19.91%28.26%18.14%31.68%-4.48%21.97%

Returns By Period

In the year-to-date period, GFIZX achieves a -1.32% return, which is significantly higher than GEQYX's -4.38% return. Over the past 10 years, GFIZX has underperformed GEQYX with an annualized return of 4.03%, while GEQYX has yielded a comparatively higher 13.50% annualized return.


GFIZX

1D
0.90%
1M
-2.52%
YTD
-1.32%
6M
-0.16%
1Y
6.66%
3Y*
6.81%
5Y*
2.94%
10Y*
4.03%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFIZX vs. GEQYX - Expense Ratio Comparison

GFIZX has a 0.41% expense ratio, which is higher than GEQYX's 0.12% expense ratio.


Return for Risk

GFIZX vs. GEQYX — Risk / Return Rank

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

GFIZX
GFIZX Risk / Return Rank: 6868
Overall Rank
GFIZX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GFIZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GFIZX Omega Ratio Rank: 6868
Omega Ratio Rank
GFIZX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GFIZX Martin Ratio Rank: 6767
Martin Ratio Rank

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
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. GEQYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Conservative Allocation Fund (GFIZX) and GuideStone Funds Equity Index Fund (GEQYX). 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.


GFIZXGEQYXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.94

+0.42

Sortino ratio

Return per unit of downside risk

1.94

1.44

+0.50

Omega ratio

Gain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.75

1.47

+0.28

Martin ratio

Return relative to average drawdown

7.36

7.02

+0.34

GFIZX vs. GEQYX - Sharpe Ratio Comparison

The current GFIZX Sharpe Ratio is 1.36, which is higher than the GEQYX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of GFIZX and GEQYX, 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


GFIZXGEQYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.94

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.66

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.75

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.29

Correlation

The correlation between GFIZX and GEQYX is 0.86, 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. GEQYX - Dividend Comparison

GFIZX's dividend yield for the trailing twelve months is around 5.77%, more than GEQYX's 1.61% yield.


TTM20252024202320222021202020192018201720162015
GFIZX
GuideStone Funds Conservative Allocation Fund
5.77%5.69%4.75%3.73%4.69%3.63%2.89%4.47%3.27%1.59%1.17%7.25%
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%

Drawdowns

GFIZX vs. GEQYX - Drawdown Comparison

The maximum GFIZX drawdown since its inception was -18.90%, smaller than the maximum GEQYX drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for GFIZX and GEQYX.


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Drawdown Indicators


GFIZXGEQYXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-58.95%

+40.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-12.09%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-14.03%

-25.96%

+11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-14.03%

-33.76%

+19.73%

Current Drawdown

Current decline from peak

-2.94%

-6.31%

+3.37%

Average Drawdown

Average peak-to-trough decline

-2.29%

-11.92%

+9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.52%

-1.58%

Volatility

GFIZX vs. GEQYX - Volatility Comparison

The current volatility for GuideStone Funds Conservative Allocation Fund (GFIZX) is 2.31%, while GuideStone Funds Equity Index Fund (GEQYX) has a volatility of 5.33%. This indicates that GFIZX experiences smaller price fluctuations and is considered to be less risky than GEQYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFIZXGEQYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

5.33%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

9.50%

-6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

18.26%

-13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

16.93%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

18.12%

-12.78%