GFSYX vs. GCOZX
GFSYX (GuideStone Funds Strategic Alternatives Fund) and GCOZX (GuideStone Funds Growth Allocation Fund) are both mutual funds - GFSYX is a Multistrategy fund managed by GuideStone Funds, while GCOZX is a Diversified Portfolio fund managed by GuideStone Funds. Over the past 5 years, GFSYX returned 4.77%/yr vs 6.37%/yr for GCOZX. Their 0.17 correlation means their historical movements had little consistent relationship. GFSYX charges 1.15%/yr vs 0.39%/yr for GCOZX.
Performance
GFSYX vs. GCOZX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GFSYX achieves a 2.67% return, which is significantly lower than GCOZX's 7.54% return.
GFSYX
- 1D
- 0.00%
- 1M
- 1.10%
- 6M
- 3.25%
- YTD
- 2.67%
- 1Y
- 6.33%
- 3Y*
- 6.43%
- 5Y*
- 4.77%
- 10Y*
- —
- ALL TIME*
- 3.54%
GCOZX
- 1D
- 1.69%
- 1M
- -0.55%
- 6M
- 5.49%
- YTD
- 7.54%
- 1Y
- 15.91%
- 3Y*
- 13.01%
- 5Y*
- 6.37%
- 10Y*
- 8.65%
- ALL TIME*
- 5.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GFSYX vs. GCOZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | 2.67% | 5.49% | 7.60% | 5.98% | -0.57% | 4.96% | -0.17% | 4.94% | 0.14% | 1.20% |
GCOZX GuideStone Funds Growth Allocation Fund | 7.54% | 16.13% | 12.05% | 16.57% | -18.06% | 11.60% | 12.96% | 22.39% | -7.50% | 6.30% |
Correlation
The correlation between GFSYX and GCOZX is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.17 |
The correlation between GFSYX and GCOZX shifts across timeframes, from -0.19 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GFSYX vs. GCOZX — Risk / Return Rank
GFSYX
GCOZX
GFSYX vs. GCOZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Strategic Alternatives Fund (GFSYX) and GuideStone Funds Growth Allocation Fund (GCOZX). 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.
| GFSYX | GCOZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.24 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.84 | 1.81 | +3.03 |
| Martin ratioReturn relative to average drawdown | 12.21 | 7.62 | +4.60 |
Loading charts...
Drawdowns
GFSYX vs. GCOZX - Drawdown Comparison
The maximum GFSYX drawdown since its inception was -9.54%, smaller than the maximum GCOZX drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for GFSYX and GCOZX.
Loading charts...
Drawdown Indicators
| GFSYX | GCOZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -47.79% | +38.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | -8.07% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -4.49% | -12.39% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -4.49% | -25.19% | +20.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.50% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.57% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -6.49% | +5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 1.92% | -1.39% |
Volatility
GFSYX vs. GCOZX - Volatility Comparison
The current volatility for GuideStone Funds Strategic Alternatives Fund (GFSYX) is 0.70%, while GuideStone Funds Growth Allocation Fund (GCOZX) has a volatility of 3.32%. This indicates that GFSYX experiences smaller price fluctuations and is considered to be less risky than GCOZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GFSYX | GCOZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 3.32% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.93% | 9.31% | -7.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.55% | 11.06% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.67% | 12.18% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.70% | 12.68% | -8.98% |
GFSYX vs. GCOZX - Expense Ratio Comparison
GFSYX has a 1.15% expense ratio, which is higher than GCOZX's 0.39% expense ratio.
Dividends
GFSYX vs. GCOZX - Dividend Comparison
GFSYX's dividend yield for the trailing twelve months is around 6.99%, less than GCOZX's 8.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCOZX GuideStone Funds Growth Allocation Fund | 8.92% | 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 | 6.99% | 7.18% | 8.54% | 13.00% | 4.20% | 1.59% | 1.53% | 2.24% | 2.17% | 0.70% | 0.00% | 0.00% |
Frequently Asked Questions
GFSYX and GCOZX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCOZX has higher volatility (3.32%) compared to GFSYX (0.70%). In terms of maximum drawdown, GFSYX dropped -9.54% vs GCOZX's -47.79%.
GFSYX currently has the higher Sharpe Ratio (2.54 vs 1.32), 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.
Find the right allocation for GFSYX and GCOZX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer