GFSYX vs. GLDYX
GFSYX (GuideStone Funds Strategic Alternatives Fund) and GLDYX (GuideStone Funds Low-Duration Bond Fund) are both mutual funds - GFSYX is a Multistrategy fund managed by GuideStone Funds, while GLDYX is a Short-Term Bond fund managed by GuideStone Funds. Over the past 5 years, GFSYX returned 4.86%/yr vs 2.16%/yr for GLDYX. At a correlation of -0.04, they often move in opposite directions. GFSYX charges 1.15%/yr vs 0.34%/yr for GLDYX.
Performance
GFSYX vs. GLDYX - Performance Comparison
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Returns By Period
In the year-to-date period, GFSYX achieves a 1.00% return, which is significantly higher than GLDYX's 0.57% return.
GFSYX
- 1D
- 0.33%
- 1M
- 1.00%
- YTD
- 1.00%
- 6M
- 1.45%
- 1Y
- 4.26%
- 3Y*
- 6.10%
- 5Y*
- 4.86%
- 10Y*
- —
GLDYX
- 1D
- -0.08%
- 1M
- 0.24%
- YTD
- 0.57%
- 6M
- 0.81%
- 1Y
- 3.50%
- 3Y*
- 4.87%
- 5Y*
- 2.16%
- 10Y*
- 2.24%
GFSYX vs. GLDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | 1.00% | 5.49% | 7.60% | 5.98% | -0.57% | 4.96% | -0.17% | 4.94% | 0.14% | 1.20% |
GLDYX GuideStone Funds Low-Duration Bond Fund | 0.57% | 5.66% | 4.81% | 5.09% | -4.42% | -0.47% | 3.39% | 4.00% | 1.83% | 0.34% |
Correlation
The correlation between GFSYX and GLDYX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | -0.04 |
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Return for Risk
GFSYX vs. GLDYX — Risk / Return Rank
GFSYX
GLDYX
GFSYX vs. GLDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Strategic Alternatives Fund (GFSYX) and GuideStone Funds Low-Duration Bond Fund (GLDYX). 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 | GLDYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.63 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.55 | -0.18 |
| Martin ratioReturn relative to average drawdown | 8.05 | 14.75 | -6.70 |
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Drawdowns
GFSYX vs. GLDYX - Drawdown Comparison
The maximum GFSYX drawdown since its inception was -9.54%, smaller than the maximum GLDYX drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for GFSYX and GLDYX.
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Drawdown Indicators
| GFSYX | GLDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -11.73% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -1.34% | -1.04% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -4.49% | -1.04% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -4.49% | -6.68% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.68% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.23% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -0.91% | -2.15% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.25% | +0.31% |
Volatility
GFSYX vs. GLDYX - Volatility Comparison
GuideStone Funds Strategic Alternatives Fund (GFSYX) has a higher volatility of 0.89% compared to GuideStone Funds Low-Duration Bond Fund (GLDYX) at 0.48%. This indicates that GFSYX's price experiences larger fluctuations and is considered to be riskier than GLDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFSYX | GLDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 0.48% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.92% | 1.05% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.57% | 1.39% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.67% | 1.83% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.71% | 1.55% | +2.16% |
GFSYX vs. GLDYX - Expense Ratio Comparison
GFSYX has a 1.15% expense ratio, which is higher than GLDYX's 0.34% expense ratio.
Dividends
GFSYX vs. GLDYX - Dividend Comparison
GFSYX's dividend yield for the trailing twelve months is around 7.10%, more than GLDYX's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | 7.10% | 7.18% | 8.54% | 13.00% | 4.20% | 1.59% | 1.53% | 2.24% | 2.17% | 0.70% | 0.00% | 0.00% |
GLDYX GuideStone Funds Low-Duration Bond Fund | 4.10% | 4.32% | 4.31% | 3.36% | 1.72% | 1.02% | 1.70% | 2.49% | 2.87% | 1.60% | 1.66% | 1.03% |
Frequently Asked Questions
GFSYX and GLDYX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFSYX has higher volatility (0.89%) compared to GLDYX (0.48%). In terms of maximum drawdown, GFSYX dropped -9.54% vs GLDYX's -11.73%.
GLDYX currently has the higher Sharpe Ratio (2.66 vs 1.76), 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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