GFSYX vs. JAAAX
Compare and contrast key facts about GuideStone Funds Strategic Alternatives Fund (GFSYX) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX).
GFSYX is managed by GuideStone Funds. It was launched on Jun 29, 2017. JAAAX is managed by John Hancock. It was launched on Jan 1, 2009.
Performance
GFSYX vs. JAAAX - Performance Comparison
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GFSYX vs. JAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | -0.89% | 5.49% | 7.60% | 5.98% | -0.57% | 4.96% | -0.17% | 4.94% | 0.14% | 1.20% |
JAAAX John Hancock Funds Alternative Asset Allocation Fund | 2.52% | 6.18% | 6.59% | 5.85% | -3.12% | 4.77% | 4.36% | 8.95% | -4.09% | 1.58% |
Returns By Period
In the year-to-date period, GFSYX achieves a -0.89% return, which is significantly lower than JAAAX's 2.52% return.
GFSYX
- 1D
- -0.11%
- 1M
- -0.45%
- YTD
- -0.89%
- 6M
- 0.80%
- 1Y
- 2.42%
- 3Y*
- 5.78%
- 5Y*
- 4.36%
- 10Y*
- —
JAAAX
- 1D
- 0.41%
- 1M
- -1.56%
- YTD
- 2.52%
- 6M
- 3.59%
- 1Y
- 8.05%
- 3Y*
- 6.41%
- 5Y*
- 4.12%
- 10Y*
- 4.05%
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GFSYX vs. JAAAX - Expense Ratio Comparison
GFSYX has a 1.15% expense ratio, which is higher than JAAAX's 0.72% expense ratio.
Return for Risk
GFSYX vs. JAAAX — Risk / Return Rank
GFSYX
JAAAX
GFSYX vs. JAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Strategic Alternatives Fund (GFSYX) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX). 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.
| GFSYX | JAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.75 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.35 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.88 | +0.10 |
Martin ratioReturn relative to average drawdown | 4.70 | 9.41 | -4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GFSYX | JAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.75 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.98 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.84 | +0.03 |
Correlation
The correlation between GFSYX and JAAAX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GFSYX vs. JAAAX - Dividend Comparison
GFSYX's dividend yield for the trailing twelve months is around 7.24%, more than JAAAX's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | 7.24% | 7.18% | 8.54% | 13.00% | 4.20% | 1.59% | 1.53% | 2.24% | 2.17% | 0.70% | 0.00% | 0.00% |
JAAAX John Hancock Funds Alternative Asset Allocation Fund | 1.49% | 1.53% | 1.17% | 1.71% | 3.02% | 1.72% | 0.74% | 3.38% | 1.99% | 1.23% | 0.77% | 2.78% |
Drawdowns
GFSYX vs. JAAAX - Drawdown Comparison
The maximum GFSYX drawdown since its inception was -9.54%, smaller than the maximum JAAAX drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for GFSYX and JAAAX.
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Drawdown Indicators
| GFSYX | JAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -15.72% | +6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -1.39% | -4.43% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -4.49% | -6.28% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.64% | — |
Current DrawdownCurrent decline from peak | -0.89% | -1.61% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -2.06% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.88% | -0.30% |
Volatility
GFSYX vs. JAAAX - Volatility Comparison
The current volatility for GuideStone Funds Strategic Alternatives Fund (GFSYX) is 0.82%, while John Hancock Funds Alternative Asset Allocation Fund (JAAAX) has a volatility of 1.16%. This indicates that GFSYX experiences smaller price fluctuations and is considered to be less risky than JAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFSYX | JAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 1.16% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.78% | 2.74% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 4.73% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.64% | 4.22% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.73% | 4.38% | -0.65% |