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GFSYX vs. QIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFSYX vs. QIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Strategic Alternatives Fund (GFSYX) and Simplify Multi-Qis Alternative ETF (QIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFSYX achieves a 2.67% return, which is significantly higher than QIS's -31.94% 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%

QIS

1D
2.58%
1M
2.94%
6M
-34.00%
YTD
-31.94%
1Y
-48.32%
3Y*
-24.55%
5Y*
10Y*
ALL TIME*
-24.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$8.01K$6.87K$26.74K

GFSYX vs. QIS - Yearly Performance Comparison


2026 (YTD)202520242023
GFSYX
GuideStone Funds Strategic Alternatives Fund
2.67%5.49%7.60%4.49%
QIS
Simplify Multi-Qis Alternative ETF
-31.94%-38.02%0.19%2.08%

Correlation

The correlation between GFSYX and QIS is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.04

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Return for Risk

GFSYX vs. QIS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GFSYX
GFSYX Risk / Return Rank: 9393
Overall Rank
GFSYX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GFSYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GFSYX Omega Ratio Rank: 9292
Omega Ratio Rank
GFSYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GFSYX Martin Ratio Rank: 9090
Martin Ratio Rank

QIS
QIS Risk / Return Rank: 00
Overall Rank
QIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QIS Sortino Ratio Rank: 00
Sortino Ratio Rank
QIS Omega Ratio Rank: 11
Omega Ratio Rank
QIS Calmar Ratio Rank: 11
Calmar Ratio Rank
QIS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GFSYX vs. QIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Strategic Alternatives Fund (GFSYX) and Simplify Multi-Qis Alternative ETF (QIS). 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.


GFSYXQISDifference
Sharpe ratioReturn per unit of total volatility

+3.80

Sortino ratioReturn per unit of downside risk

+5.85

Omega ratioGain probability vs. loss probability

1.52

0.77

+0.75

Calmar ratioReturn relative to maximum drawdown

4.84

-0.93

+5.77

Martin ratioReturn relative to average drawdown

12.21

-1.62

+13.84

GFSYX vs. QIS - Sharpe Ratio Comparison

The current GFSYX Sharpe Ratio is 2.54, which is higher than the QIS Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of GFSYX and QIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFSYX vs. QIS - Drawdown Comparison

The maximum GFSYX drawdown since its inception was -9.54%, smaller than the maximum QIS drawdown of -62.82%. Use the drawdown chart below to compare losses from any high point for GFSYX and QIS.


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Drawdown Indicators


GFSYXQISDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-62.82%

+53.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-54.47%

+53.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.49%

-62.82%

+58.33%

Max Drawdown (5Y)

Largest decline over 5 years

-4.49%

Current Drawdown

Current decline from peak

0.00%

-60.09%

+60.09%

Average Drawdown

Average peak-to-trough decline

-0.90%

-16.05%

+15.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

31.13%

-30.60%

Volatility

GFSYX vs. QIS - Volatility Comparison

The current volatility for GuideStone Funds Strategic Alternatives Fund (GFSYX) is 0.70%, while Simplify Multi-Qis Alternative ETF (QIS) has a volatility of 14.48%. This indicates that GFSYX experiences smaller price fluctuations and is considered to be less risky than QIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFSYXQISDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

14.48%

-13.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

32.96%

-31.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

40.15%

-37.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

30.10%

-26.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.70%

30.10%

-26.40%

GFSYX vs. QIS - Expense Ratio Comparison

GFSYX has a 1.15% expense ratio, which is higher than QIS's 1.00% expense ratio.


Dividends

GFSYX vs. QIS - Dividend Comparison

GFSYX's dividend yield for the trailing twelve months is around 6.99%, more than QIS's 2.00% yield.


PositionTTM202520242023202220212020201920182017
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%
QIS
Simplify Multi-Qis Alternative ETF
2.00%3.37%1.07%3.29%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GFSYX and QIS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIS has higher volatility (14.48%) compared to GFSYX (0.70%). In terms of maximum drawdown, GFSYX dropped -9.54% vs QIS's -62.82%.

GFSYX currently has the higher Sharpe Ratio (2.54 vs -1.26), 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.

Portfolio Optimizer

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