GFSYX vs. SPY
Compare and contrast key facts about GuideStone Funds Strategic Alternatives Fund (GFSYX) and SPDR S&P 500 ETF (SPY).
GFSYX is managed by GuideStone Funds. It was launched on Jun 29, 2017. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFSYX or SPY.
Key characteristics
| GFSYX | SPY | |
|---|---|---|
| YTD Return | 6.95% | 27.04% |
| 1Y Return | -1.60% | 39.75% |
| 3Y Return (Ann) | 0.26% | 10.21% |
| 5Y Return (Ann) | 0.72% | 15.93% |
| Sharpe Ratio | -0.19 | 3.15 |
| Sortino Ratio | -0.15 | 4.19 |
| Omega Ratio | 0.93 | 1.59 |
| Calmar Ratio | -0.18 | 4.60 |
| Martin Ratio | -0.28 | 20.85 |
| Ulcer Index | 5.29% | 1.85% |
| Daily Std Dev | 8.09% | 12.29% |
| Max Drawdown | -10.03% | -55.19% |
| Current Drawdown | -1.69% | 0.00% |
Correlation
The correlation between GFSYX and SPY is 0.32, 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.
Performance
GFSYX vs. SPY - Performance Comparison
In the year-to-date period, GFSYX achieves a 6.95% return, which is significantly lower than SPY's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GFSYX vs. SPY - Expense Ratio Comparison
GFSYX has a 1.15% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
GFSYX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Strategic Alternatives Fund (GFSYX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
GFSYX vs. SPY - Dividend Comparison
GFSYX's dividend yield for the trailing twelve months is around 3.83%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFSYX GuideStone Funds Strategic Alternatives Fund | 3.83% | 4.09% | 0.44% | 0.19% | 1.38% | 1.86% | 1.83% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
GFSYX vs. SPY - Drawdown Comparison
The maximum GFSYX drawdown since its inception was -10.03%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GFSYX and SPY. For additional features, visit the drawdowns tool.
Volatility
GFSYX vs. SPY - Volatility Comparison
The current volatility for GuideStone Funds Strategic Alternatives Fund (GFSYX) is 0.98%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.95%. This indicates that GFSYX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.