GGBFX vs. GCOZX
GGBFX (GuideStone Funds Global Bond Fund) and GCOZX (GuideStone Funds Growth Allocation Fund) are both mutual funds - GGBFX is a Global Bonds fund managed by GuideStone Funds, while GCOZX is a Diversified Portfolio fund managed by GuideStone Funds. Over the past 10 years, GGBFX returned 1.31%/yr vs 8.65%/yr for GCOZX. Their 0.39 correlation means their historical movements had little consistent relationship. GGBFX charges 0.86%/yr vs 0.39%/yr for GCOZX.
Performance
GGBFX vs. GCOZX - Performance Comparison
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Returns By Period
In the year-to-date period, GGBFX achieves a -0.85% return, which is significantly lower than GCOZX's 7.54% return. Over the past 10 years, GGBFX has underperformed GCOZX with an annualized return of 1.31%, while GCOZX has yielded a comparatively higher 8.65% annualized return.
GGBFX
- 1D
- 0.35%
- 1M
- -0.92%
- 6M
- -1.60%
- YTD
- -0.85%
- 1Y
- 1.27%
- 3Y*
- 3.46%
- 5Y*
- -0.94%
- 10Y*
- 1.31%
- ALL TIME*
- 3.15%
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 |
GGBFX vs. GCOZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGBFX GuideStone Funds Global Bond Fund | -0.85% | 7.55% | 0.40% | 5.77% | -13.90% | -2.57% | 5.03% | 11.04% | -4.74% | 7.69% |
GCOZX GuideStone Funds Growth Allocation Fund | 7.54% | 16.13% | 12.05% | 16.57% | -18.06% | 11.60% | 12.96% | 22.39% | -7.50% | 18.61% |
Correlation
The correlation between GGBFX and GCOZX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.39 |
Over the past year, GGBFX and GCOZX have become more correlated (0.61) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
GGBFX vs. GCOZX — Risk / Return Rank
GGBFX
GCOZX
GGBFX vs. GCOZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Global Bond Fund (GGBFX) 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.
| GGBFX | GCOZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.81 | -1.29 |
| Martin ratioReturn relative to average drawdown | 1.35 | 7.62 | -6.27 |
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Drawdowns
GGBFX vs. GCOZX - Drawdown Comparison
The maximum GGBFX drawdown since its inception was -27.03%, smaller than the maximum GCOZX drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for GGBFX and GCOZX.
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Drawdown Indicators
| GGBFX | GCOZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.03% | -47.79% | +20.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -8.07% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -4.78% | -12.39% | +7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -25.19% | +4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -20.97% | -27.50% | +6.53% |
Current DrawdownCurrent decline from peak | -5.03% | -1.57% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -6.49% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.92% | -0.46% |
Volatility
GGBFX vs. GCOZX - Volatility Comparison
The current volatility for GuideStone Funds Global Bond Fund (GGBFX) is 1.14%, while GuideStone Funds Growth Allocation Fund (GCOZX) has a volatility of 3.32%. This indicates that GGBFX 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.
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Volatility by Period
| GGBFX | GCOZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 3.32% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.35% | 9.31% | -5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 11.06% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 12.18% | -7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 12.68% | -8.17% |
GGBFX vs. GCOZX - Expense Ratio Comparison
GGBFX has a 0.86% expense ratio, which is higher than GCOZX's 0.39% expense ratio.
Dividends
GGBFX vs. GCOZX - Dividend Comparison
GGBFX's dividend yield for the trailing twelve months is around 2.46%, 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% |
GGBFX GuideStone Funds Global Bond Fund | 2.46% | 3.05% | 2.88% | 1.10% | 0.95% | 3.55% | 1.44% | 3.29% | 3.13% | 3.45% | 3.96% | 4.01% |
Frequently Asked Questions
GGBFX and GCOZX have a correlation of 0.61, 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 GGBFX (1.14%). In terms of maximum drawdown, GGBFX dropped -27.03% vs GCOZX's -47.79%.
GCOZX currently has the higher Sharpe Ratio (1.32 vs 0.48), 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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