GGBZX vs. GMGEX
Compare and contrast key facts about GuideStone Funds Aggressive Allocation Fund (GGBZX) and GMO Global Equity Allocation Fund (GMGEX).
GGBZX is managed by GuideStone Funds. It was launched on Aug 26, 2001. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
GGBZX vs. GMGEX - Performance Comparison
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GGBZX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGBZX GuideStone Funds Aggressive Allocation Fund | -3.27% | 19.62% | 15.45% | 20.67% | -19.61% | 14.95% | 15.47% | 26.93% | -10.15% | 25.53% |
GMGEX GMO Global Equity Allocation Fund | 3.72% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 25.45% | -13.04% | 26.39% |
Returns By Period
In the year-to-date period, GGBZX achieves a -3.27% return, which is significantly lower than GMGEX's 3.72% return. Both investments have delivered pretty close results over the past 10 years, with GGBZX having a 10.25% annualized return and GMGEX not far behind at 9.93%.
GGBZX
- 1D
- 3.02%
- 1M
- -6.20%
- YTD
- -3.27%
- 6M
- -1.60%
- 1Y
- 15.71%
- 3Y*
- 14.71%
- 5Y*
- 6.92%
- 10Y*
- 10.25%
GMGEX
- 1D
- 2.68%
- 1M
- -5.76%
- YTD
- 3.72%
- 6M
- 10.13%
- 1Y
- 30.15%
- 3Y*
- 16.98%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
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GGBZX vs. GMGEX - Expense Ratio Comparison
GGBZX has a 0.39% expense ratio, which is higher than GMGEX's 0.01% expense ratio.
Return for Risk
GGBZX vs. GMGEX — Risk / Return Rank
GGBZX
GMGEX
GGBZX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Aggressive Allocation Fund (GGBZX) and GMO Global Equity Allocation Fund (GMGEX). 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.
| GGBZX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.94 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.63 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.59 | -1.23 |
Martin ratioReturn relative to average drawdown | 5.95 | 11.30 | -5.35 |
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
| GGBZX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.94 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.55 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.22 | +0.15 |
Correlation
The correlation between GGBZX and GMGEX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GGBZX vs. GMGEX - Dividend Comparison
GGBZX's dividend yield for the trailing twelve months is around 11.96%, more than GMGEX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGBZX GuideStone Funds Aggressive Allocation Fund | 11.96% | 11.57% | 3.37% | 3.51% | 13.16% | 7.72% | 6.01% | 12.14% | 3.94% | 7.18% | 9.55% | 27.06% |
GMGEX GMO Global Equity Allocation Fund | 4.52% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
GGBZX vs. GMGEX - Drawdown Comparison
The maximum GGBZX drawdown since its inception was -57.68%, roughly equal to the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for GGBZX and GMGEX.
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Drawdown Indicators
| GGBZX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.68% | -58.47% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -11.62% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | -28.58% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.03% | -34.98% | +1.95% |
Current DrawdownCurrent decline from peak | -7.31% | -6.81% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -16.84% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.66% | +0.03% |
Volatility
GGBZX vs. GMGEX - Volatility Comparison
GuideStone Funds Aggressive Allocation Fund (GGBZX) and GMO Global Equity Allocation Fund (GMGEX) have volatilities of 6.24% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGBZX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.09% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 9.78% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 15.72% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 14.74% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 16.02% | +0.40% |