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GGBZX vs. MVGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGBZX vs. MVGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Aggressive Allocation Fund (GGBZX) and MFS Low Volatility Global Equity Fund (MVGIX). The values are adjusted to include any dividend payments, if applicable.

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GGBZX vs. MVGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MVGIX
MFS Low Volatility Global Equity Fund
0.12%16.30%12.64%13.71%-8.21%16.84%5.47%20.59%-2.40%18.49%

Returns By Period

In the year-to-date period, GGBZX achieves a -3.27% return, which is significantly lower than MVGIX's 0.12% return. Over the past 10 years, GGBZX has outperformed MVGIX with an annualized return of 10.25%, while MVGIX has yielded a comparatively lower 9.14% annualized return.


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%

MVGIX

1D
1.58%
1M
-6.33%
YTD
0.12%
6M
1.84%
1Y
12.29%
3Y*
12.77%
5Y*
9.09%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGBZX vs. MVGIX - Expense Ratio Comparison

GGBZX has a 0.39% expense ratio, which is lower than MVGIX's 0.74% expense ratio.


Return for Risk

GGBZX vs. MVGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGBZX
GGBZX Risk / Return Rank: 4747
Overall Rank
GGBZX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GGBZX Sortino Ratio Rank: 4545
Sortino Ratio Rank
GGBZX Omega Ratio Rank: 4545
Omega Ratio Rank
GGBZX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GGBZX Martin Ratio Rank: 5555
Martin Ratio Rank

MVGIX
MVGIX Risk / Return Rank: 5858
Overall Rank
MVGIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MVGIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MVGIX Omega Ratio Rank: 5757
Omega Ratio Rank
MVGIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
MVGIX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGBZX vs. MVGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Aggressive Allocation Fund (GGBZX) and MFS Low Volatility Global Equity Fund (MVGIX). 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.


GGBZXMVGIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.18

-0.20

Sortino ratio

Return per unit of downside risk

1.45

1.64

-0.19

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.36

1.48

-0.12

Martin ratio

Return relative to average drawdown

5.95

6.28

-0.33

GGBZX vs. MVGIX - Sharpe Ratio Comparison

The current GGBZX Sharpe Ratio is 0.98, which is comparable to the MVGIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GGBZX and MVGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGBZXMVGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.18

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.87

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.74

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.73

-0.35

Correlation

The correlation between GGBZX and MVGIX is 0.85, 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. MVGIX - Dividend Comparison

GGBZX's dividend yield for the trailing twelve months is around 11.96%, more than MVGIX's 10.93% yield.


TTM20252024202320222021202020192018201720162015
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%
MVGIX
MFS Low Volatility Global Equity Fund
10.93%10.94%7.84%1.88%3.98%9.43%1.55%2.79%4.98%1.95%1.60%1.94%

Drawdowns

GGBZX vs. MVGIX - Drawdown Comparison

The maximum GGBZX drawdown since its inception was -57.68%, which is greater than MVGIX's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for GGBZX and MVGIX.


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Drawdown Indicators


GGBZXMVGIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-30.19%

-27.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-8.65%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-18.01%

-10.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-30.19%

-2.84%

Current Drawdown

Current decline from peak

-7.31%

-6.99%

-0.32%

Average Drawdown

Average peak-to-trough decline

-9.29%

-2.89%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.04%

+0.65%

Volatility

GGBZX vs. MVGIX - Volatility Comparison

GuideStone Funds Aggressive Allocation Fund (GGBZX) has a higher volatility of 6.24% compared to MFS Low Volatility Global Equity Fund (MVGIX) at 3.77%. This indicates that GGBZX's price experiences larger fluctuations and is considered to be riskier than MVGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGBZXMVGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

3.77%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

5.94%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

10.60%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

10.54%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

12.39%

+4.03%