GGIZX vs. DGTSX
GGIZX (GuideStone Funds Balanced Allocation Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, GGIZX returned 6.39%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.93 suggests significant overlap in exposure. GGIZX charges 0.38%/yr vs 0.24%/yr for DGTSX.
Performance
GGIZX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, GGIZX achieves a 5.18% return, which is significantly higher than DGTSX's 4.30% return. Over the past 10 years, GGIZX has outperformed DGTSX with an annualized return of 6.39%, while DGTSX has yielded a comparatively lower 5.23% annualized return.
GGIZX
- 1D
- 0.64%
- 1M
- 1.29%
- YTD
- 5.18%
- 6M
- 5.27%
- 1Y
- 13.68%
- 3Y*
- 10.40%
- 5Y*
- 4.56%
- 10Y*
- 6.39%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
GGIZX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGIZX GuideStone Funds Balanced Allocation Fund | 5.18% | 12.49% | 8.34% | 12.32% | -15.60% | 6.94% | 10.66% | 17.36% | -4.88% | 12.31% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between GGIZX and DGTSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.93 |
The correlation between GGIZX and DGTSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
GGIZX vs. DGTSX — Risk / Return Rank
GGIZX
DGTSX
GGIZX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Balanced Allocation Fund (GGIZX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| GGIZX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.79 | -1.48 |
| Martin ratioReturn relative to average drawdown | 10.05 | 16.65 | -6.59 |
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Drawdowns
GGIZX vs. DGTSX - Drawdown Comparison
The maximum GGIZX drawdown since its inception was -36.00%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for GGIZX and DGTSX.
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Drawdown Indicators
| GGIZX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.00% | -16.71% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -2.64% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -7.91% | -7.46% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.33% | -11.26% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -21.33% | -11.26% | -10.07% |
Current DrawdownCurrent decline from peak | -0.16% | -0.14% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -1.64% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 0.60% | +0.75% |
Volatility
GGIZX vs. DGTSX - Volatility Comparison
GuideStone Funds Balanced Allocation Fund (GGIZX) has a higher volatility of 2.90% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that GGIZX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGIZX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 1.42% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 2.98% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.10% | 3.59% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.46% | 5.98% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.72% | 5.24% | +3.48% |
GGIZX vs. DGTSX - Expense Ratio Comparison
GGIZX has a 0.38% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
GGIZX vs. DGTSX - Dividend Comparison
GGIZX's dividend yield for the trailing twelve months is around 7.81%, more than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
GGIZX GuideStone Funds Balanced Allocation Fund | 7.81% | 8.22% | 4.40% | 4.06% | 7.00% | 5.66% | 4.76% | 6.52% | 4.46% | 2.42% | 3.23% | 16.23% |
Frequently Asked Questions
With a correlation of 0.95, GGIZX and DGTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GGIZX has higher volatility (2.90%) compared to DGTSX (1.42%). In terms of maximum drawdown, GGIZX dropped -36.00% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 1.91), 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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