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GLDYX vs. DHEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDYX vs. DHEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Low-Duration Bond Fund (GLDYX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). The values are adjusted to include any dividend payments, if applicable.

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GLDYX vs. DHEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDYX
GuideStone Funds Low-Duration Bond Fund
0.01%5.66%4.81%5.09%-4.42%-0.47%3.39%4.00%1.83%1.76%
DHEIX
Diamond Hill Short Duration Securitized Bond Fund Class I
0.82%6.06%9.33%8.91%-3.38%2.74%3.09%4.85%3.18%4.23%

Returns By Period

In the year-to-date period, GLDYX achieves a 0.01% return, which is significantly lower than DHEIX's 0.82% return.


GLDYX

1D
0.23%
1M
-0.73%
YTD
0.01%
6M
1.28%
1Y
4.01%
3Y*
4.68%
5Y*
2.04%
10Y*
2.26%

DHEIX

1D
0.13%
1M
-0.27%
YTD
0.82%
6M
1.75%
1Y
5.26%
3Y*
7.69%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDYX vs. DHEIX - Expense Ratio Comparison

GLDYX has a 0.34% expense ratio, which is lower than DHEIX's 0.53% expense ratio.


Return for Risk

GLDYX vs. DHEIX — Risk / Return Rank

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

GLDYX
GLDYX Risk / Return Rank: 9797
Overall Rank
GLDYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GLDYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GLDYX Omega Ratio Rank: 9797
Omega Ratio Rank
GLDYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GLDYX Martin Ratio Rank: 9898
Martin Ratio Rank

DHEIX
DHEIX Risk / Return Rank: 9999
Overall Rank
DHEIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DHEIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DHEIX Omega Ratio Rank: 9999
Omega Ratio Rank
DHEIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHEIX Martin Ratio Rank: 9999
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.

GLDYX vs. DHEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Low-Duration Bond Fund (GLDYX) and Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX). 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.


GLDYXDHEIXDifference

Sharpe ratio

Return per unit of total volatility

2.86

4.60

-1.74

Sortino ratio

Return per unit of downside risk

4.57

8.07

-3.50

Omega ratio

Gain probability vs. loss probability

1.67

2.53

-0.86

Calmar ratio

Return relative to maximum drawdown

4.11

10.74

-6.63

Martin ratio

Return relative to average drawdown

18.45

40.46

-22.02

GLDYX vs. DHEIX - Sharpe Ratio Comparison

The current GLDYX Sharpe Ratio is 2.86, which is lower than the DHEIX Sharpe Ratio of 4.60. The chart below compares the historical Sharpe Ratios of GLDYX and DHEIX, 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


GLDYXDHEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

4.60

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

2.96

-1.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.87

-1.22

Correlation

The correlation between GLDYX and DHEIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLDYX vs. DHEIX - Dividend Comparison

GLDYX's dividend yield for the trailing twelve months is around 4.11%, less than DHEIX's 5.98% yield.


TTM20252024202320222021202020192018201720162015
GLDYX
GuideStone Funds Low-Duration Bond Fund
4.11%4.32%4.31%3.36%1.72%1.02%1.70%2.49%2.87%1.60%1.66%1.03%
DHEIX
Diamond Hill Short Duration Securitized Bond Fund Class I
5.98%5.51%6.21%5.52%3.72%2.62%3.22%4.05%3.74%3.45%0.00%0.00%

Drawdowns

GLDYX vs. DHEIX - Drawdown Comparison

The maximum GLDYX drawdown since its inception was -11.73%, roughly equal to the maximum DHEIX drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for GLDYX and DHEIX.


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Drawdown Indicators


GLDYXDHEIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-12.33%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.04%

-0.50%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-6.68%

-4.87%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-6.68%

Current Drawdown

Current decline from peak

-0.73%

-0.27%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.17%

-0.77%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.13%

+0.10%

Volatility

GLDYX vs. DHEIX - Volatility Comparison

GuideStone Funds Low-Duration Bond Fund (GLDYX) has a higher volatility of 0.64% compared to Diamond Hill Short Duration Securitized Bond Fund Class I (DHEIX) at 0.38%. This indicates that GLDYX's price experiences larger fluctuations and is considered to be riskier than DHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDYXDHEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.38%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

0.73%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

1.15%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.81%

1.52%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.55%

2.28%

-0.73%