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GMCOX vs. GPTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMCOX vs. GPTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Core Fixed Income Fund (GMCOX) and GuidePath Conservative Allocation Fund (GPTCX). The values are adjusted to include any dividend payments, if applicable.

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GMCOX vs. GPTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMCOX
GuideMark Core Fixed Income Fund
-0.36%6.56%1.39%6.19%-14.64%-2.01%8.13%8.58%-1.44%2.81%
GPTCX
GuidePath Conservative Allocation Fund
-0.08%12.54%8.12%10.64%-12.41%9.37%8.47%16.21%-4.80%11.52%

Returns By Period

In the year-to-date period, GMCOX achieves a -0.36% return, which is significantly lower than GPTCX's -0.08% return. Over the past 10 years, GMCOX has underperformed GPTCX with an annualized return of 1.24%, while GPTCX has yielded a comparatively higher 5.81% annualized return.


GMCOX

1D
0.24%
1M
-1.54%
YTD
-0.36%
6M
0.33%
1Y
3.20%
3Y*
3.47%
5Y*
-0.27%
10Y*
1.24%

GPTCX

1D
1.35%
1M
-3.38%
YTD
-0.08%
6M
1.53%
1Y
10.25%
3Y*
9.21%
5Y*
4.67%
10Y*
5.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMCOX vs. GPTCX - Expense Ratio Comparison

GMCOX has a 0.95% expense ratio, which is higher than GPTCX's 0.45% expense ratio.


Return for Risk

GMCOX vs. GPTCX — Risk / Return Rank

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

GMCOX
GMCOX Risk / Return Rank: 3030
Overall Rank
GMCOX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GMCOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMCOX Omega Ratio Rank: 2121
Omega Ratio Rank
GMCOX Calmar Ratio Rank: 4242
Calmar Ratio Rank
GMCOX Martin Ratio Rank: 2727
Martin Ratio Rank

GPTCX
GPTCX Risk / Return Rank: 7070
Overall Rank
GPTCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GPTCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GPTCX Omega Ratio Rank: 6969
Omega Ratio Rank
GPTCX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GPTCX Martin Ratio Rank: 7373
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.

GMCOX vs. GPTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Core Fixed Income Fund (GMCOX) and GuidePath Conservative Allocation Fund (GPTCX). 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.


GMCOXGPTCXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.34

-0.49

Sortino ratio

Return per unit of downside risk

1.24

1.92

-0.68

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

1.33

1.76

-0.44

Martin ratio

Return relative to average drawdown

3.73

7.93

-4.19

GMCOX vs. GPTCX - Sharpe Ratio Comparison

The current GMCOX Sharpe Ratio is 0.85, which is lower than the GPTCX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of GMCOX and GPTCX, 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


GMCOXGPTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.34

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.57

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.69

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.65

-0.51

Correlation

The correlation between GMCOX and GPTCX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GMCOX vs. GPTCX - Dividend Comparison

GMCOX's dividend yield for the trailing twelve months is around 3.54%, less than GPTCX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
GMCOX
GuideMark Core Fixed Income Fund
3.54%3.54%3.39%3.40%2.27%2.16%3.49%1.45%2.38%2.35%2.29%2.55%
GPTCX
GuidePath Conservative Allocation Fund
3.82%3.82%3.07%3.20%2.18%3.46%2.07%2.11%1.87%1.65%10.91%10.01%

Drawdowns

GMCOX vs. GPTCX - Drawdown Comparison

The maximum GMCOX drawdown since its inception was -28.49%, which is greater than GPTCX's maximum drawdown of -20.89%. Use the drawdown chart below to compare losses from any high point for GMCOX and GPTCX.


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Drawdown Indicators


GMCOXGPTCXDifference

Max Drawdown

Largest peak-to-trough decline

-28.49%

-20.89%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-6.10%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-20.89%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-20.36%

-20.89%

+0.53%

Current Drawdown

Current decline from peak

-4.61%

-3.69%

-0.92%

Average Drawdown

Average peak-to-trough decline

-7.83%

-4.00%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.36%

-0.33%

Volatility

GMCOX vs. GPTCX - Volatility Comparison

The current volatility for GuideMark Core Fixed Income Fund (GMCOX) is 1.59%, while GuidePath Conservative Allocation Fund (GPTCX) has a volatility of 3.13%. This indicates that GMCOX experiences smaller price fluctuations and is considered to be less risky than GPTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMCOXGPTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

3.13%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

4.61%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

7.83%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

8.22%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

8.41%

-3.44%