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GMDYX vs. TIBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMDYX vs. TIBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Medium-Duration Bond Fund (GMDYX) and TIAA-CREF Core Bond Fund (TIBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMDYX achieves a 0.57% return, which is significantly lower than TIBDX's 0.67% return. Both investments have delivered pretty close results over the past 10 years, with GMDYX having a 1.88% annualized return and TIBDX not far ahead at 1.97%.


GMDYX

1D
0.24%
1M
1.11%
YTD
0.57%
6M
0.96%
1Y
5.62%
3Y*
4.77%
5Y*
0.00%
10Y*
1.88%

TIBDX

1D
0.22%
1M
0.93%
YTD
0.67%
6M
1.04%
1Y
5.45%
3Y*
4.33%
5Y*
0.10%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMDYX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMDYX
GuideStone Funds Medium-Duration Bond Fund
0.57%8.23%1.86%6.28%-14.96%-2.16%9.18%9.81%-0.39%4.11%
TIBDX
TIAA-CREF Core Bond Fund
0.67%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%

Correlation

The correlation between GMDYX and TIBDX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2002

0.87

The correlation between GMDYX and TIBDX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

GMDYX vs. TIBDX — Risk / Return Rank

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

GMDYX
GMDYX Risk / Return Rank: 3030
Overall Rank
GMDYX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GMDYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GMDYX Omega Ratio Rank: 3030
Omega Ratio Rank
GMDYX Calmar Ratio Rank: 3030
Calmar Ratio Rank
GMDYX Martin Ratio Rank: 2525
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 2828
Overall Rank
TIBDX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 2828
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 2525
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.

GMDYX vs. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Medium-Duration Bond Fund (GMDYX) and TIAA-CREF Core Bond Fund (TIBDX). 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.


GMDYXTIBDXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

1.93

1.84

+0.09

Martin ratioReturn relative to average drawdown

5.59

5.46

+0.13

GMDYX vs. TIBDX - Sharpe Ratio Comparison

The current GMDYX Sharpe Ratio is 1.48, which is comparable to the TIBDX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of GMDYX and TIBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GMDYX vs. TIBDX - Drawdown Comparison

The maximum GMDYX drawdown since its inception was -23.08%, which is greater than TIBDX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for GMDYX and TIBDX.


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Drawdown Indicators


GMDYXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.08%

-18.82%

-4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.98%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.60%

-6.29%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.30%

-18.82%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.75%

-18.82%

-1.93%

Current Drawdown

Current decline from peak

-1.97%

-1.22%

-0.75%

Average Drawdown

Average peak-to-trough decline

-6.73%

-2.30%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.00%

+0.01%

Volatility

GMDYX vs. TIBDX - Volatility Comparison

GuideStone Funds Medium-Duration Bond Fund (GMDYX) has a higher volatility of 1.26% compared to TIAA-CREF Core Bond Fund (TIBDX) at 1.15%. This indicates that GMDYX's price experiences larger fluctuations and is considered to be riskier than TIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMDYXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.15%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

2.93%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.86%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

5.64%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

4.74%

+0.22%

GMDYX vs. TIBDX - Expense Ratio Comparison

GMDYX has a 0.39% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Dividends

GMDYX vs. TIBDX - Dividend Comparison

GMDYX's dividend yield for the trailing twelve months is around 4.48%, which matches TIBDX's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
GMDYX
GuideStone Funds Medium-Duration Bond Fund
4.48%4.53%4.67%3.56%1.87%1.87%4.82%4.09%2.78%2.11%2.09%3.25%
TIBDX
TIAA-CREF Core Bond Fund
4.45%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%

Frequently Asked Questions


With a correlation of 0.91, GMDYX and TIBDX 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.

GMDYX has higher volatility (1.26%) compared to TIBDX (1.15%). In terms of maximum drawdown, GMDYX dropped -23.08% vs TIBDX's -18.82%.

GMDYX currently has the higher Sharpe Ratio (1.48 vs 1.42), 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.

Portfolio Optimizer

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