GMDYX vs. TIBDX
GMDYX (GuideStone Funds Medium-Duration Bond Fund) and TIBDX (TIAA-CREF Core Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, GMDYX returned 1.88%/yr vs 1.97%/yr for TIBDX. Their correlation of 0.87 suggests significant overlap in exposure. GMDYX charges 0.39%/yr vs 0.29%/yr for TIBDX.
Performance
GMDYX vs. TIBDX - Performance Comparison
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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%
GMDYX vs. TIBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
GMDYX
TIBDX
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.
| GMDYX | TIBDX | Difference | |
|---|---|---|---|
| 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 |
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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
| GMDYX | TIBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.97% | -1.22% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -2.30% | -4.43% |
Ulcer IndexDepth 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
| GMDYX | TIBDX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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