GMFZX vs. GCOZX
GMFZX (GuideStone Funds MyDestination 2045 Fund) and GCOZX (GuideStone Funds Growth Allocation Fund) are both mutual funds - GMFZX is a Target Retirement Date fund managed by GuideStone Funds, while GCOZX is a Diversified Portfolio fund managed by GuideStone Funds. Over the past 10 years, GMFZX returned 10.85%/yr vs 9.01%/yr for GCOZX. With a 0.99 correlation, they move nearly in lockstep. GMFZX charges 0.38%/yr vs 0.39%/yr for GCOZX.
Performance
GMFZX vs. GCOZX - Performance Comparison
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Returns By Period
In the year-to-date period, GMFZX achieves a 9.98% return, which is significantly higher than GCOZX's 8.73% return. Over the past 10 years, GMFZX has outperformed GCOZX with an annualized return of 10.85%, while GCOZX has yielded a comparatively lower 9.01% annualized return.
GMFZX
- 1D
- 0.70%
- 1M
- 0.91%
- 6M
- 7.68%
- YTD
- 9.98%
- 1Y
- 19.52%
- 3Y*
- 16.78%
- 5Y*
- 8.70%
- 10Y*
- 10.85%
GCOZX
- 1D
- 0.69%
- 1M
- 0.90%
- 6M
- 6.66%
- YTD
- 8.73%
- 1Y
- 16.59%
- 3Y*
- 14.68%
- 5Y*
- 6.59%
- 10Y*
- 9.01%
GMFZX vs. GCOZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMFZX GuideStone Funds MyDestination 2045 Fund | 9.98% | 18.22% | 14.21% | 18.70% | -17.40% | 16.30% | 13.82% | 24.26% | -7.79% | 20.91% |
GCOZX GuideStone Funds Growth Allocation Fund | 8.73% | 16.13% | 12.05% | 16.57% | -18.06% | 11.60% | 12.96% | 22.39% | -7.50% | 18.61% |
Correlation
The correlation between GMFZX and GCOZX is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.99 |
The correlation between GMFZX and GCOZX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
GMFZX vs. GCOZX — Risk / Return Rank
GMFZX
GCOZX
GMFZX vs. GCOZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds MyDestination 2045 Fund (GMFZX) and GuideStone Funds Growth Allocation Fund (GCOZX). 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.
| GMFZX | GCOZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.99 | +0.24 |
| Martin ratioReturn relative to average drawdown | 9.69 | 8.52 | +1.17 |
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Drawdowns
GMFZX vs. GCOZX - Drawdown Comparison
The maximum GMFZX drawdown since its inception was -60.03%, which is greater than GCOZX's maximum drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for GMFZX and GCOZX.
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Drawdown Indicators
| GMFZX | GCOZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -47.79% | -12.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -8.07% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -12.39% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.61% | -25.19% | +0.58% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -27.50% | -2.68% |
Current DrawdownCurrent decline from peak | -0.48% | -0.48% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -6.50% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.88% | +0.09% |
Volatility
GMFZX vs. GCOZX - Volatility Comparison
GuideStone Funds MyDestination 2045 Fund (GMFZX) and GuideStone Funds Growth Allocation Fund (GCOZX) have volatilities of 4.01% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMFZX | GCOZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.93% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 9.06% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.77% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 12.15% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 12.65% | +1.66% |
GMFZX vs. GCOZX - Expense Ratio Comparison
GMFZX has a 0.38% expense ratio, which is lower than GCOZX's 0.39% expense ratio.
Dividends
GMFZX vs. GCOZX - Dividend Comparison
GMFZX's dividend yield for the trailing twelve months is around 4.09%, less than GCOZX's 8.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCOZX GuideStone Funds Growth Allocation Fund | 8.82% | 9.59% | 3.47% | 3.37% | 9.49% | 6.85% | 4.94% | 9.42% | 4.24% | 4.71% | 5.71% | 19.06% |
GMFZX GuideStone Funds MyDestination 2045 Fund | 4.09% | 4.50% | 5.87% | 3.27% | 6.81% | 5.46% | 2.36% | 3.33% | 7.99% | 4.37% | 3.97% | 19.91% |
Frequently Asked Questions
With a correlation of 0.99, GMFZX and GCOZX 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.
GMFZX has higher volatility (4.01%) compared to GCOZX (3.93%). In terms of maximum drawdown, GMFZX dropped -60.03% vs GCOZX's -47.79%.
GMFZX currently has the higher Sharpe Ratio (1.66 vs 1.49), 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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