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GMFZX vs. SSFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMFZX vs. SSFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds MyDestination 2045 Fund (GMFZX) and State Street Target Retirement Fund (SSFNX). The values are adjusted to include any dividend payments, if applicable.

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GMFZX vs. SSFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMFZX
GuideStone Funds MyDestination 2045 Fund
-4.34%18.22%14.21%18.70%-17.40%16.30%13.82%24.26%-7.79%20.91%
SSFNX
State Street Target Retirement Fund
-0.35%10.93%7.05%10.73%-12.21%6.87%10.26%13.97%-2.49%8.92%

Returns By Period

In the year-to-date period, GMFZX achieves a -4.34% return, which is significantly lower than SSFNX's -0.35% return. Over the past 10 years, GMFZX has outperformed SSFNX with an annualized return of 9.67%, while SSFNX has yielded a comparatively lower 5.41% annualized return.


GMFZX

1D
-0.24%
1M
-8.05%
YTD
-4.34%
6M
-1.65%
1Y
13.68%
3Y*
13.02%
5Y*
7.17%
10Y*
9.67%

SSFNX

1D
0.18%
1M
-3.35%
YTD
-0.35%
6M
1.07%
1Y
8.90%
3Y*
8.01%
5Y*
3.96%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMFZX vs. SSFNX - Expense Ratio Comparison

GMFZX has a 0.38% expense ratio, which is higher than SSFNX's 0.10% expense ratio.


Return for Risk

GMFZX vs. SSFNX — Risk / Return Rank

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

GMFZX
GMFZX Risk / Return Rank: 5050
Overall Rank
GMFZX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GMFZX Sortino Ratio Rank: 4949
Sortino Ratio Rank
GMFZX Omega Ratio Rank: 5050
Omega Ratio Rank
GMFZX Calmar Ratio Rank: 4747
Calmar Ratio Rank
GMFZX Martin Ratio Rank: 5656
Martin Ratio Rank

SSFNX
SSFNX Risk / Return Rank: 8484
Overall Rank
SSFNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SSFNX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SSFNX Omega Ratio Rank: 8484
Omega Ratio Rank
SSFNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSFNX Martin Ratio Rank: 8787
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.

GMFZX vs. SSFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds MyDestination 2045 Fund (GMFZX) and State Street Target Retirement Fund (SSFNX). 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.


GMFZXSSFNXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.59

-0.63

Sortino ratio

Return per unit of downside risk

1.42

2.24

-0.83

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.18

1.93

-0.75

Martin ratio

Return relative to average drawdown

5.46

9.29

-3.83

GMFZX vs. SSFNX - Sharpe Ratio Comparison

The current GMFZX Sharpe Ratio is 0.96, which is lower than the SSFNX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GMFZX and SSFNX, 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


GMFZXSSFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.59

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.61

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.83

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.77

-0.44

Correlation

The correlation between GMFZX and SSFNX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GMFZX vs. SSFNX - Dividend Comparison

GMFZX's dividend yield for the trailing twelve months is around 4.71%, less than SSFNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
GMFZX
GuideStone Funds MyDestination 2045 Fund
4.71%4.50%5.87%3.27%6.81%5.46%2.36%3.33%7.99%4.37%3.97%19.91%
SSFNX
State Street Target Retirement Fund
4.88%4.86%5.78%5.26%5.12%6.69%1.61%3.35%4.40%2.72%1.84%2.05%

Drawdowns

GMFZX vs. SSFNX - Drawdown Comparison

The maximum GMFZX drawdown since its inception was -60.03%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for GMFZX and SSFNX.


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Drawdown Indicators


GMFZXSSFNXDifference

Max Drawdown

Largest peak-to-trough decline

-60.03%

-16.62%

-43.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-4.51%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-16.62%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-30.18%

-16.62%

-13.56%

Current Drawdown

Current decline from peak

-8.59%

-3.35%

-5.24%

Average Drawdown

Average peak-to-trough decline

-9.74%

-2.55%

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

0.94%

+1.28%

Volatility

GMFZX vs. SSFNX - Volatility Comparison

GuideStone Funds MyDestination 2045 Fund (GMFZX) has a higher volatility of 4.53% compared to State Street Target Retirement Fund (SSFNX) at 1.92%. This indicates that GMFZX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMFZXSSFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

1.92%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

3.23%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

5.71%

+8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

6.56%

+6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.37%

6.55%

+7.82%