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GMGZX vs. GIIYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMGZX vs. GIIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds MyDestination 2055 Fund (GMGZX) and GuideStone Funds International Equity Index Fund (GIIYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMGZX achieves a 10.14% return, which is significantly lower than GIIYX's 12.43% return. Over the past 10 years, GMGZX has outperformed GIIYX with an annualized return of 11.05%, while GIIYX has yielded a comparatively lower 9.10% annualized return.


GMGZX

1D
1.94%
1M
-0.14%
6M
7.02%
YTD
10.14%
1Y
20.97%
3Y*
15.96%
5Y*
9.24%
10Y*
11.05%
ALL TIME*
8.62%

GIIYX

1D
2.76%
1M
2.17%
6M
7.09%
YTD
12.43%
1Y
24.88%
3Y*
16.61%
5Y*
9.20%
10Y*
9.10%
ALL TIME*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GMGZX vs. GIIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMGZX
GuideStone Funds MyDestination 2055 Fund
10.14%19.19%15.12%19.50%-17.62%17.15%13.94%24.93%-8.09%21.75%
GIIYX
GuideStone Funds International Equity Index Fund
12.43%31.38%4.66%18.04%-15.71%10.39%8.20%21.21%-12.88%24.30%

Correlation

The correlation between GMGZX and GIIYX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.86

The correlation between GMGZX and GIIYX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

GMGZX vs. GIIYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GMGZX
GMGZX Risk / Return Rank: 6363
Overall Rank
GMGZX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GMGZX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GMGZX Omega Ratio Rank: 6060
Omega Ratio Rank
GMGZX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GMGZX Martin Ratio Rank: 7474
Martin Ratio Rank

GIIYX
GIIYX Risk / Return Rank: 5656
Overall Rank
GIIYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GIIYX Sortino Ratio Rank: 5656
Sortino Ratio Rank
GIIYX Omega Ratio Rank: 5353
Omega Ratio Rank
GIIYX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GIIYX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GMGZX vs. GIIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds MyDestination 2055 Fund (GMGZX) and GuideStone Funds International Equity Index Fund (GIIYX). 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.


GMGZXGIIYXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.10

2.08

+0.02

Martin ratioReturn relative to average drawdown

9.08

7.87

+1.21

GMGZX vs. GIIYX - Sharpe Ratio Comparison

The current GMGZX Sharpe Ratio is 1.52, which is comparable to the GIIYX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of GMGZX and GIIYX, 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

GMGZX vs. GIIYX - Drawdown Comparison

The maximum GMGZX drawdown since its inception was -29.63%, smaller than the maximum GIIYX drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for GMGZX and GIIYX.


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Drawdown Indicators


GMGZXGIIYXDifference

Max Drawdown

Largest peak-to-trough decline

-29.63%

-32.55%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.13%

-11.37%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.25%

-13.50%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-30.75%

+5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-29.63%

-32.55%

+2.92%

Current Drawdown

Current decline from peak

-1.10%

0.00%

-1.10%

Average Drawdown

Average peak-to-trough decline

-5.80%

-6.25%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

3.00%

-0.89%

Volatility

GMGZX vs. GIIYX - Volatility Comparison

The current volatility for GuideStone Funds MyDestination 2055 Fund (GMGZX) is 3.62%, while GuideStone Funds International Equity Index Fund (GIIYX) has a volatility of 4.73%. This indicates that GMGZX experiences smaller price fluctuations and is considered to be less risky than GIIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMGZXGIIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.73%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

13.55%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

15.88%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

16.34%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

16.50%

-1.54%

GMGZX vs. GIIYX - Expense Ratio Comparison

GMGZX has a 0.42% expense ratio, which is higher than GIIYX's 0.23% expense ratio.


Dividends

GMGZX vs. GIIYX - Dividend Comparison

GMGZX's dividend yield for the trailing twelve months is around 3.48%, less than GIIYX's 5.30% yield.


PositionTTM2025202420232022202120202019201820172016
GIIYX
GuideStone Funds International Equity Index Fund
5.30%5.95%3.01%3.06%3.00%5.44%1.99%3.03%1.44%2.33%0.00%
GMGZX
GuideStone Funds MyDestination 2055 Fund
3.48%3.83%4.44%2.85%5.99%5.27%2.10%4.10%7.97%4.58%4.01%

Frequently Asked Questions


With a correlation of 0.91, GMGZX and GIIYX 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.

GIIYX has higher volatility (4.73%) compared to GMGZX (3.62%). In terms of maximum drawdown, GMGZX dropped -29.63% vs GIIYX's -32.55%.

GMGZX currently has the higher Sharpe Ratio (1.52 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.

Portfolio Optimizer

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