PortfoliosLab logoPortfoliosLab logo
GMLGX vs. GMWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLGX vs. GMWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Large Cap Core Fund (GMLGX) and GuideMark World ex-US Fund (GMWEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GMLGX vs. GMWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMLGX
GuideMark Large Cap Core Fund
-4.99%14.26%22.35%25.27%-19.10%26.33%22.21%28.12%-5.53%20.65%
GMWEX
GuideMark World ex-US Fund
0.99%33.60%5.36%15.97%-16.19%11.70%8.58%20.02%-14.12%25.97%

Returns By Period

In the year-to-date period, GMLGX achieves a -4.99% return, which is significantly lower than GMWEX's 0.99% return. Over the past 10 years, GMLGX has outperformed GMWEX with an annualized return of 12.32%, while GMWEX has yielded a comparatively lower 8.37% annualized return.


GMLGX

1D
2.98%
1M
-4.45%
YTD
-4.99%
6M
-2.59%
1Y
14.79%
3Y*
16.15%
5Y*
9.52%
10Y*
12.32%

GMWEX

1D
3.03%
1M
-5.12%
YTD
0.99%
6M
5.74%
1Y
24.72%
3Y*
15.36%
5Y*
8.06%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GMLGX vs. GMWEX - Expense Ratio Comparison

GMLGX has a 0.89% expense ratio, which is lower than GMWEX's 1.15% expense ratio.


Return for Risk

GMLGX vs. GMWEX — Risk / Return Rank

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

GMLGX
GMLGX Risk / Return Rank: 3838
Overall Rank
GMLGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GMLGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
GMLGX Omega Ratio Rank: 3737
Omega Ratio Rank
GMLGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GMLGX Martin Ratio Rank: 4848
Martin Ratio Rank

GMWEX
GMWEX Risk / Return Rank: 8080
Overall Rank
GMWEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 7676
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 8383
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.

GMLGX vs. GMWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Large Cap Core Fund (GMLGX) and GuideMark World ex-US Fund (GMWEX). 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.


GMLGXGMWEXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.53

-0.70

Sortino ratio

Return per unit of downside risk

1.32

2.09

-0.78

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.24

2.31

-1.07

Martin ratio

Return relative to average drawdown

5.53

8.99

-3.46

GMLGX vs. GMWEX - Sharpe Ratio Comparison

The current GMLGX Sharpe Ratio is 0.83, which is lower than the GMWEX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GMLGX and GMWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GMLGXGMWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.53

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.52

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.52

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.14

+0.22

Correlation

The correlation between GMLGX and GMWEX is 0.77, 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

GMLGX vs. GMWEX - Dividend Comparison

GMLGX's dividend yield for the trailing twelve months is around 19.46%, more than GMWEX's 14.50% yield.


TTM20252024202320222021202020192018201720162015
GMLGX
GuideMark Large Cap Core Fund
19.46%18.49%4.20%0.75%10.27%3.03%0.38%1.01%2.22%4.25%2.99%3.08%
GMWEX
GuideMark World ex-US Fund
14.50%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%

Drawdowns

GMLGX vs. GMWEX - Drawdown Comparison

The maximum GMLGX drawdown since its inception was -56.56%, smaller than the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GMLGX and GMWEX.


Loading graphics...

Drawdown Indicators


GMLGXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-70.00%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-10.42%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-31.28%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-35.51%

+0.36%

Current Drawdown

Current decline from peak

-6.90%

-6.92%

+0.02%

Average Drawdown

Average peak-to-trough decline

-9.51%

-31.22%

+21.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.68%

+0.19%

Volatility

GMLGX vs. GMWEX - Volatility Comparison

The current volatility for GuideMark Large Cap Core Fund (GMLGX) is 5.19%, while GuideMark World ex-US Fund (GMWEX) has a volatility of 7.47%. This indicates that GMLGX experiences smaller price fluctuations and is considered to be less risky than GMWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GMLGXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

7.47%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

10.78%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

16.48%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

15.55%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

16.17%

+2.49%