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GMLGX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLGX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Large Cap Core Fund (GMLGX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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GMLGX vs. SSSYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMLGX
GuideMark Large Cap Core Fund
-7.74%14.26%22.35%25.27%-19.10%26.33%22.21%28.12%-5.53%20.65%
SSSYX
State Street Equity 500 Index Fund Class K
-7.05%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

In the year-to-date period, GMLGX achieves a -7.74% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, GMLGX has underperformed SSSYX with an annualized return of 11.99%, while SSSYX has yielded a comparatively higher 13.69% annualized return.


GMLGX

1D
-0.31%
1M
-7.21%
YTD
-7.74%
6M
-5.43%
1Y
12.05%
3Y*
15.02%
5Y*
9.18%
10Y*
11.99%

SSSYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.60%
1Y
14.40%
3Y*
17.15%
5Y*
11.37%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMLGX vs. SSSYX - Expense Ratio Comparison

GMLGX has a 0.89% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

GMLGX vs. SSSYX — Risk / Return Rank

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

GMLGX
GMLGX Risk / Return Rank: 3030
Overall Rank
GMLGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GMLGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMLGX Omega Ratio Rank: 3131
Omega Ratio Rank
GMLGX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GMLGX Martin Ratio Rank: 3333
Martin Ratio Rank

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
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. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Large Cap Core Fund (GMLGX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.


GMLGXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.84

-0.16

Sortino ratio

Return per unit of downside risk

1.11

1.30

-0.19

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.79

1.06

-0.26

Martin ratio

Return relative to average drawdown

3.58

5.13

-1.55

GMLGX vs. SSSYX - Sharpe Ratio Comparison

The current GMLGX Sharpe Ratio is 0.68, which is comparable to the SSSYX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GMLGX and SSSYX, 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


GMLGXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.84

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.68

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.11

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.11

+0.25

Correlation

The correlation between GMLGX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison

GMLGX's dividend yield for the trailing twelve months is around 20.04%, more than SSSYX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
GMLGX
GuideMark Large Cap Core Fund
20.04%18.49%4.20%0.75%10.27%3.03%0.38%1.01%2.22%4.25%2.99%3.08%
SSSYX
State Street Equity 500 Index Fund Class K
1.55%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

GMLGX vs. SSSYX - Drawdown Comparison

The maximum GMLGX drawdown since its inception was -56.56%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GMLGX and SSSYX.


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Drawdown Indicators


GMLGXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-91.48%

+34.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.10%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-24.49%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-91.48%

+56.33%

Current Drawdown

Current decline from peak

-9.59%

-8.88%

-0.71%

Average Drawdown

Average peak-to-trough decline

-9.51%

-4.20%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.49%

+0.35%

Volatility

GMLGX vs. SSSYX - Volatility Comparison

The current volatility for GuideMark Large Cap Core Fund (GMLGX) is 4.02%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that GMLGX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMLGXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.24%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

9.08%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

18.10%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

16.85%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

124.43%

-105.80%