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GMLGX vs. VSTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLGX vs. VSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Large Cap Core Fund (GMLGX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

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GMLGX vs. VSTSX - 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%19.62%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
-6.74%17.16%23.27%26.54%-19.49%25.75%21.02%30.81%-5.15%20.21%

Returns By Period

In the year-to-date period, GMLGX achieves a -7.74% return, which is significantly lower than VSTSX's -6.74% 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%

VSTSX

1D
-0.46%
1M
-7.71%
YTD
-6.74%
6M
-4.45%
1Y
14.80%
3Y*
16.73%
5Y*
10.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMLGX vs. VSTSX - Expense Ratio Comparison

GMLGX has a 0.89% expense ratio, which is higher than VSTSX's 0.01% expense ratio.


Return for Risk

GMLGX vs. VSTSX — 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

VSTSX
VSTSX Risk / Return Rank: 4646
Overall Rank
VSTSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VSTSX Omega Ratio Rank: 4949
Omega Ratio Rank
VSTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VSTSX 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. VSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Large Cap Core Fund (GMLGX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.


GMLGXVSTSXDifference

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

-0.03

Calmar ratio

Return relative to maximum drawdown

0.79

1.05

-0.26

Martin ratio

Return relative to average drawdown

3.58

5.10

-1.52

GMLGX vs. VSTSX - Sharpe Ratio Comparison

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


GMLGXVSTSXDifference

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

0.59

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.70

-0.34

Correlation

The correlation between GMLGX and VSTSX is 0.98, 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. VSTSX - Dividend Comparison

GMLGX's dividend yield for the trailing twelve months is around 20.04%, more than VSTSX's 1.23% 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%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.23%1.13%1.27%1.43%1.67%1.23%1.44%1.79%2.07%1.74%0.00%0.00%

Drawdowns

GMLGX vs. VSTSX - Drawdown Comparison

The maximum GMLGX drawdown since its inception was -56.56%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for GMLGX and VSTSX.


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Drawdown Indicators


GMLGXVSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.56%

-34.97%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-12.41%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-25.35%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

Current Drawdown

Current decline from peak

-9.59%

-8.92%

-0.67%

Average Drawdown

Average peak-to-trough decline

-9.51%

-4.97%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.56%

+0.28%

Volatility

GMLGX vs. VSTSX - Volatility Comparison

The current volatility for GuideMark Large Cap Core Fund (GMLGX) is 4.02%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 4.40%. This indicates that GMLGX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMLGXVSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.40%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

9.33%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

18.42%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

17.33%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

18.84%

-0.21%