GMLVX vs. EAEMX
GMLVX (GuideMark Emerging Markets Fund) and EAEMX (Parametric Emerging Markets Fund) are both Emerging Markets Equities funds. Over the past 10 years, GMLVX returned 8.41%/yr vs 6.24%/yr for EAEMX. Their correlation of 0.85 means they have usually moved in the same direction. GMLVX charges 1.40%/yr vs 1.58%/yr for EAEMX.
Performance
GMLVX vs. EAEMX - Performance Comparison
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Returns By Period
In the year-to-date period, GMLVX achieves a 16.84% return, which is significantly higher than EAEMX's 9.08% return. Over the past 10 years, GMLVX has outperformed EAEMX with an annualized return of 8.41%, while EAEMX has yielded a comparatively lower 6.24% annualized return.
GMLVX
- 1D
- 4.11%
- 1M
- -2.22%
- 6M
- 6.50%
- YTD
- 16.84%
- 1Y
- 33.55%
- 3Y*
- 17.86%
- 5Y*
- 7.22%
- 10Y*
- 8.41%
- ALL TIME*
- 4.47%
EAEMX
- 1D
- 1.89%
- 1M
- 0.59%
- 6M
- 1.45%
- YTD
- 9.08%
- 1Y
- 21.36%
- 3Y*
- 12.86%
- 5Y*
- 7.08%
- 10Y*
- 6.24%
- ALL TIME*
- 5.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GMLVX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMLVX GuideMark Emerging Markets Fund | 16.84% | 30.29% | 7.90% | 11.13% | -20.58% | -0.51% | 15.41% | 17.72% | -15.18% | 38.23% |
EAEMX Parametric Emerging Markets Fund | 9.08% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Correlation
The correlation between GMLVX and EAEMX 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. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2006 | 0.85 |
The correlation between GMLVX and EAEMX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
GMLVX vs. EAEMX — Risk / Return Rank
GMLVX
EAEMX
GMLVX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark Emerging Markets Fund (GMLVX) and Parametric Emerging Markets Fund (EAEMX). 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.
| GMLVX | EAEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.01 | +0.12 |
| Martin ratioReturn relative to average drawdown | 6.58 | 6.59 | -0.01 |
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Drawdowns
GMLVX vs. EAEMX - Drawdown Comparison
The maximum GMLVX drawdown since its inception was -70.50%, which is greater than EAEMX's maximum drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for GMLVX and EAEMX.
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Drawdown Indicators
| GMLVX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -62.70% | -7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -9.90% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -11.74% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -33.48% | -24.73% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -39.40% | -44.16% | +4.76% |
Current DrawdownCurrent decline from peak | -10.87% | -3.68% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -13.40% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.02% | +1.65% |
Volatility
GMLVX vs. EAEMX - Volatility Comparison
GuideMark Emerging Markets Fund (GMLVX) has a higher volatility of 10.09% compared to Parametric Emerging Markets Fund (EAEMX) at 3.99%. This indicates that GMLVX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMLVX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 3.99% | +6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.08% | 11.47% | +10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.91% | 12.85% | +11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 11.86% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 13.40% | +4.73% |
GMLVX vs. EAEMX - Expense Ratio Comparison
GMLVX has a 1.40% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Dividends
GMLVX vs. EAEMX - Dividend Comparison
GMLVX's dividend yield for the trailing twelve months is around 1.28%, less than EAEMX's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAEMX Parametric Emerging Markets Fund | 2.59% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
GMLVX GuideMark Emerging Markets Fund | 1.28% | 1.50% | 3.01% | 3.46% | 17.44% | 9.65% | 0.19% | 1.76% | 15.38% | 0.71% | 0.35% | 1.34% |
Frequently Asked Questions
With a correlation of 0.91, GMLVX and EAEMX 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.
GMLVX has higher volatility (10.09%) compared to EAEMX (3.99%). In terms of maximum drawdown, GMLVX dropped -70.50% vs EAEMX's -62.70%.
EAEMX currently has the higher Sharpe Ratio (1.55 vs 1.29), 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.
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