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GMLVX vs. GMCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLVX vs. GMCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Emerging Markets Fund (GMLVX) and GuideMark Core Fixed Income Fund (GMCOX). The values are adjusted to include any dividend payments, if applicable.

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GMLVX vs. GMCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMLVX
GuideMark Emerging Markets Fund
3.63%30.29%7.90%11.13%-20.58%-0.51%15.41%17.72%-15.18%38.23%
GMCOX
GuideMark Core Fixed Income Fund
-0.36%6.56%1.39%6.19%-14.64%-2.01%8.13%8.58%-1.44%2.81%

Returns By Period

In the year-to-date period, GMLVX achieves a 3.63% return, which is significantly higher than GMCOX's -0.36% return. Over the past 10 years, GMLVX has outperformed GMCOX with an annualized return of 7.95%, while GMCOX has yielded a comparatively lower 1.24% annualized return.


GMLVX

1D
3.13%
1M
-9.57%
YTD
3.63%
6M
7.92%
1Y
31.60%
3Y*
15.92%
5Y*
4.25%
10Y*
7.95%

GMCOX

1D
0.24%
1M
-1.54%
YTD
-0.36%
6M
0.33%
1Y
3.20%
3Y*
3.47%
5Y*
-0.27%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMLVX vs. GMCOX - Expense Ratio Comparison

GMLVX has a 1.40% expense ratio, which is higher than GMCOX's 0.95% expense ratio.


Return for Risk

GMLVX vs. GMCOX — Risk / Return Rank

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

GMLVX
GMLVX Risk / Return Rank: 8484
Overall Rank
GMLVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GMLVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GMLVX Omega Ratio Rank: 8383
Omega Ratio Rank
GMLVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GMLVX Martin Ratio Rank: 8282
Martin Ratio Rank

GMCOX
GMCOX Risk / Return Rank: 3030
Overall Rank
GMCOX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GMCOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMCOX Omega Ratio Rank: 2121
Omega Ratio Rank
GMCOX Calmar Ratio Rank: 4242
Calmar Ratio Rank
GMCOX Martin Ratio Rank: 2727
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.

GMLVX vs. GMCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Emerging Markets Fund (GMLVX) and GuideMark Core Fixed Income Fund (GMCOX). 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.


GMLVXGMCOXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.85

+0.94

Sortino ratio

Return per unit of downside risk

2.32

1.24

+1.08

Omega ratio

Gain probability vs. loss probability

1.35

1.15

+0.20

Calmar ratio

Return relative to maximum drawdown

2.21

1.33

+0.88

Martin ratio

Return relative to average drawdown

9.14

3.73

+5.40

GMLVX vs. GMCOX - Sharpe Ratio Comparison

The current GMLVX Sharpe Ratio is 1.79, which is higher than the GMCOX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GMLVX and GMCOX, 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


GMLVXGMCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.85

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.05

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.25

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.06

Correlation

The correlation between GMLVX and GMCOX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GMLVX vs. GMCOX - Dividend Comparison

GMLVX's dividend yield for the trailing twelve months is around 1.44%, less than GMCOX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
GMLVX
GuideMark Emerging Markets Fund
1.44%1.50%3.01%3.46%17.44%9.65%0.19%1.76%15.38%0.71%0.35%1.34%
GMCOX
GuideMark Core Fixed Income Fund
3.54%3.54%3.39%3.40%2.27%2.16%3.49%1.45%2.38%2.35%2.29%2.55%

Drawdowns

GMLVX vs. GMCOX - Drawdown Comparison

The maximum GMLVX drawdown since its inception was -70.50%, which is greater than GMCOX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for GMLVX and GMCOX.


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Drawdown Indicators


GMLVXGMCOXDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-28.49%

-42.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-2.89%

-11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-35.37%

-19.75%

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.40%

-20.36%

-19.04%

Current Drawdown

Current decline from peak

-11.73%

-4.61%

-7.12%

Average Drawdown

Average peak-to-trough decline

-18.28%

-7.83%

-10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.03%

+2.45%

Volatility

GMLVX vs. GMCOX - Volatility Comparison

GuideMark Emerging Markets Fund (GMLVX) has a higher volatility of 9.86% compared to GuideMark Core Fixed Income Fund (GMCOX) at 1.59%. This indicates that GMLVX's price experiences larger fluctuations and is considered to be riskier than GMCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMLVXGMCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

1.59%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

2.60%

+11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

4.39%

+13.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

5.92%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

4.97%

+12.40%