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GMLVX vs. GMLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLVX vs. GMLGX - Performance Comparison

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

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GMLVX vs. GMLGX - 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%
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%

Returns By Period

In the year-to-date period, GMLVX achieves a 3.63% return, which is significantly higher than GMLGX's -4.99% return. Over the past 10 years, GMLVX has underperformed GMLGX with an annualized return of 7.95%, while GMLGX has yielded a comparatively higher 12.32% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMLVX vs. GMLGX - Expense Ratio Comparison

GMLVX has a 1.40% expense ratio, which is higher than GMLGX's 0.89% expense ratio.


Return for Risk

GMLVX vs. GMLGX — 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

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
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. GMLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Emerging Markets Fund (GMLVX) and GuideMark Large Cap Core Fund (GMLGX). 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.


GMLVXGMLGXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.83

+0.96

Sortino ratio

Return per unit of downside risk

2.32

1.32

+1.00

Omega ratio

Gain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratio

Return relative to maximum drawdown

2.21

1.24

+0.97

Martin ratio

Return relative to average drawdown

9.14

5.53

+3.61

GMLVX vs. GMLGX - Sharpe Ratio Comparison

The current GMLVX Sharpe Ratio is 1.79, which is higher than the GMLGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GMLVX and GMLGX, 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


GMLVXGMLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.83

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.54

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.66

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.36

-0.16

Correlation

The correlation between GMLVX and GMLGX is 0.80, 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

GMLVX vs. GMLGX - Dividend Comparison

GMLVX's dividend yield for the trailing twelve months is around 1.44%, less than GMLGX's 19.46% 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%
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%

Drawdowns

GMLVX vs. GMLGX - Drawdown Comparison

The maximum GMLVX drawdown since its inception was -70.50%, which is greater than GMLGX's maximum drawdown of -56.56%. Use the drawdown chart below to compare losses from any high point for GMLVX and GMLGX.


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Drawdown Indicators


GMLVXGMLGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-56.56%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-12.82%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-35.37%

-25.54%

-9.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.40%

-35.15%

-4.25%

Current Drawdown

Current decline from peak

-11.73%

-6.90%

-4.83%

Average Drawdown

Average peak-to-trough decline

-18.28%

-9.51%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.87%

+0.61%

Volatility

GMLVX vs. GMLGX - Volatility Comparison

GuideMark Emerging Markets Fund (GMLVX) has a higher volatility of 9.86% compared to GuideMark Large Cap Core Fund (GMLGX) at 5.19%. This indicates that GMLVX's price experiences larger fluctuations and is considered to be riskier than GMLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMLVXGMLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

5.19%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

9.53%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

18.73%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

17.66%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

18.66%

-1.29%