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GMLVX vs. GMWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMLVX vs. GMWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark Emerging Markets Fund (GMLVX) and GuideMark World ex-US Fund (GMWEX). The values are adjusted to include any dividend payments, if applicable.

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GMLVX vs. GMWEX - 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%
GMWEX
GuideMark World ex-US Fund
0.99%33.60%5.36%15.97%-16.19%11.70%8.58%20.02%-14.12%25.97%

Returns By Period

In the year-to-date period, GMLVX achieves a 3.63% return, which is significantly higher than GMWEX's 0.99% return. Over the past 10 years, GMLVX has underperformed GMWEX with an annualized return of 7.95%, while GMWEX has yielded a comparatively higher 8.37% 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%

GMWEX

1D
3.03%
1M
-5.12%
YTD
0.99%
6M
5.74%
1Y
24.72%
3Y*
15.36%
5Y*
8.06%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMLVX vs. GMWEX - Expense Ratio Comparison

GMLVX has a 1.40% expense ratio, which is higher than GMWEX's 1.15% expense ratio.


Return for Risk

GMLVX vs. GMWEX — 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

GMWEX
GMWEX Risk / Return Rank: 8080
Overall Rank
GMWEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 7676
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 8383
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. GMWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Emerging Markets Fund (GMLVX) and GuideMark World ex-US Fund (GMWEX). 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.


GMLVXGMWEXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.53

+0.26

Sortino ratio

Return per unit of downside risk

2.32

2.09

+0.22

Omega ratio

Gain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratio

Return relative to maximum drawdown

2.21

2.31

-0.10

Martin ratio

Return relative to average drawdown

9.14

8.99

+0.15

GMLVX vs. GMWEX - Sharpe Ratio Comparison

The current GMLVX Sharpe Ratio is 1.79, which is comparable to the GMWEX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GMLVX and GMWEX, 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


GMLVXGMWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.53

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.52

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.06

Correlation

The correlation between GMLVX and GMWEX is 0.78, 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. GMWEX - Dividend Comparison

GMLVX's dividend yield for the trailing twelve months is around 1.44%, less than GMWEX's 14.50% 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%
GMWEX
GuideMark World ex-US Fund
14.50%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%

Drawdowns

GMLVX vs. GMWEX - Drawdown Comparison

The maximum GMLVX drawdown since its inception was -70.50%, roughly equal to the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GMLVX and GMWEX.


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Drawdown Indicators


GMLVXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-70.00%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-10.42%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.37%

-31.28%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.40%

-35.51%

-3.89%

Current Drawdown

Current decline from peak

-11.73%

-6.92%

-4.81%

Average Drawdown

Average peak-to-trough decline

-18.28%

-31.22%

+12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.68%

+0.80%

Volatility

GMLVX vs. GMWEX - Volatility Comparison

GuideMark Emerging Markets Fund (GMLVX) has a higher volatility of 9.86% compared to GuideMark World ex-US Fund (GMWEX) at 7.47%. This indicates that GMLVX's price experiences larger fluctuations and is considered to be riskier than GMWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMLVXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

7.47%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

10.78%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

16.48%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.55%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

16.17%

+1.20%