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GMSMX vs. GMWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMSMX vs. GMWEX - Performance Comparison

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

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GMSMX vs. GMWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMSMX
GuideMark Small/Mid Cap Core Fund
-3.07%8.76%11.29%17.73%-18.23%24.45%21.98%23.25%-9.38%14.46%
GMWEX
GuideMark World ex-US Fund
-1.98%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, GMSMX achieves a -3.07% return, which is significantly lower than GMWEX's -1.98% return. Over the past 10 years, GMSMX has outperformed GMWEX with an annualized return of 9.87%, while GMWEX has yielded a comparatively lower 8.05% annualized return.


GMSMX

1D
-1.03%
1M
-7.70%
YTD
-3.07%
6M
-2.32%
1Y
14.07%
3Y*
10.43%
5Y*
4.14%
10Y*
9.87%

GMWEX

1D
0.17%
1M
-9.45%
YTD
-1.98%
6M
3.25%
1Y
21.38%
3Y*
14.21%
5Y*
7.66%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMSMX vs. GMWEX - Expense Ratio Comparison

GMSMX has a 1.17% expense ratio, which is higher than GMWEX's 1.15% expense ratio.


Return for Risk

GMSMX vs. GMWEX — Risk / Return Rank

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

GMSMX
GMSMX Risk / Return Rank: 2929
Overall Rank
GMSMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GMSMX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMSMX Omega Ratio Rank: 2626
Omega Ratio Rank
GMSMX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GMSMX Martin Ratio Rank: 3131
Martin Ratio Rank

GMWEX
GMWEX Risk / Return Rank: 7373
Overall Rank
GMWEX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 6868
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 7979
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 7676
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.

GMSMX vs. GMWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark Small/Mid Cap Core Fund (GMSMX) 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.


GMSMXGMWEXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.26

-0.59

Sortino ratio

Return per unit of downside risk

1.09

1.75

-0.66

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratio

Return relative to maximum drawdown

0.89

1.86

-0.97

Martin ratio

Return relative to average drawdown

3.41

7.31

-3.90

GMSMX vs. GMWEX - Sharpe Ratio Comparison

The current GMSMX Sharpe Ratio is 0.67, which is lower than the GMWEX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GMSMX 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


GMSMXGMWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.26

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.50

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.50

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.13

+0.13

Correlation

The correlation between GMSMX and GMWEX is 0.75, 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

GMSMX vs. GMWEX - Dividend Comparison

GMSMX's dividend yield for the trailing twelve months is around 7.13%, less than GMWEX's 14.94% yield.


TTM20252024202320222021202020192018201720162015
GMSMX
GuideMark Small/Mid Cap Core Fund
7.13%6.91%9.08%0.67%2.29%11.71%2.06%1.43%6.72%34.90%0.28%2.83%
GMWEX
GuideMark World ex-US Fund
14.94%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%

Drawdowns

GMSMX vs. GMWEX - Drawdown Comparison

The maximum GMSMX drawdown since its inception was -70.55%, roughly equal to the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GMSMX and GMWEX.


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Drawdown Indicators


GMSMXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.55%

-70.00%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-10.42%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-28.90%

-31.28%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.31%

-35.51%

-5.80%

Current Drawdown

Current decline from peak

-9.22%

-9.66%

+0.44%

Average Drawdown

Average peak-to-trough decline

-14.93%

-31.22%

+16.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.65%

+0.88%

Volatility

GMSMX vs. GMWEX - Volatility Comparison

The current volatility for GuideMark Small/Mid Cap Core Fund (GMSMX) is 5.99%, while GuideMark World ex-US Fund (GMWEX) has a volatility of 6.78%. This indicates that GMSMX experiences smaller price fluctuations and is considered to be less risky 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


GMSMXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.78%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

10.37%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

16.24%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

15.49%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

16.15%

+5.52%