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GMTZX vs. FFGZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMTZX vs. FFGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds MyDestination 2015 Fund (GMTZX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMTZX achieves a 4.98% return, which is significantly higher than FFGZX's 3.98% return. Over the past 10 years, GMTZX has outperformed FFGZX with an annualized return of 5.93%, while FFGZX has yielded a comparatively lower 4.26% annualized return.


GMTZX

1D
0.65%
1M
1.22%
YTD
4.98%
6M
4.98%
1Y
13.03%
3Y*
9.64%
5Y*
4.65%
10Y*
5.93%

FFGZX

1D
0.47%
1M
0.81%
YTD
3.98%
6M
4.04%
1Y
9.64%
3Y*
7.32%
5Y*
3.15%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMTZX vs. FFGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMTZX
GuideStone Funds MyDestination 2015 Fund
4.98%11.55%7.50%10.86%-13.11%6.74%9.16%15.10%-3.68%11.68%
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.98%9.13%5.02%8.32%-11.07%2.85%8.59%10.68%-0.80%6.73%

Correlation

The correlation between GMTZX and FFGZX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2015

0.85

The correlation between GMTZX and FFGZX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

GMTZX vs. FFGZX — Risk / Return Rank

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

GMTZX
GMTZX Risk / Return Rank: 6161
Overall Rank
GMTZX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GMTZX Sortino Ratio Rank: 6565
Sortino Ratio Rank
GMTZX Omega Ratio Rank: 6868
Omega Ratio Rank
GMTZX Calmar Ratio Rank: 5050
Calmar Ratio Rank
GMTZX Martin Ratio Rank: 6363
Martin Ratio Rank

FFGZX
FFGZX Risk / Return Rank: 7171
Overall Rank
FFGZX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFGZX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FFGZX Omega Ratio Rank: 7777
Omega Ratio Rank
FFGZX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFGZX Martin Ratio Rank: 7070
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.

GMTZX vs. FFGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds MyDestination 2015 Fund (GMTZX) and Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX). 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.


GMTZXFFGZXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.04

Calmar ratioReturn relative to maximum drawdown

2.60

2.91

-0.31

Martin ratioReturn relative to average drawdown

11.67

12.65

-0.98

GMTZX vs. FFGZX - Sharpe Ratio Comparison

The current GMTZX Sharpe Ratio is 2.11, which is comparable to the FFGZX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GMTZX and FFGZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GMTZX vs. FFGZX - Drawdown Comparison

The maximum GMTZX drawdown since its inception was -43.84%, which is greater than FFGZX's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for GMTZX and FFGZX.


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Drawdown Indicators


GMTZXFFGZXDifference

Max Drawdown

Largest peak-to-trough decline

-43.84%

-14.94%

-28.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-3.33%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-6.32%

-4.76%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-14.94%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-17.83%

-14.94%

-2.89%

Current Drawdown

Current decline from peak

-0.09%

-0.29%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.89%

-2.26%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.76%

+0.34%

Volatility

GMTZX vs. FFGZX - Volatility Comparison

GuideStone Funds MyDestination 2015 Fund (GMTZX) has a higher volatility of 2.58% compared to Fidelity Freedom Index Income Fund Institutional Premium Class (FFGZX) at 1.92%. This indicates that GMTZX's price experiences larger fluctuations and is considered to be riskier than FFGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMTZXFFGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

1.92%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.16%

3.69%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

4.31%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

5.14%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

4.46%

+2.87%

GMTZX vs. FFGZX - Expense Ratio Comparison

GMTZX has a 0.36% expense ratio, which is higher than FFGZX's 0.08% expense ratio.


Dividends

GMTZX vs. FFGZX - Dividend Comparison

GMTZX's dividend yield for the trailing twelve months is around 5.39%, more than FFGZX's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FFGZX
Fidelity Freedom Index Income Fund Institutional Premium Class
3.22%3.30%3.18%2.88%3.11%2.10%2.22%7.35%3.00%1.95%1.56%1.06%
GMTZX
GuideStone Funds MyDestination 2015 Fund
5.39%5.66%6.34%3.77%7.27%5.35%3.64%4.01%6.38%2.62%1.45%15.43%

Frequently Asked Questions


With a correlation of 0.93, GMTZX and FFGZX 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.

GMTZX has higher volatility (2.58%) compared to FFGZX (1.92%). In terms of maximum drawdown, GMTZX dropped -43.84% vs FFGZX's -14.94%.

FFGZX currently has the higher Sharpe Ratio (2.25 vs 2.11), 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.

Portfolio Optimizer

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