GMWEX vs. GMCOX
Compare and contrast key facts about GuideMark World ex-US Fund (GMWEX) and GuideMark Core Fixed Income Fund (GMCOX).
GMWEX is managed by GuideMark. It was launched on Jun 29, 2001. GMCOX is managed by GuideMark. It was launched on Jun 29, 2001.
Performance
GMWEX vs. GMCOX - Performance Comparison
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GMWEX vs. GMCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, GMWEX achieves a 0.99% return, which is significantly higher than GMCOX's -0.36% return. Over the past 10 years, GMWEX has outperformed GMCOX with an annualized return of 8.37%, while GMCOX has yielded a comparatively lower 1.24% annualized return.
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%
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%
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GMWEX vs. GMCOX - Expense Ratio Comparison
GMWEX has a 1.15% expense ratio, which is higher than GMCOX's 0.95% expense ratio.
Return for Risk
GMWEX vs. GMCOX — Risk / Return Rank
GMWEX
GMCOX
GMWEX vs. GMCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) 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.
| GMWEX | GMCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 0.85 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.24 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.33 | +0.98 |
Martin ratioReturn relative to average drawdown | 8.99 | 3.73 | +5.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMWEX | GMCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.85 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.05 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.25 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.14 | 0.00 |
Correlation
The correlation between GMWEX and GMCOX is -0.07. 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
GMWEX vs. GMCOX - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 14.50%, more than GMCOX's 3.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
GMWEX vs. GMCOX - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -70.00%, which is greater than GMCOX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for GMWEX and GMCOX.
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Drawdown Indicators
| GMWEX | GMCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.00% | -28.49% | -41.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -2.89% | -7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | -19.75% | -11.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -20.36% | -15.15% |
Current DrawdownCurrent decline from peak | -6.92% | -4.61% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -31.22% | -7.83% | -23.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.03% | +1.65% |
Volatility
GMWEX vs. GMCOX - Volatility Comparison
GuideMark World ex-US Fund (GMWEX) has a higher volatility of 7.47% compared to GuideMark Core Fixed Income Fund (GMCOX) at 1.59%. This indicates that GMWEX'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
| GMWEX | GMCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 1.59% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 2.60% | +8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 4.39% | +12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 5.92% | +9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 4.97% | +11.20% |