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GMWEX vs. SIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMWEX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark World ex-US Fund (GMWEX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

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GMWEX vs. SIMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMWEX
GuideMark World ex-US Fund
-1.98%33.60%5.36%15.97%-16.19%11.70%8.58%20.02%-14.12%25.32%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.35%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%

Returns By Period

In the year-to-date period, GMWEX achieves a -1.98% return, which is significantly lower than SIMYX's 3.35% return.


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%

SIMYX

1D
0.58%
1M
-7.35%
YTD
3.35%
6M
7.54%
1Y
22.67%
3Y*
15.31%
5Y*
8.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMWEX vs. SIMYX - Expense Ratio Comparison

GMWEX has a 1.15% expense ratio, which is higher than SIMYX's 0.86% expense ratio.


Return for Risk

GMWEX vs. SIMYX — Risk / Return Rank

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

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

SIMYX
SIMYX Risk / Return Rank: 8787
Overall Rank
SIMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8585
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8888
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.

GMWEX vs. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.


GMWEXSIMYXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.75

-0.49

Sortino ratio

Return per unit of downside risk

1.75

2.30

-0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.86

2.52

-0.66

Martin ratio

Return relative to average drawdown

7.31

9.65

-2.34

GMWEX vs. SIMYX - Sharpe Ratio Comparison

The current GMWEX Sharpe Ratio is 1.26, which is comparable to the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GMWEX and SIMYX, 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


GMWEXSIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.75

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.76

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.58

-0.45

Correlation

The correlation between GMWEX and SIMYX is 0.81, 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

GMWEX vs. SIMYX - Dividend Comparison

GMWEX's dividend yield for the trailing twelve months is around 14.94%, more than SIMYX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
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%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.03%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%

Drawdowns

GMWEX vs. SIMYX - Drawdown Comparison

The maximum GMWEX drawdown since its inception was -70.00%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for GMWEX and SIMYX.


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Drawdown Indicators


GMWEXSIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-70.00%

-32.14%

-37.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-8.55%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.28%

-25.06%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-9.66%

-7.35%

-2.31%

Average Drawdown

Average peak-to-trough decline

-31.22%

-6.14%

-25.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.23%

+0.42%

Volatility

GMWEX vs. SIMYX - Volatility Comparison

GuideMark World ex-US Fund (GMWEX) has a higher volatility of 6.78% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that GMWEX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMWEXSIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

4.79%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

7.26%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

12.54%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

11.31%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

12.24%

+3.91%