GMWEX vs. VOO
Compare and contrast key facts about GuideMark World ex-US Fund (GMWEX) and Vanguard S&P 500 ETF (VOO).
GMWEX is managed by GuideMark. It was launched on Jun 29, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
GMWEX vs. VOO - Performance Comparison
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GMWEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, GMWEX achieves a -1.98% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, GMWEX has underperformed VOO with an annualized return of 8.05%, while VOO has yielded a comparatively higher 14.05% annualized 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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GMWEX vs. VOO - Expense Ratio Comparison
GMWEX has a 1.15% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GMWEX vs. VOO — Risk / Return Rank
GMWEX
VOO
GMWEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.98 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.50 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.53 | +0.32 |
Martin ratioReturn relative to average drawdown | 7.31 | 7.29 | +0.02 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.98 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.83 | -0.70 |
Correlation
The correlation between GMWEX and VOO is 0.80, 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. VOO - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 14.94%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GMWEX vs. VOO - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -70.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GMWEX and VOO.
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Drawdown Indicators
| GMWEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.00% | -33.99% | -36.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -11.98% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | -24.52% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -33.99% | -1.52% |
Current DrawdownCurrent decline from peak | -9.66% | -6.29% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -31.22% | -3.72% | -27.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.52% | +0.13% |
Volatility
GMWEX vs. VOO - Volatility Comparison
GuideMark World ex-US Fund (GMWEX) has a higher volatility of 6.78% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that GMWEX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMWEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 5.29% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 9.44% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 18.10% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.82% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 17.99% | -1.84% |