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GPARX vs. FMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPARX vs. FMFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuidePath Absolute Return Allocation Fund (GPARX) and RBB Free Market Fixed Income Fund (FMFIX). The values are adjusted to include any dividend payments, if applicable.

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GPARX vs. FMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPARX
GuidePath Absolute Return Allocation Fund
4.77%7.42%4.20%6.87%-10.82%0.75%3.92%7.47%-1.64%4.50%
FMFIX
RBB Free Market Fixed Income Fund
0.20%4.88%0.71%5.43%-6.52%-1.06%3.28%4.78%0.65%1.05%

Returns By Period

In the year-to-date period, GPARX achieves a 4.77% return, which is significantly higher than FMFIX's 0.20% return. Over the past 10 years, GPARX has outperformed FMFIX with an annualized return of 3.27%, while FMFIX has yielded a comparatively lower 1.22% annualized return.


GPARX

1D
0.00%
1M
-0.39%
YTD
4.77%
6M
6.79%
1Y
10.64%
3Y*
6.93%
5Y*
2.54%
10Y*
3.27%

FMFIX

1D
0.20%
1M
-0.89%
YTD
0.20%
6M
0.95%
1Y
3.59%
3Y*
3.08%
5Y*
0.84%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPARX vs. FMFIX - Expense Ratio Comparison

GPARX has a 0.99% expense ratio, which is higher than FMFIX's 0.68% expense ratio.


Return for Risk

GPARX vs. FMFIX — Risk / Return Rank

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

GPARX
GPARX Risk / Return Rank: 8787
Overall Rank
GPARX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GPARX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GPARX Omega Ratio Rank: 8686
Omega Ratio Rank
GPARX Calmar Ratio Rank: 8888
Calmar Ratio Rank
GPARX Martin Ratio Rank: 9191
Martin Ratio Rank

FMFIX
FMFIX Risk / Return Rank: 9595
Overall Rank
FMFIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMFIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FMFIX Omega Ratio Rank: 9393
Omega Ratio Rank
FMFIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FMFIX Martin Ratio Rank: 9696
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.

GPARX vs. FMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Absolute Return Allocation Fund (GPARX) and RBB Free Market Fixed Income Fund (FMFIX). 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.


GPARXFMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.65

2.18

-0.53

Sortino ratio

Return per unit of downside risk

2.19

3.20

-1.01

Omega ratio

Gain probability vs. loss probability

1.36

1.46

-0.09

Calmar ratio

Return relative to maximum drawdown

2.35

3.52

-1.17

Martin ratio

Return relative to average drawdown

10.80

14.31

-3.51

GPARX vs. FMFIX - Sharpe Ratio Comparison

The current GPARX Sharpe Ratio is 1.65, which is comparable to the FMFIX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of GPARX and FMFIX, 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


GPARXFMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.18

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.30

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.51

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.61

+0.14

Correlation

The correlation between GPARX and FMFIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GPARX vs. FMFIX - Dividend Comparison

GPARX's dividend yield for the trailing twelve months is around 3.16%, less than FMFIX's 3.67% yield.


TTM20252024202320222021202020192018201720162015
GPARX
GuidePath Absolute Return Allocation Fund
3.16%3.31%4.99%4.81%2.42%1.99%2.45%2.76%2.27%1.60%3.17%2.15%
FMFIX
RBB Free Market Fixed Income Fund
3.67%3.49%0.71%2.75%1.35%0.37%1.22%1.44%2.45%1.25%0.58%0.39%

Drawdowns

GPARX vs. FMFIX - Drawdown Comparison

The maximum GPARX drawdown since its inception was -15.56%, which is greater than FMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for GPARX and FMFIX.


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Drawdown Indicators


GPARXFMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.56%

-9.35%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-1.09%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-9.26%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-15.56%

-9.35%

-6.21%

Current Drawdown

Current decline from peak

-1.46%

-0.89%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.40%

-1.23%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.27%

+0.75%

Volatility

GPARX vs. FMFIX - Volatility Comparison

GuidePath Absolute Return Allocation Fund (GPARX) has a higher volatility of 2.14% compared to RBB Free Market Fixed Income Fund (FMFIX) at 0.69%. This indicates that GPARX's price experiences larger fluctuations and is considered to be riskier than FMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPARXFMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

0.69%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

1.06%

+5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

1.70%

+4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

2.86%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

2.43%

+1.80%