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GPARX vs. STBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPARX vs. STBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuidePath Absolute Return Allocation Fund (GPARX) and Invesco Short Term Bond Fund (STBCX). The values are adjusted to include any dividend payments, if applicable.

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GPARX vs. STBCX - 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%
STBCX
Invesco Short Term Bond Fund
-0.47%5.23%4.55%4.61%-5.01%-0.49%2.93%4.57%0.37%1.39%

Returns By Period

In the year-to-date period, GPARX achieves a 4.77% return, which is significantly higher than STBCX's -0.47% return. Over the past 10 years, GPARX has outperformed STBCX with an annualized return of 3.27%, while STBCX has yielded a comparatively lower 1.87% 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%

STBCX

1D
0.12%
1M
-1.23%
YTD
-0.47%
6M
0.66%
1Y
3.25%
3Y*
4.21%
5Y*
1.59%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPARX vs. STBCX - Expense Ratio Comparison

GPARX has a 0.99% expense ratio, which is higher than STBCX's 0.97% expense ratio.


Return for Risk

GPARX vs. STBCX — 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

STBCX
STBCX Risk / Return Rank: 9292
Overall Rank
STBCX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
STBCX Sortino Ratio Rank: 9494
Sortino Ratio Rank
STBCX Omega Ratio Rank: 9292
Omega Ratio Rank
STBCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
STBCX Martin Ratio Rank: 9292
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. STBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Absolute Return Allocation Fund (GPARX) and Invesco Short Term Bond Fund (STBCX). 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.


GPARXSTBCXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.76

-0.11

Sortino ratio

Return per unit of downside risk

2.19

3.00

-0.81

Omega ratio

Gain probability vs. loss probability

1.36

1.44

-0.08

Calmar ratio

Return relative to maximum drawdown

2.35

2.77

-0.43

Martin ratio

Return relative to average drawdown

10.80

10.89

-0.09

GPARX vs. STBCX - Sharpe Ratio Comparison

The current GPARX Sharpe Ratio is 1.65, which is comparable to the STBCX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of GPARX and STBCX, 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


GPARXSTBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.76

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.71

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.93

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.80

-0.05

Correlation

The correlation between GPARX and STBCX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GPARX vs. STBCX - Dividend Comparison

GPARX's dividend yield for the trailing twelve months is around 3.16%, less than STBCX's 3.72% 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%
STBCX
Invesco Short Term Bond Fund
3.72%4.09%4.31%3.21%1.91%1.14%1.82%2.46%2.15%1.51%1.29%1.64%

Drawdowns

GPARX vs. STBCX - Drawdown Comparison

The maximum GPARX drawdown since its inception was -15.56%, which is greater than STBCX's maximum drawdown of -9.27%. Use the drawdown chart below to compare losses from any high point for GPARX and STBCX.


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Drawdown Indicators


GPARXSTBCXDifference

Max Drawdown

Largest peak-to-trough decline

-15.56%

-9.27%

-6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-1.35%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-8.08%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-15.56%

-8.08%

-7.48%

Current Drawdown

Current decline from peak

-1.46%

-1.23%

-0.23%

Average Drawdown

Average peak-to-trough decline

-2.40%

-1.01%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.34%

+0.68%

Volatility

GPARX vs. STBCX - Volatility Comparison

GuidePath Absolute Return Allocation Fund (GPARX) has a higher volatility of 2.14% compared to Invesco Short Term Bond Fund (STBCX) at 0.61%. This indicates that GPARX's price experiences larger fluctuations and is considered to be riskier than STBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPARXSTBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

0.61%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

1.28%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

2.07%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

2.25%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

2.03%

+2.20%