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GPIFX vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPIFX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuidePath Flexible Income Allocation Fund (GPIFX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

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GPIFX vs. GIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPIFX
GuidePath Flexible Income Allocation Fund
-0.45%3.69%4.22%7.13%-14.14%1.17%15.17%6.64%-2.48%6.83%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%7.94%11.09%15.68%-6.52%11.63%

Returns By Period

In the year-to-date period, GPIFX achieves a -0.45% return, which is significantly higher than GIPIX's -2.44% return. Over the past 10 years, GPIFX has underperformed GIPIX with an annualized return of 2.64%, while GIPIX has yielded a comparatively higher 5.45% annualized return.


GPIFX

1D
0.12%
1M
-1.47%
YTD
-0.45%
6M
0.64%
1Y
2.09%
3Y*
3.78%
5Y*
0.23%
10Y*
2.64%

GIPIX

1D
0.09%
1M
-5.43%
YTD
-2.44%
6M
-0.36%
1Y
8.91%
3Y*
8.13%
5Y*
3.82%
10Y*
5.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPIFX vs. GIPIX - Expense Ratio Comparison

GPIFX has a 0.50% expense ratio, which is higher than GIPIX's 0.19% expense ratio.


Return for Risk

GPIFX vs. GIPIX — Risk / Return Rank

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

GPIFX
GPIFX Risk / Return Rank: 2929
Overall Rank
GPIFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GPIFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GPIFX Omega Ratio Rank: 3636
Omega Ratio Rank
GPIFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
GPIFX Martin Ratio Rank: 1818
Martin Ratio Rank

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
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.

GPIFX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Flexible Income Allocation Fund (GPIFX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.


GPIFXGIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.14

-0.28

Sortino ratio

Return per unit of downside risk

1.09

1.60

-0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

0.66

0.93

-0.27

Martin ratio

Return relative to average drawdown

1.88

4.10

-2.22

GPIFX vs. GIPIX - Sharpe Ratio Comparison

The current GPIFX Sharpe Ratio is 0.86, which is comparable to the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of GPIFX and GIPIX, 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


GPIFXGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.14

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.49

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.68

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.64

-0.21

Correlation

The correlation between GPIFX and GIPIX is 0.54, 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

GPIFX vs. GIPIX - Dividend Comparison

GPIFX's dividend yield for the trailing twelve months is around 4.69%, less than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
GPIFX
GuidePath Flexible Income Allocation Fund
4.69%5.15%5.18%4.86%1.96%3.10%2.62%3.73%3.46%3.90%1.97%1.24%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
5.95%5.22%4.06%2.12%4.56%6.37%2.25%2.51%4.70%4.51%1.46%5.73%

Drawdowns

GPIFX vs. GIPIX - Drawdown Comparison

The maximum GPIFX drawdown since its inception was -16.72%, smaller than the maximum GIPIX drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for GPIFX and GIPIX.


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Drawdown Indicators


GPIFXGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-29.46%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-6.33%

+2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

-20.65%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-16.72%

-20.65%

+3.93%

Current Drawdown

Current decline from peak

-2.79%

-5.50%

+2.71%

Average Drawdown

Average peak-to-trough decline

-4.07%

-3.70%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.65%

-0.41%

Volatility

GPIFX vs. GIPIX - Volatility Comparison

The current volatility for GuidePath Flexible Income Allocation Fund (GPIFX) is 1.29%, while Goldman Sachs Balanced Strategy Portfolio (GIPIX) has a volatility of 2.94%. This indicates that GPIFX experiences smaller price fluctuations and is considered to be less risky than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPIFXGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

2.94%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

4.78%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.73%

8.09%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

7.93%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

8.06%

-2.75%