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GPINX vs. GPARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPINX vs. GPARX - Performance Comparison

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

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GPINX vs. GPARX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GPINX
Guidepath Income Fund
-1.12%6.32%4.54%5.20%-14.36%-0.75%1.31%8.41%-1.33%
GPARX
GuidePath Absolute Return Allocation Fund
4.77%7.42%4.20%6.87%-10.82%0.75%3.92%7.47%-0.40%

Returns By Period

In the year-to-date period, GPINX achieves a -1.12% return, which is significantly lower than GPARX's 4.77% return.


GPINX

1D
0.47%
1M
-2.63%
YTD
-1.12%
6M
0.06%
1Y
2.73%
3Y*
4.26%
5Y*
0.07%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPINX vs. GPARX - Expense Ratio Comparison

GPINX has a 1.14% expense ratio, which is higher than GPARX's 0.99% expense ratio.


Return for Risk

GPINX vs. GPARX — Risk / Return Rank

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

GPINX
GPINX Risk / Return Rank: 3131
Overall Rank
GPINX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GPINX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GPINX Omega Ratio Rank: 2121
Omega Ratio Rank
GPINX Calmar Ratio Rank: 4444
Calmar Ratio Rank
GPINX Martin Ratio Rank: 3737
Martin Ratio Rank

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
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.

GPINX vs. GPARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guidepath Income Fund (GPINX) and GuidePath Absolute Return Allocation Fund (GPARX). 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.


GPINXGPARXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.65

-0.94

Sortino ratio

Return per unit of downside risk

1.00

2.19

-1.19

Omega ratio

Gain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratio

Return relative to maximum drawdown

1.12

2.35

-1.23

Martin ratio

Return relative to average drawdown

3.89

10.80

-6.91

GPINX vs. GPARX - Sharpe Ratio Comparison

The current GPINX Sharpe Ratio is 0.71, which is lower than the GPARX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of GPINX and GPARX, 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


GPINXGPARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.65

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.52

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.75

-0.59

Correlation

The correlation between GPINX and GPARX is 0.73, 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

GPINX vs. GPARX - Dividend Comparison

GPINX's dividend yield for the trailing twelve months is around 4.16%, more than GPARX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
GPINX
Guidepath Income Fund
4.16%4.25%4.34%3.58%1.59%2.26%1.86%2.23%2.04%0.00%0.00%0.00%
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%

Drawdowns

GPINX vs. GPARX - Drawdown Comparison

The maximum GPINX drawdown since its inception was -19.20%, which is greater than GPARX's maximum drawdown of -15.56%. Use the drawdown chart below to compare losses from any high point for GPINX and GPARX.


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Drawdown Indicators


GPINXGPARXDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-15.56%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-4.68%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-15.56%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-15.56%

Current Drawdown

Current decline from peak

-2.86%

-1.46%

-1.40%

Average Drawdown

Average peak-to-trough decline

-6.11%

-2.40%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.02%

-0.13%

Volatility

GPINX vs. GPARX - Volatility Comparison

The current volatility for Guidepath Income Fund (GPINX) is 1.62%, while GuidePath Absolute Return Allocation Fund (GPARX) has a volatility of 2.14%. This indicates that GPINX experiences smaller price fluctuations and is considered to be less risky than GPARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPINXGPARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.14%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

6.11%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

6.56%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

4.94%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

4.23%

+1.00%