PortfoliosLab logoPortfoliosLab logo
GPMIX vs. PALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPMIX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuidePath Multi-Asset Income Allocation Fund (GPMIX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GPMIX vs. PALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPMIX
GuidePath Multi-Asset Income Allocation Fund
1.43%12.93%7.53%9.39%-12.18%11.60%0.71%16.31%-6.11%2.31%
PALDX
PGIM 60/40 Allocation Fund
-3.62%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%

Returns By Period

In the year-to-date period, GPMIX achieves a 1.43% return, which is significantly higher than PALDX's -3.62% return.


GPMIX

1D
0.17%
1M
-4.56%
YTD
1.43%
6M
3.63%
1Y
11.50%
3Y*
9.75%
5Y*
4.89%
10Y*
5.27%

PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPMIX vs. PALDX - Expense Ratio Comparison

GPMIX has a 0.59% expense ratio, which is higher than PALDX's 0.03% expense ratio.


Return for Risk

GPMIX vs. PALDX — Risk / Return Rank

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

GPMIX
GPMIX Risk / Return Rank: 7373
Overall Rank
GPMIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GPMIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
GPMIX Omega Ratio Rank: 7474
Omega Ratio Rank
GPMIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GPMIX Martin Ratio Rank: 7777
Martin Ratio Rank

PALDX
PALDX Risk / Return Rank: 6666
Overall Rank
PALDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PALDX Omega Ratio Rank: 6767
Omega Ratio Rank
PALDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALDX Martin Ratio Rank: 7272
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.

GPMIX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Multi-Asset Income Allocation Fund (GPMIX) and PGIM 60/40 Allocation Fund (PALDX). 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.


GPMIXPALDXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.12

+0.20

Sortino ratio

Return per unit of downside risk

1.85

1.65

+0.19

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.52

1.42

+0.10

Martin ratio

Return relative to average drawdown

7.41

6.83

+0.58

GPMIX vs. PALDX - Sharpe Ratio Comparison

The current GPMIX Sharpe Ratio is 1.32, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of GPMIX and PALDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GPMIXPALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.12

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.67

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.71

-0.20

Correlation

The correlation between GPMIX and PALDX is 0.82, 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

GPMIX vs. PALDX - Dividend Comparison

GPMIX's dividend yield for the trailing twelve months is around 3.85%, less than PALDX's 5.62% yield.


TTM20252024202320222021202020192018201720162015
GPMIX
GuidePath Multi-Asset Income Allocation Fund
3.85%3.87%4.21%3.93%3.63%2.67%2.60%3.33%3.58%2.61%3.05%3.60%
PALDX
PGIM 60/40 Allocation Fund
5.62%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%0.00%

Drawdowns

GPMIX vs. PALDX - Drawdown Comparison

The maximum GPMIX drawdown since its inception was -27.61%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for GPMIX and PALDX.


Loading graphics...

Drawdown Indicators


GPMIXPALDXDifference

Max Drawdown

Largest peak-to-trough decline

-27.61%

-26.16%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-8.20%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-20.47%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.61%

Current Drawdown

Current decline from peak

-4.56%

-5.96%

+1.40%

Average Drawdown

Average peak-to-trough decline

-3.61%

-4.16%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.70%

-0.18%

Volatility

GPMIX vs. PALDX - Volatility Comparison

GuidePath Multi-Asset Income Allocation Fund (GPMIX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 3.00% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GPMIXPALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.05%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

5.86%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

11.52%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

12.08%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.80%

12.75%

-2.95%