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GPSTX vs. GMLVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPSTX vs. GMLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuidePath Growth Allocation Fund (GPSTX) and GuideMark Emerging Markets Fund (GMLVX). The values are adjusted to include any dividend payments, if applicable.

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GPSTX vs. GMLVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPSTX
GuidePath Growth Allocation Fund
-6.18%19.64%17.49%24.10%-22.19%19.33%19.40%25.67%-10.35%21.98%
GMLVX
GuideMark Emerging Markets Fund
0.49%30.29%7.90%11.13%-20.58%-0.51%15.41%17.72%-15.18%38.23%

Returns By Period

In the year-to-date period, GPSTX achieves a -6.18% return, which is significantly lower than GMLVX's 0.49% return. Over the past 10 years, GPSTX has outperformed GMLVX with an annualized return of 10.28%, while GMLVX has yielded a comparatively lower 7.62% annualized return.


GPSTX

1D
-0.42%
1M
-9.23%
YTD
-6.18%
6M
-3.55%
1Y
16.32%
3Y*
15.01%
5Y*
7.65%
10Y*
10.28%

GMLVX

1D
-1.03%
1M
-13.27%
YTD
0.49%
6M
5.48%
1Y
28.28%
3Y*
14.74%
5Y*
3.88%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPSTX vs. GMLVX - Expense Ratio Comparison

GPSTX has a 0.64% expense ratio, which is lower than GMLVX's 1.40% expense ratio.


Return for Risk

GPSTX vs. GMLVX — Risk / Return Rank

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

GPSTX
GPSTX Risk / Return Rank: 5151
Overall Rank
GPSTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GPSTX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GPSTX Omega Ratio Rank: 5050
Omega Ratio Rank
GPSTX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GPSTX Martin Ratio Rank: 5757
Martin Ratio Rank

GMLVX
GMLVX Risk / Return Rank: 7979
Overall Rank
GMLVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GMLVX Sortino Ratio Rank: 8080
Sortino Ratio Rank
GMLVX Omega Ratio Rank: 7979
Omega Ratio Rank
GMLVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GMLVX Martin Ratio Rank: 7878
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.

GPSTX vs. GMLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Growth Allocation Fund (GPSTX) and GuideMark Emerging Markets Fund (GMLVX). 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.


GPSTXGMLVXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.56

-0.61

Sortino ratio

Return per unit of downside risk

1.46

2.05

-0.59

Omega ratio

Gain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratio

Return relative to maximum drawdown

1.19

1.79

-0.59

Martin ratio

Return relative to average drawdown

5.57

7.56

-1.99

GPSTX vs. GMLVX - Sharpe Ratio Comparison

The current GPSTX Sharpe Ratio is 0.95, which is lower than the GMLVX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of GPSTX and GMLVX, 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


GPSTXGMLVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.56

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.24

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.44

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.20

+0.38

Correlation

The correlation between GPSTX and GMLVX is 0.80, 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

GPSTX vs. GMLVX - Dividend Comparison

GPSTX's dividend yield for the trailing twelve months is around 5.06%, more than GMLVX's 1.49% yield.


TTM20252024202320222021202020192018201720162015
GPSTX
GuidePath Growth Allocation Fund
5.06%4.75%4.45%2.00%4.13%2.65%1.82%1.11%1.40%12.56%4.21%2.98%
GMLVX
GuideMark Emerging Markets Fund
1.49%1.50%3.01%3.46%17.44%9.65%0.19%1.76%15.38%0.71%0.35%1.34%

Drawdowns

GPSTX vs. GMLVX - Drawdown Comparison

The maximum GPSTX drawdown since its inception was -33.18%, smaller than the maximum GMLVX drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for GPSTX and GMLVX.


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Drawdown Indicators


GPSTXGMLVXDifference

Max Drawdown

Largest peak-to-trough decline

-33.18%

-70.50%

+37.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-14.40%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.30%

-35.37%

+5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-39.40%

+6.22%

Current Drawdown

Current decline from peak

-9.92%

-14.40%

+4.48%

Average Drawdown

Average peak-to-trough decline

-5.72%

-18.29%

+12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.41%

-0.86%

Volatility

GPSTX vs. GMLVX - Volatility Comparison

The current volatility for GuidePath Growth Allocation Fund (GPSTX) is 5.21%, while GuideMark Emerging Markets Fund (GMLVX) has a volatility of 9.13%. This indicates that GPSTX experiences smaller price fluctuations and is considered to be less risky than GMLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPSTXGMLVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

9.13%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

13.70%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

17.95%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

15.97%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

17.34%

-0.09%