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GPSTX vs. GMWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPSTX vs. GMWEX - Performance Comparison

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

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GPSTX vs. GMWEX - 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%
GMWEX
GuideMark World ex-US Fund
-1.98%33.60%5.36%15.97%-16.19%11.70%8.58%20.02%-14.12%25.97%

Returns By Period

In the year-to-date period, GPSTX achieves a -6.18% return, which is significantly lower than GMWEX's -1.98% return. Over the past 10 years, GPSTX has outperformed GMWEX with an annualized return of 10.28%, while GMWEX has yielded a comparatively lower 8.05% 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%

GMWEX

1D
0.17%
1M
-9.45%
YTD
-1.98%
6M
3.25%
1Y
21.38%
3Y*
14.21%
5Y*
7.66%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPSTX vs. GMWEX - Expense Ratio Comparison

GPSTX has a 0.64% expense ratio, which is lower than GMWEX's 1.15% expense ratio.


Return for Risk

GPSTX vs. GMWEX — 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

GMWEX
GMWEX Risk / Return Rank: 7373
Overall Rank
GMWEX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 6868
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 7979
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 7676
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. GMWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Growth Allocation Fund (GPSTX) and GuideMark World ex-US Fund (GMWEX). 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.


GPSTXGMWEXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.26

-0.32

Sortino ratio

Return per unit of downside risk

1.46

1.75

-0.29

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.19

1.86

-0.66

Martin ratio

Return relative to average drawdown

5.57

7.31

-1.74

GPSTX vs. GMWEX - Sharpe Ratio Comparison

The current GPSTX Sharpe Ratio is 0.95, which is comparable to the GMWEX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GPSTX and GMWEX, 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


GPSTXGMWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.26

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.50

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.50

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.13

+0.44

Correlation

The correlation between GPSTX and GMWEX is 0.88, 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. GMWEX - Dividend Comparison

GPSTX's dividend yield for the trailing twelve months is around 5.06%, less than GMWEX's 14.94% 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%
GMWEX
GuideMark World ex-US Fund
14.94%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%

Drawdowns

GPSTX vs. GMWEX - Drawdown Comparison

The maximum GPSTX drawdown since its inception was -33.18%, smaller than the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GPSTX and GMWEX.


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Drawdown Indicators


GPSTXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.18%

-70.00%

+36.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-10.42%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.30%

-31.28%

+0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-35.51%

+2.33%

Current Drawdown

Current decline from peak

-9.92%

-9.66%

-0.26%

Average Drawdown

Average peak-to-trough decline

-5.72%

-31.22%

+25.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.65%

-0.10%

Volatility

GPSTX vs. GMWEX - Volatility Comparison

The current volatility for GuidePath Growth Allocation Fund (GPSTX) is 5.21%, while GuideMark World ex-US Fund (GMWEX) has a volatility of 6.78%. This indicates that GPSTX experiences smaller price fluctuations and is considered to be less risky than GMWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPSTXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

6.78%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

10.37%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

16.24%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

15.49%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

16.15%

+1.10%