GPTCX vs. DGTSX
Compare and contrast key facts about GuidePath Conservative Allocation Fund (GPTCX) and DFA Global Allocation 25/75 Portfolio (DGTSX).
GPTCX is managed by GuideMark. It was launched on Apr 28, 2011. DGTSX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
GPTCX vs. DGTSX - Performance Comparison
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GPTCX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPTCX GuidePath Conservative Allocation Fund | 0.25% | 12.54% | 8.12% | 10.64% | -12.41% | 9.37% | 8.47% | 16.21% | -4.80% | 11.52% |
DGTSX DFA Global Allocation 25/75 Portfolio | 0.59% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Returns By Period
In the year-to-date period, GPTCX achieves a 0.25% return, which is significantly lower than DGTSX's 0.59% return. Over the past 10 years, GPTCX has outperformed DGTSX with an annualized return of 5.84%, while DGTSX has yielded a comparatively lower 4.94% annualized return.
GPTCX
- 1D
- 0.33%
- 1M
- -2.12%
- YTD
- 0.25%
- 6M
- 1.78%
- 1Y
- 10.33%
- 3Y*
- 9.34%
- 5Y*
- 4.74%
- 10Y*
- 5.84%
DGTSX
- 1D
- 0.28%
- 1M
- -0.96%
- YTD
- 0.59%
- 6M
- 1.80%
- 1Y
- 8.16%
- 3Y*
- 7.44%
- 5Y*
- 4.82%
- 10Y*
- 4.94%
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GPTCX vs. DGTSX - Expense Ratio Comparison
GPTCX has a 0.45% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Return for Risk
GPTCX vs. DGTSX — Risk / Return Rank
GPTCX
DGTSX
GPTCX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuidePath Conservative Allocation Fund (GPTCX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| GPTCX | DGTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.97 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.83 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.77 | -1.00 |
Martin ratioReturn relative to average drawdown | 7.89 | 12.18 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GPTCX | DGTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.97 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.82 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.95 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.91 | -0.26 |
Correlation
The correlation between GPTCX and DGTSX is 0.91, 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
GPTCX vs. DGTSX - Dividend Comparison
GPTCX's dividend yield for the trailing twelve months is around 3.81%, less than DGTSX's 5.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPTCX GuidePath Conservative Allocation Fund | 3.81% | 3.82% | 3.07% | 3.20% | 2.18% | 3.46% | 2.07% | 2.11% | 1.87% | 1.65% | 10.91% | 10.01% |
DGTSX DFA Global Allocation 25/75 Portfolio | 5.91% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
Drawdowns
GPTCX vs. DGTSX - Drawdown Comparison
The maximum GPTCX drawdown since its inception was -20.89%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for GPTCX and DGTSX.
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Drawdown Indicators
| GPTCX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.89% | -16.71% | -4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -2.64% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -11.26% | -9.63% |
Max Drawdown (10Y)Largest decline over 10 years | -20.89% | -11.26% | -9.63% |
Current DrawdownCurrent decline from peak | -3.37% | -1.64% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -1.66% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 0.71% | +0.66% |
Volatility
GPTCX vs. DGTSX - Volatility Comparison
GuidePath Conservative Allocation Fund (GPTCX) has a higher volatility of 3.05% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.56%. This indicates that GPTCX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPTCX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 1.56% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.62% | 2.54% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.83% | 4.26% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.22% | 5.94% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 5.21% | +3.20% |