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GPTCX vs. GMWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPTCX vs. GMWEX - Performance Comparison

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

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GPTCX vs. GMWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPTCX
GuidePath Conservative Allocation Fund
-1.42%12.54%8.12%10.64%-12.41%9.37%8.47%16.21%-4.80%11.52%
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, GPTCX achieves a -1.42% return, which is significantly higher than GMWEX's -1.98% return. Over the past 10 years, GPTCX has underperformed GMWEX with an annualized return of 5.67%, while GMWEX has yielded a comparatively higher 8.05% annualized return.


GPTCX

1D
0.17%
1M
-4.98%
YTD
-1.42%
6M
0.42%
1Y
8.97%
3Y*
8.73%
5Y*
4.52%
10Y*
5.67%

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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GPTCX vs. GMWEX - Expense Ratio Comparison

GPTCX has a 0.45% expense ratio, which is lower than GMWEX's 1.15% expense ratio.


Return for Risk

GPTCX vs. GMWEX — Risk / Return Rank

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

GPTCX
GPTCX Risk / Return Rank: 6767
Overall Rank
GPTCX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GPTCX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GPTCX Omega Ratio Rank: 6666
Omega Ratio Rank
GPTCX Calmar Ratio Rank: 6262
Calmar Ratio Rank
GPTCX Martin Ratio Rank: 6969
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.

GPTCX vs. GMWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Conservative Allocation Fund (GPTCX) 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.


GPTCXGMWEXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.26

-0.06

Sortino ratio

Return per unit of downside risk

1.72

1.75

-0.04

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.44

1.86

-0.42

Martin ratio

Return relative to average drawdown

6.58

7.31

-0.73

GPTCX vs. GMWEX - Sharpe Ratio Comparison

The current GPTCX Sharpe Ratio is 1.21, which is comparable to the GMWEX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GPTCX 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


GPTCXGMWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.26

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.50

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.50

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.13

+0.51

Correlation

The correlation between GPTCX and GMWEX is 0.86, 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. GMWEX - Dividend Comparison

GPTCX's dividend yield for the trailing twelve months is around 3.87%, less than GMWEX's 14.94% yield.


TTM20252024202320222021202020192018201720162015
GPTCX
GuidePath Conservative Allocation Fund
3.87%3.82%3.07%3.20%2.18%3.46%2.07%2.11%1.87%1.65%10.91%10.01%
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

GPTCX vs. GMWEX - Drawdown Comparison

The maximum GPTCX drawdown since its inception was -20.89%, smaller than the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GPTCX and GMWEX.


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Drawdown Indicators


GPTCXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-20.89%

-70.00%

+49.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-10.42%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-31.28%

+10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-20.89%

-35.51%

+14.62%

Current Drawdown

Current decline from peak

-4.98%

-9.66%

+4.68%

Average Drawdown

Average peak-to-trough decline

-4.00%

-31.22%

+27.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.65%

-1.32%

Volatility

GPTCX vs. GMWEX - Volatility Comparison

The current volatility for GuidePath Conservative Allocation Fund (GPTCX) is 2.70%, while GuideMark World ex-US Fund (GMWEX) has a volatility of 6.78%. This indicates that GPTCX 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


GPTCXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

6.78%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

10.37%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.73%

16.24%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

15.49%

-7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.40%

16.15%

-7.75%