GPTCX vs. GPTUX

Last updated Jun 3, 2026

GPTCX (GuidePath Conservative Allocation Fund) and GPTUX (GuidePath Tactical Allocation Fund) are both mutual funds - GPTCX is a Diversified Portfolio fund managed by GuideMark, while GPTUX is a Tactical Allocation fund managed by GuideMark. Over the past 10 years, GPTCX returned 6.15%/yr vs 9.26%/yr for GPTUX. Their correlation of 0.86 suggests significant overlap in exposure. GPTCX charges 0.45%/yr vs 0.79%/yr for GPTUX.

Performance

GPTCX vs. GPTUX - Performance Comparison

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

Returns By Period

In the year-to-date period, GPTCX achieves a 5.00% return, which is significantly lower than GPTUX's 7.56% return. Over the past 10 years, GPTCX has underperformed GPTUX with an annualized return of 6.15%, while GPTUX has yielded a comparatively higher 9.26% annualized return.

GPTCX

• 1D: -0.08%
• 1M: 1.37%
• YTD: 5.00%
• 6M: 5.66%
• 1Y: 13.84%
• 3Y*: 10.89%
• 5Y*: 5.06%
• 10Y*: 6.15%

GPTUX

• 1D: 0.14%
• 1M: 4.41%
• YTD: 7.56%
• 6M: 7.84%
• 1Y: 18.65%
• 3Y*: 15.54%
• 5Y*: 10.45%
• 10Y*: 9.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GPTCX vs. GPTUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GPTCX GuidePath Conservative Allocation Fund	5.00%	12.54%	8.12%	10.64%	-12.41%	9.37%	8.47%	16.21%	-4.80%	11.52%
GPTUX GuidePath Tactical Allocation Fund	7.56%	7.08%	20.29%	14.85%	-6.15%	19.72%	-3.42%	20.50%	-4.54%	18.93%

Correlation

The correlation between GPTCX and GPTUX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jan 4, 2012	0.86

The correlation between GPTCX and GPTUX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

GPTCX vs. GPTUX — Risk / Return Rank

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

GPTCX

GPTCX Risk / Return Rank: 60
GPTCX Sharpe Ratio Rank: 61
GPTCX Sortino Ratio Rank: 63
GPTCX Omega Ratio Rank: 62
GPTCX Calmar Ratio Rank: 51
GPTCX Martin Ratio Rank: 61

GPTUX

GPTUX Risk / Return Rank: 33
GPTUX Sharpe Ratio Rank: 31
GPTUX Sortino Ratio Rank: 29
GPTUX Omega Ratio Rank: 28
GPTUX Calmar Ratio Rank: 37
GPTUX Martin Ratio Rank: 42

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. GPTUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Conservative Allocation Fund (GPTCX) and GuidePath Tactical Allocation Fund (GPTUX). 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	GPTUX	Difference
Sharpe ratio Return per unit of total volatility	2.31	1.61	+0.71
Sortino ratio Return per unit of downside risk	3.34	2.26	+1.07
Omega ratio Gain probability vs. loss probability	1.44	1.28	+0.16
Calmar ratio Return relative to maximum drawdown	2.75	2.32	+0.43
Martin ratio Return relative to average drawdown	12.20	8.96	+3.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPTCX vs. GPTUX - Sharpe Ratio Comparison

The current GPTCX Sharpe Ratio is 2.31, which is higher than the GPTUX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of GPTCX and GPTUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GPTCX	GPTUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	1.61	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.81	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.72	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.67	+0.02

Drawdowns

GPTCX vs. GPTUX - Drawdown Comparison

The maximum GPTCX drawdown since its inception was -20.89%, smaller than the maximum GPTUX drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for GPTCX and GPTUX.

Drawdown Indicators

	GPTCX	GPTUX	Difference
Max Drawdown Largest peak-to-trough decline	-20.89%	-22.84%	+1.95%
Max Drawdown (1Y) Largest decline over 1 year	-5.14%	-8.31%	+3.17%
Max Drawdown (3Y) Largest decline over 3 years	-7.08%	-16.31%	+9.23%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-16.31%	-4.58%
Max Drawdown (10Y) Largest decline over 10 years	-20.89%	-22.84%	+1.95%
Current Drawdown Current decline from peak	-0.08%	0.00%	-0.08%
Average Drawdown Average peak-to-trough decline	-3.96%	-4.33%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.16%	2.15%	-0.99%

Volatility

GPTCX vs. GPTUX - Volatility Comparison

The current volatility for GuidePath Conservative Allocation Fund (GPTCX) is 2.07%, while GuidePath Tactical Allocation Fund (GPTUX) has a volatility of 3.90%. This indicates that GPTCX experiences smaller price fluctuations and is considered to be less risky than GPTUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTCX	GPTUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	3.90%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	5.00%	9.22%	-4.22%
Volatility (1Y) Calculated over the trailing 1-year period	6.11%	12.26%	-6.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.26%	12.95%	-4.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.44%	12.90%	-4.46%

GPTCX vs. GPTUX - Expense Ratio Comparison

GPTCX has a 0.45% expense ratio, which is lower than GPTUX's 0.79% expense ratio.

Dividends

GPTCX vs. GPTUX - Dividend Comparison

GPTCX's dividend yield for the trailing twelve months is around 3.63%, less than GPTUX's 7.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPTCX GuidePath Conservative Allocation Fund	3.63%	3.82%	3.07%	3.20%	2.18%	3.46%	2.07%	2.11%	1.87%	1.65%	10.91%	10.01%
GPTUX GuidePath Tactical Allocation Fund	7.78%	8.37%	6.41%	1.24%	4.81%	10.27%	4.82%	4.34%	4.68%	3.43%	1.05%	1.05%

Frequently Asked Questions

Can I hold both GPTCX and GPTUX in my portfolio?

GPTCX and GPTUX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPTCX or GPTUX?

GPTUX has higher volatility (3.90%) compared to GPTCX (2.07%). In terms of maximum drawdown, GPTCX dropped -20.89% vs GPTUX's -22.84%.

Which has better risk-adjusted returns?

GPTCX currently has the higher Sharpe Ratio (2.31 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.