PortfoliosLab logoPortfoliosLab logo
GPTUX vs. GMCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPTUX vs. GMCOX - Performance Comparison

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

Loading graphics...

GPTUX vs. GMCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPTUX
GuidePath Tactical Allocation Fund
-3.40%7.08%20.29%14.85%-6.15%19.72%-3.42%20.50%-4.54%18.93%
GMCOX
GuideMark Core Fixed Income Fund
-0.36%6.56%1.39%6.19%-14.64%-2.01%8.13%8.58%-1.44%2.81%

Returns By Period

In the year-to-date period, GPTUX achieves a -3.40% return, which is significantly lower than GMCOX's -0.36% return. Over the past 10 years, GPTUX has outperformed GMCOX with an annualized return of 8.23%, while GMCOX has yielded a comparatively lower 1.24% annualized return.


GPTUX

1D
2.24%
1M
-4.49%
YTD
-3.40%
6M
-3.29%
1Y
6.71%
3Y*
12.10%
5Y*
8.38%
10Y*
8.23%

GMCOX

1D
0.24%
1M
-1.54%
YTD
-0.36%
6M
0.33%
1Y
3.20%
3Y*
3.47%
5Y*
-0.27%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPTUX vs. GMCOX - Expense Ratio Comparison

GPTUX has a 0.79% expense ratio, which is lower than GMCOX's 0.95% expense ratio.


Return for Risk

GPTUX vs. GMCOX — Risk / Return Rank

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

GPTUX
GPTUX Risk / Return Rank: 1818
Overall Rank
GPTUX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GPTUX Sortino Ratio Rank: 1414
Sortino Ratio Rank
GPTUX Omega Ratio Rank: 1313
Omega Ratio Rank
GPTUX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GPTUX Martin Ratio Rank: 2222
Martin Ratio Rank

GMCOX
GMCOX Risk / Return Rank: 3030
Overall Rank
GMCOX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GMCOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GMCOX Omega Ratio Rank: 2121
Omega Ratio Rank
GMCOX Calmar Ratio Rank: 4242
Calmar Ratio Rank
GMCOX Martin Ratio Rank: 2727
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.

GPTUX vs. GMCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Tactical Allocation Fund (GPTUX) and GuideMark Core Fixed Income Fund (GMCOX). 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.


GPTUXGMCOXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.85

-0.29

Sortino ratio

Return per unit of downside risk

0.84

1.24

-0.40

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.95

1.33

-0.38

Martin ratio

Return relative to average drawdown

3.12

3.73

-0.61

GPTUX vs. GMCOX - Sharpe Ratio Comparison

The current GPTUX Sharpe Ratio is 0.56, which is lower than the GMCOX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GPTUX and GMCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GPTUXGMCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.85

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.05

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.25

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.14

+0.46

Correlation

The correlation between GPTUX and GMCOX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GPTUX vs. GMCOX - Dividend Comparison

GPTUX's dividend yield for the trailing twelve months is around 8.67%, more than GMCOX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
GPTUX
GuidePath Tactical Allocation Fund
8.67%8.37%6.41%1.24%4.81%10.27%4.82%4.34%4.68%3.43%1.05%1.05%
GMCOX
GuideMark Core Fixed Income Fund
3.54%3.54%3.39%3.40%2.27%2.16%3.49%1.45%2.38%2.35%2.29%2.55%

Drawdowns

GPTUX vs. GMCOX - Drawdown Comparison

The maximum GPTUX drawdown since its inception was -22.84%, smaller than the maximum GMCOX drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for GPTUX and GMCOX.


Loading graphics...

Drawdown Indicators


GPTUXGMCOXDifference

Max Drawdown

Largest peak-to-trough decline

-22.84%

-28.49%

+5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-2.89%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.31%

-19.75%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-22.84%

-20.36%

-2.48%

Current Drawdown

Current decline from peak

-6.10%

-4.61%

-1.49%

Average Drawdown

Average peak-to-trough decline

-4.36%

-7.83%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.03%

+1.49%

Volatility

GPTUX vs. GMCOX - Volatility Comparison

GuidePath Tactical Allocation Fund (GPTUX) has a higher volatility of 4.73% compared to GuideMark Core Fixed Income Fund (GMCOX) at 1.59%. This indicates that GPTUX's price experiences larger fluctuations and is considered to be riskier than GMCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GPTUXGMCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

1.59%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

2.60%

+6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.31%

4.39%

+8.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

5.92%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

4.97%

+7.83%