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

Performance

GPTUX vs. GMWEX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GPTUX achieves a 7.03% return, which is significantly lower than GMWEX's 8.33% return. Both investments have delivered pretty close results over the past 10 years, with GPTUX having a 9.49% annualized return and GMWEX not far ahead at 9.50%.


GPTUX

1D
-0.35%
1M
0.93%
YTD
7.03%
6M
5.68%
1Y
17.43%
3Y*
14.68%
5Y*
10.28%
10Y*
9.49%

GMWEX

1D
0.31%
1M
1.94%
YTD
8.33%
6M
7.45%
1Y
22.97%
3Y*
17.84%
5Y*
8.48%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPTUX vs. GMWEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPTUX
GuidePath Tactical Allocation Fund
7.03%7.08%20.29%14.85%-6.15%19.72%-3.42%20.50%-4.54%18.93%
GMWEX
GuideMark World ex-US Fund
8.33%33.60%5.36%15.97%-16.19%11.70%8.58%20.02%-14.12%25.97%

Correlation

The correlation between GPTUX and GMWEX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.79

The correlation between GPTUX and GMWEX has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

GPTUX vs. GMWEX — Risk / Return Rank

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

GPTUX
GPTUX Risk / Return Rank: 3333
Overall Rank
GPTUX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GPTUX Sortino Ratio Rank: 2929
Sortino Ratio Rank
GPTUX Omega Ratio Rank: 2828
Omega Ratio Rank
GPTUX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GPTUX Martin Ratio Rank: 4242
Martin Ratio Rank

GMWEX
GMWEX Risk / Return Rank: 3838
Overall Rank
GMWEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GMWEX Sortino Ratio Rank: 3636
Sortino Ratio Rank
GMWEX Omega Ratio Rank: 3636
Omega Ratio Rank
GMWEX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GMWEX Martin Ratio Rank: 4343
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. GMWEX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GPTUXGMWEXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

2.25

2.28

-0.03

Martin ratioReturn relative to average drawdown

8.51

8.69

-0.18

GPTUX vs. GMWEX - Sharpe Ratio Comparison

The current GPTUX Sharpe Ratio is 1.44, which is comparable to the GMWEX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GPTUX and GMWEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GPTUX vs. GMWEX - Drawdown Comparison

The maximum GPTUX drawdown since its inception was -22.84%, smaller than the maximum GMWEX drawdown of -70.00%. Use the drawdown chart below to compare losses from any high point for GPTUX and GMWEX.


Loading charts...

Drawdown Indicators


GPTUXGMWEXDifference

Max Drawdown

Largest peak-to-trough decline

-22.84%

-70.00%

+47.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-10.42%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-12.52%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.31%

-31.28%

+14.97%

Max Drawdown (10Y)

Largest decline over 10 years

-22.84%

-35.51%

+12.67%

Current Drawdown

Current decline from peak

-0.77%

-0.15%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.31%

-30.95%

+26.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.73%

-0.54%

Volatility

GPTUX vs. GMWEX - Volatility Comparison

GuidePath Tactical Allocation Fund (GPTUX) has a higher volatility of 5.00% compared to GuideMark World ex-US Fund (GMWEX) at 4.48%. This indicates that GPTUX's price experiences larger fluctuations and is considered to be riskier than GMWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GPTUXGMWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.48%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

12.16%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

14.68%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

15.74%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

16.21%

-3.24%

GPTUX vs. GMWEX - Expense Ratio Comparison

GPTUX has a 0.79% expense ratio, which is lower than GMWEX's 1.15% expense ratio.


Dividends

GPTUX vs. GMWEX - Dividend Comparison

GPTUX's dividend yield for the trailing twelve months is around 7.82%, less than GMWEX's 13.52% yield.


PositionTTM20252024202320222021202020192018201720162015
GMWEX
GuideMark World ex-US Fund
13.52%14.64%2.94%3.43%3.11%1.08%2.01%1.66%1.61%1.43%1.86%2.70%
GPTUX
GuidePath Tactical Allocation Fund
7.82%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


GPTUX and GMWEX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPTUX has higher volatility (5.00%) compared to GMWEX (4.48%). In terms of maximum drawdown, GPTUX dropped -22.84% vs GMWEX's -70.00%.

GMWEX currently has the higher Sharpe Ratio (1.62 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for GPTUX and GMWEX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer