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GSCYX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSCYX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Small Cap Equity Fund (GSCYX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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GSCYX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSCYX
GuideStone Funds Small Cap Equity Fund
-3.81%6.03%10.58%14.91%-17.84%22.04%20.07%25.28%-12.62%13.12%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
-2.49%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, GSCYX achieves a -3.81% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, GSCYX has underperformed SWSSX with an annualized return of 8.68%, while SWSSX has yielded a comparatively higher 9.50% annualized return.


GSCYX

1D
-1.15%
1M
-9.20%
YTD
-3.81%
6M
-1.33%
1Y
11.88%
3Y*
7.91%
5Y*
2.86%
10Y*
8.68%

SWSSX

1D
-1.45%
1M
-8.18%
YTD
-2.49%
6M
-0.36%
1Y
21.55%
3Y*
11.83%
5Y*
3.10%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSCYX vs. SWSSX - Expense Ratio Comparison

GSCYX has a 0.91% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

GSCYX vs. SWSSX — Risk / Return Rank

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

GSCYX
GSCYX Risk / Return Rank: 2020
Overall Rank
GSCYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GSCYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
GSCYX Omega Ratio Rank: 1818
Omega Ratio Rank
GSCYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
GSCYX Martin Ratio Rank: 2323
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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.

GSCYX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Small Cap Equity Fund (GSCYX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


GSCYXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.91

-0.40

Sortino ratio

Return per unit of downside risk

0.87

1.40

-0.54

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.64

1.33

-0.69

Martin ratio

Return relative to average drawdown

2.51

5.02

-2.52

GSCYX vs. SWSSX - Sharpe Ratio Comparison

The current GSCYX Sharpe Ratio is 0.51, which is lower than the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GSCYX and SWSSX, 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


GSCYXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.91

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.14

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.33

-0.15

Correlation

The correlation between GSCYX and SWSSX is 0.98, 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

GSCYX vs. SWSSX - Dividend Comparison

GSCYX's dividend yield for the trailing twelve months is around 11.75%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
GSCYX
GuideStone Funds Small Cap Equity Fund
11.75%11.30%6.14%2.65%5.13%16.30%1.07%3.87%24.79%7.81%1.46%6.08%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.32%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

GSCYX vs. SWSSX - Drawdown Comparison

The maximum GSCYX drawdown since its inception was -63.53%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for GSCYX and SWSSX.


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Drawdown Indicators


GSCYXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.53%

-60.34%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-13.90%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-31.93%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.83%

-41.81%

+0.98%

Current Drawdown

Current decline from peak

-11.07%

-11.00%

-0.07%

Average Drawdown

Average peak-to-trough decline

-15.25%

-10.78%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.68%

-0.04%

Volatility

GSCYX vs. SWSSX - Volatility Comparison

GuideStone Funds Small Cap Equity Fund (GSCYX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 6.76% and 6.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSCYXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.59%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

14.12%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

23.11%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

22.57%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

24.03%

-0.75%