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HFSAX vs. GPIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFSAX vs. GPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund Investor Class (HFSAX) and GuidePath Flexible Income Allocation Fund (GPIFX). The values are adjusted to include any dividend payments, if applicable.

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HFSAX vs. GPIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.92%11.97%3.75%10.93%-9.44%9.05%38.71%10.35%-1.97%9.91%
GPIFX
GuidePath Flexible Income Allocation Fund
-0.45%3.69%4.22%7.13%-14.14%1.17%15.17%6.64%-2.48%6.83%

Returns By Period

In the year-to-date period, HFSAX achieves a -0.92% return, which is significantly lower than GPIFX's -0.45% return. Over the past 10 years, HFSAX has outperformed GPIFX with an annualized return of 8.40%, while GPIFX has yielded a comparatively lower 2.64% annualized return.


HFSAX

1D
0.00%
1M
-3.45%
YTD
-0.92%
6M
2.27%
1Y
10.24%
3Y*
8.42%
5Y*
3.95%
10Y*
8.40%

GPIFX

1D
0.12%
1M
-1.47%
YTD
-0.45%
6M
0.64%
1Y
2.09%
3Y*
3.78%
5Y*
0.23%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFSAX vs. GPIFX - Expense Ratio Comparison

HFSAX has a 1.75% expense ratio, which is higher than GPIFX's 0.50% expense ratio.


Return for Risk

HFSAX vs. GPIFX — Risk / Return Rank

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

HFSAX
HFSAX Risk / Return Rank: 9393
Overall Rank
HFSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 9494
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 8888
Martin Ratio Rank

GPIFX
GPIFX Risk / Return Rank: 2929
Overall Rank
GPIFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GPIFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GPIFX Omega Ratio Rank: 3636
Omega Ratio Rank
GPIFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
GPIFX Martin Ratio Rank: 1818
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.

HFSAX vs. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and GuidePath Flexible Income Allocation Fund (GPIFX). 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.


HFSAXGPIFXDifference

Sharpe ratio

Return per unit of total volatility

2.35

0.86

+1.50

Sortino ratio

Return per unit of downside risk

3.17

1.09

+2.08

Omega ratio

Gain probability vs. loss probability

1.47

1.18

+0.30

Calmar ratio

Return relative to maximum drawdown

2.71

0.66

+2.04

Martin ratio

Return relative to average drawdown

9.66

1.88

+7.78

HFSAX vs. GPIFX - Sharpe Ratio Comparison

The current HFSAX Sharpe Ratio is 2.35, which is higher than the GPIFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of HFSAX and GPIFX, 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


HFSAXGPIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

0.86

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.05

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

0.50

+0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.43

+0.87

Correlation

The correlation between HFSAX and GPIFX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HFSAX vs. GPIFX - Dividend Comparison

HFSAX's dividend yield for the trailing twelve months is around 9.84%, more than GPIFX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
HFSAX
Hundredfold Select Alternative Fund Investor Class
9.84%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%
GPIFX
GuidePath Flexible Income Allocation Fund
4.69%5.15%5.18%4.86%1.96%3.10%2.62%3.73%3.46%3.90%1.97%1.24%

Drawdowns

HFSAX vs. GPIFX - Drawdown Comparison

The maximum HFSAX drawdown since its inception was -12.81%, smaller than the maximum GPIFX drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for HFSAX and GPIFX.


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Drawdown Indicators


HFSAXGPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-16.72%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-3.50%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-16.72%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-12.81%

-16.72%

+3.91%

Current Drawdown

Current decline from peak

-3.68%

-2.79%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.39%

-4.07%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.24%

-0.21%

Volatility

HFSAX vs. GPIFX - Volatility Comparison

Hundredfold Select Alternative Fund Investor Class (HFSAX) has a higher volatility of 1.84% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 1.29%. This indicates that HFSAX's price experiences larger fluctuations and is considered to be riskier than GPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFSAXGPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.29%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

1.75%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

2.73%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

4.78%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

5.31%

+0.94%