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LCAIX vs. GPIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCAIX vs. GPIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Opportunistic Strategies Portfolio (LCAIX) and GuidePath Flexible Income Allocation Fund (GPIFX). The values are adjusted to include any dividend payments, if applicable.

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LCAIX vs. GPIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCAIX
Lazard Opportunistic Strategies Portfolio
-3.45%14.10%11.73%10.32%-14.93%12.99%9.47%15.16%-12.77%17.76%
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, LCAIX achieves a -3.45% return, which is significantly lower than GPIFX's -0.45% return. Over the past 10 years, LCAIX has outperformed GPIFX with an annualized return of 6.09%, while GPIFX has yielded a comparatively lower 2.64% annualized return.


LCAIX

1D
0.10%
1M
-6.49%
YTD
-3.45%
6M
-1.77%
1Y
10.92%
3Y*
9.89%
5Y*
4.69%
10Y*
6.09%

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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LCAIX vs. GPIFX - Expense Ratio Comparison

LCAIX has a 1.02% expense ratio, which is higher than GPIFX's 0.50% expense ratio.


Return for Risk

LCAIX vs. GPIFX — Risk / Return Rank

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

LCAIX
LCAIX Risk / Return Rank: 3838
Overall Rank
LCAIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LCAIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
LCAIX Omega Ratio Rank: 3939
Omega Ratio Rank
LCAIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LCAIX Martin Ratio Rank: 4141
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.

LCAIX vs. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) 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.


LCAIXGPIFXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.86

-0.01

Sortino ratio

Return per unit of downside risk

1.24

1.09

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

0.94

0.66

+0.27

Martin ratio

Return relative to average drawdown

4.28

1.88

+2.40

LCAIX vs. GPIFX - Sharpe Ratio Comparison

The current LCAIX Sharpe Ratio is 0.84, which is comparable to the GPIFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LCAIX 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


LCAIXGPIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.86

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.05

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.43

-0.10

Correlation

The correlation between LCAIX 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

LCAIX vs. GPIFX - Dividend Comparison

LCAIX's dividend yield for the trailing twelve months is around 15.10%, more than GPIFX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
LCAIX
Lazard Opportunistic Strategies Portfolio
15.10%14.58%10.24%3.04%3.64%4.32%2.11%1.97%6.02%7.72%1.67%2.94%
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

LCAIX vs. GPIFX - Drawdown Comparison

The maximum LCAIX drawdown since its inception was -40.62%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for LCAIX and GPIFX.


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Drawdown Indicators


LCAIXGPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-16.72%

-23.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-3.50%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-16.72%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-16.72%

-6.27%

Current Drawdown

Current decline from peak

-7.03%

-2.79%

-4.24%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.07%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.24%

+0.89%

Volatility

LCAIX vs. GPIFX - Volatility Comparison

Lazard Opportunistic Strategies Portfolio (LCAIX) has a higher volatility of 3.95% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 1.29%. This indicates that LCAIX'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


LCAIXGPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

1.29%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

1.75%

+5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

2.73%

+10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.34%

4.78%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

5.31%

+6.53%