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PSMIX vs. GFSYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSMIX and GFSYX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PSMIX vs. GFSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Global Multi-Strategy Fund (PSMIX) and GuideStone Funds Strategic Alternatives Fund (GFSYX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.20%
1.11%
PSMIX
GFSYX

Key characteristics

Sharpe Ratio

PSMIX:

2.22

GFSYX:

-0.12

Sortino Ratio

PSMIX:

3.12

GFSYX:

-0.09

Omega Ratio

PSMIX:

1.43

GFSYX:

0.97

Calmar Ratio

PSMIX:

1.70

GFSYX:

-0.08

Martin Ratio

PSMIX:

11.48

GFSYX:

-0.63

Ulcer Index

PSMIX:

0.76%

GFSYX:

1.21%

Daily Std Dev

PSMIX:

3.92%

GFSYX:

6.32%

Max Drawdown

PSMIX:

-15.71%

GFSYX:

-10.03%

Current Drawdown

PSMIX:

-0.79%

GFSYX:

-8.88%

Returns By Period

In the year-to-date period, PSMIX achieves a 8.76% return, which is significantly higher than GFSYX's -0.87% return.


PSMIX

YTD

8.76%

1M

0.44%

6M

2.73%

1Y

8.91%

5Y*

2.96%

10Y*

1.78%

GFSYX

YTD

-0.87%

1M

-7.50%

6M

-4.00%

1Y

-0.98%

5Y*

-0.85%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PSMIX vs. GFSYX - Expense Ratio Comparison

PSMIX has a 1.63% expense ratio, which is higher than GFSYX's 1.15% expense ratio.


PSMIX
Principal Global Multi-Strategy Fund
Expense ratio chart for PSMIX: current value at 1.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.63%
Expense ratio chart for GFSYX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%

Risk-Adjusted Performance

PSMIX vs. GFSYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Global Multi-Strategy Fund (PSMIX) and GuideStone Funds Strategic Alternatives Fund (GFSYX). 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.


Sharpe ratio
The chart of Sharpe ratio for PSMIX, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.002.22-0.12
The chart of Sortino ratio for PSMIX, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.12-0.09
The chart of Omega ratio for PSMIX, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.430.97
The chart of Calmar ratio for PSMIX, currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.0012.0014.001.70-0.08
The chart of Martin ratio for PSMIX, currently valued at 11.48, compared to the broader market0.0020.0040.0060.0011.48-0.63
PSMIX
GFSYX

The current PSMIX Sharpe Ratio is 2.22, which is higher than the GFSYX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PSMIX and GFSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.22
-0.12
PSMIX
GFSYX

Dividends

PSMIX vs. GFSYX - Dividend Comparison

PSMIX's dividend yield for the trailing twelve months is around 3.23%, while GFSYX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PSMIX
Principal Global Multi-Strategy Fund
3.23%3.51%5.93%0.61%1.68%0.00%1.55%0.78%0.16%0.84%0.93%0.30%
GFSYX
GuideStone Funds Strategic Alternatives Fund
0.00%4.09%0.44%0.19%1.38%1.86%1.83%0.54%0.00%0.00%0.00%0.00%

Drawdowns

PSMIX vs. GFSYX - Drawdown Comparison

The maximum PSMIX drawdown since its inception was -15.71%, which is greater than GFSYX's maximum drawdown of -10.03%. Use the drawdown chart below to compare losses from any high point for PSMIX and GFSYX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.79%
-8.88%
PSMIX
GFSYX

Volatility

PSMIX vs. GFSYX - Volatility Comparison

The current volatility for Principal Global Multi-Strategy Fund (PSMIX) is 0.86%, while GuideStone Funds Strategic Alternatives Fund (GFSYX) has a volatility of 5.97%. This indicates that PSMIX experiences smaller price fluctuations and is considered to be less risky than GFSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.86%
5.97%
PSMIX
GFSYX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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