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SAXIX vs. GGBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAXIX vs. GGBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA Global Fixed Income Fund (SAXIX) and GuideStone Funds Global Bond Fund (GGBFX). The values are adjusted to include any dividend payments, if applicable.

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SAXIX vs. GGBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAXIX
SA Global Fixed Income Fund
0.35%4.87%5.33%4.55%-6.79%-1.59%0.89%3.40%1.17%1.17%
GGBFX
GuideStone Funds Global Bond Fund
-1.33%7.55%0.40%5.77%-13.90%-2.57%5.03%11.04%-4.74%7.69%

Returns By Period

In the year-to-date period, SAXIX achieves a 0.35% return, which is significantly higher than GGBFX's -1.33% return. Over the past 10 years, SAXIX has underperformed GGBFX with an annualized return of 1.21%, while GGBFX has yielded a comparatively higher 1.91% annualized return.


SAXIX

1D
0.23%
1M
-0.80%
YTD
0.35%
6M
0.72%
1Y
3.45%
3Y*
4.58%
5Y*
1.27%
10Y*
1.21%

GGBFX

1D
0.46%
1M
-2.47%
YTD
-1.33%
6M
-0.79%
1Y
3.68%
3Y*
3.42%
5Y*
-0.48%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAXIX vs. GGBFX - Expense Ratio Comparison

SAXIX has a 0.71% expense ratio, which is lower than GGBFX's 0.86% expense ratio.


Return for Risk

SAXIX vs. GGBFX — Risk / Return Rank

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

SAXIX
SAXIX Risk / Return Rank: 8888
Overall Rank
SAXIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 8585
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 8888
Martin Ratio Rank

GGBFX
GGBFX Risk / Return Rank: 3636
Overall Rank
GGBFX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GGBFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GGBFX Omega Ratio Rank: 3131
Omega Ratio Rank
GGBFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GGBFX Martin Ratio Rank: 3434
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.

SAXIX vs. GGBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Global Fixed Income Fund (SAXIX) and GuideStone Funds Global Bond Fund (GGBFX). 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.


SAXIXGGBFXDifference

Sharpe ratio

Return per unit of total volatility

1.76

0.98

+0.77

Sortino ratio

Return per unit of downside risk

2.66

1.41

+1.25

Omega ratio

Gain probability vs. loss probability

1.37

1.18

+0.19

Calmar ratio

Return relative to maximum drawdown

2.84

1.06

+1.77

Martin ratio

Return relative to average drawdown

10.18

4.31

+5.87

SAXIX vs. GGBFX - Sharpe Ratio Comparison

The current SAXIX Sharpe Ratio is 1.76, which is higher than the GGBFX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SAXIX and GGBFX, 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


SAXIXGGBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.98

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.10

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.43

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.69

-0.05

Correlation

The correlation between SAXIX and GGBFX is 0.35, 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.


Dividends

SAXIX vs. GGBFX - Dividend Comparison

SAXIX's dividend yield for the trailing twelve months is around 4.83%, more than GGBFX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
SAXIX
SA Global Fixed Income Fund
4.83%4.85%6.01%0.00%3.58%0.00%2.16%2.83%2.11%0.85%1.25%0.80%
GGBFX
GuideStone Funds Global Bond Fund
3.05%3.05%2.88%1.10%0.95%3.55%1.44%3.29%3.13%3.45%3.96%4.01%

Drawdowns

SAXIX vs. GGBFX - Drawdown Comparison

The maximum SAXIX drawdown since its inception was -9.94%, smaller than the maximum GGBFX drawdown of -27.03%. Use the drawdown chart below to compare losses from any high point for SAXIX and GGBFX.


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Drawdown Indicators


SAXIXGGBFXDifference

Max Drawdown

Largest peak-to-trough decline

-9.94%

-27.03%

+17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-3.80%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-9.94%

-20.84%

+10.90%

Max Drawdown (10Y)

Largest decline over 10 years

-9.94%

-20.97%

+11.03%

Current Drawdown

Current decline from peak

-1.14%

-5.48%

+4.34%

Average Drawdown

Average peak-to-trough decline

-1.92%

-4.64%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.94%

-0.50%

Volatility

SAXIX vs. GGBFX - Volatility Comparison

The current volatility for SA Global Fixed Income Fund (SAXIX) is 0.84%, while GuideStone Funds Global Bond Fund (GGBFX) has a volatility of 1.76%. This indicates that SAXIX experiences smaller price fluctuations and is considered to be less risky than GGBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAXIXGGBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.76%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

2.63%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

4.00%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

4.91%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.07%

4.49%

-2.42%