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SAXIX vs. GGBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SAXIX achieves a 1.61% return, which is significantly higher than GGBFX's -0.05% return. Over the past 10 years, SAXIX has underperformed GGBFX with an annualized return of 1.27%, while GGBFX has yielded a comparatively higher 1.66% annualized return.


SAXIX

1D
-0.11%
1M
0.57%
YTD
1.61%
6M
1.85%
1Y
3.69%
3Y*
4.85%
5Y*
1.50%
10Y*
1.27%

GGBFX

1D
-0.23%
1M
0.50%
YTD
-0.05%
6M
0.06%
1Y
2.85%
3Y*
3.86%
5Y*
-0.62%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAXIX vs. GGBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAXIX
SA Global Fixed Income Fund
1.61%4.87%5.33%4.55%-6.79%-1.59%0.89%3.40%1.17%1.17%
GGBFX
GuideStone Funds Global Bond Fund
-0.05%7.55%0.40%5.77%-13.90%-2.57%5.03%11.04%-4.74%7.69%

Correlation

The correlation between SAXIX and GGBFX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2007

0.36

Over the past year, SAXIX and GGBFX have become more correlated (0.65) than their long-term average of 0.36, meaning their price movements have been converging.

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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: 6464
Overall Rank
SAXIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 7777
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 4545
Martin Ratio Rank

GGBFX
GGBFX Risk / Return Rank: 99
Overall Rank
GGBFX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GGBFX Sortino Ratio Rank: 99
Sortino Ratio Rank
GGBFX Omega Ratio Rank: 99
Omega Ratio Rank
GGBFX Calmar Ratio Rank: 99
Calmar Ratio Rank
GGBFX Martin Ratio Rank: 99
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAXIXGGBFXDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.46

1.13

+0.32

Calmar ratioReturn relative to maximum drawdown

2.70

0.81

+1.89

Martin ratioReturn relative to average drawdown

8.92

2.44

+6.47

SAXIX vs. GGBFX - Sharpe Ratio Comparison

The current SAXIX Sharpe Ratio is 2.17, which is higher than the GGBFX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SAXIX and GGBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-2.65%

-6.01%

+3.36%

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

-0.23%

-4.25%

+4.02%

Average Drawdown

Average peak-to-trough decline

-1.91%

-4.63%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.26%

-0.80%

Volatility

SAXIX vs. GGBFX - Volatility Comparison

The current volatility for SA Global Fixed Income Fund (SAXIX) is 0.53%, while GuideStone Funds Global Bond Fund (GGBFX) has a volatility of 1.28%. 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

0.53%

1.28%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

3.25%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

4.13%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

4.98%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.09%

4.51%

-2.42%

SAXIX vs. GGBFX - Expense Ratio Comparison

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


Dividends

SAXIX vs. GGBFX - Dividend Comparison

SAXIX's dividend yield for the trailing twelve months is around 4.77%, more than GGBFX's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
GGBFX
GuideStone Funds Global Bond Fund
3.06%3.05%2.88%1.10%0.95%3.55%1.44%3.29%3.13%3.45%3.96%4.01%
SAXIX
SA Global Fixed Income Fund
4.77%4.85%6.01%0.00%3.58%0.00%2.16%2.83%2.11%0.85%1.25%0.80%

Frequently Asked Questions


SAXIX and GGBFX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGBFX has higher volatility (1.28%) compared to SAXIX (0.53%). In terms of maximum drawdown, SAXIX dropped -9.94% vs GGBFX's -27.03%.

SAXIX currently has the higher Sharpe Ratio (2.17 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SAXIX and GGBFX

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