SEACX vs. GPARX

Last updated Apr 1, 2026

Compare and contrast key facts about Crossmark Steward Select Bond Fund (SEACX) and GuidePath Absolute Return Allocation Fund (GPARX).

SEACX is managed by Crossmark Steward Funds. It was launched on Oct 1, 2004. GPARX is managed by GuidePath. It was launched on Apr 29, 2011.

Performance

SEACX vs. GPARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Steward Select Bond Fund (SEACX) and GuidePath Absolute Return Allocation Fund (GPARX). The values are adjusted to include any dividend payments, if applicable.

SEACX vs. GPARX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEACX Crossmark Steward Select Bond Fund	-0.67%	6.50%	1.43%	5.54%	-11.55%	-2.01%	4.97%	6.96%	-0.12%	2.24%
GPARX GuidePath Absolute Return Allocation Fund	4.77%	7.42%	4.20%	6.87%	-10.82%	0.75%	3.92%	7.47%	-1.64%	4.50%

Returns By Period

In the year-to-date period, SEACX achieves a -0.67% return, which is significantly lower than GPARX's 4.77% return. Over the past 10 years, SEACX has underperformed GPARX with an annualized return of 1.15%, while GPARX has yielded a comparatively higher 3.27% annualized return.

SEACX

• 1D: 0.54%
• 1M: -2.10%
• YTD: -0.67%
• 6M: 0.19%
• 1Y: 3.84%
• 3Y*: 3.33%
• 5Y*: 0.22%
• 10Y*: 1.15%

GPARX

• 1D: 0.00%
• 1M: -0.39%
• YTD: 4.77%
• 6M: 6.79%
• 1Y: 10.64%
• 3Y*: 6.93%
• 5Y*: 2.54%
• 10Y*: 3.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEACX vs. GPARX - Expense Ratio Comparison

SEACX has a 0.72% expense ratio, which is lower than GPARX's 0.99% expense ratio.

GPARX

GuidePath Absolute Return Allocation Fund

SEACX

Crossmark Steward Select Bond Fund

Return for Risk

SEACX vs. GPARX — Risk / Return Rank

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

SEACX

SEACX Risk / Return Rank: 55
SEACX Sharpe Ratio Rank: 52
SEACX Sortino Ratio Rank: 52
SEACX Omega Ratio Rank: 37
SEACX Calmar Ratio Rank: 74
SEACX Martin Ratio Rank: 61

GPARX

GPARX Risk / Return Rank: 87
GPARX Sharpe Ratio Rank: 85
GPARX Sortino Ratio Rank: 84
GPARX Omega Ratio Rank: 86
GPARX Calmar Ratio Rank: 88
GPARX Martin Ratio Rank: 91

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.

SEACX vs. GPARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Steward Select Bond Fund (SEACX) and GuidePath Absolute Return Allocation Fund (GPARX). 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.

	SEACX	GPARX	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.65	-0.65
Sortino ratio Return per unit of downside risk	1.44	2.19	-0.75
Omega ratio Gain probability vs. loss probability	1.17	1.36	-0.19
Calmar ratio Return relative to maximum drawdown	1.73	2.35	-0.61
Martin ratio Return relative to average drawdown	5.83	10.80	-4.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEACX vs. GPARX - Sharpe Ratio Comparison

The current SEACX Sharpe Ratio is 1.00, which is lower than the GPARX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SEACX and GPARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SEACX	GPARX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.65	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.52	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.78	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.75	-0.09

Correlation

The correlation between SEACX and GPARX is 0.50, 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

SEACX vs. GPARX - Dividend Comparison

SEACX's dividend yield for the trailing twelve months is around 3.36%, more than GPARX's 3.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEACX Crossmark Steward Select Bond Fund	3.36%	2.72%	2.78%	2.06%	1.67%	1.41%	1.86%	2.26%	2.22%	1.98%	2.18%	2.30%
GPARX GuidePath Absolute Return Allocation Fund	3.16%	3.31%	4.99%	4.81%	2.42%	1.99%	2.45%	2.76%	2.27%	1.60%	3.17%	2.15%

Drawdowns

SEACX vs. GPARX - Drawdown Comparison

The maximum SEACX drawdown since its inception was -16.96%, which is greater than GPARX's maximum drawdown of -15.56%. Use the drawdown chart below to compare losses from any high point for SEACX and GPARX.

Drawdown Indicators

	SEACX	GPARX	Difference
Max Drawdown Largest peak-to-trough decline	-16.96%	-15.56%	-1.40%
Max Drawdown (1Y) Largest decline over 1 year	-2.62%	-4.68%	+2.06%
Max Drawdown (5Y) Largest decline over 5 years	-16.34%	-15.56%	-0.78%
Max Drawdown (10Y) Largest decline over 10 years	-16.96%	-15.56%	-1.40%
Current Drawdown Current decline from peak	-2.17%	-1.46%	-0.71%
Average Drawdown Average peak-to-trough decline	-2.41%	-2.40%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.78%	1.02%	-0.24%

Volatility

SEACX vs. GPARX - Volatility Comparison

The current volatility for Crossmark Steward Select Bond Fund (SEACX) is 1.62%, while GuidePath Absolute Return Allocation Fund (GPARX) has a volatility of 2.14%. This indicates that SEACX experiences smaller price fluctuations and is considered to be less risky than GPARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEACX	GPARX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	2.14%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	2.52%	6.11%	-3.59%
Volatility (1Y) Calculated over the trailing 1-year period	4.11%	6.56%	-2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.82%	4.94%	-0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.88%	4.23%	-0.35%