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TEBRX vs. GPIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEBRX vs. GPIFX - Performance Comparison

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

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TEBRX vs. GPIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEBRX
Teberg Fund
-4.10%18.67%20.76%34.92%-22.47%25.02%20.61%26.55%-6.70%15.25%
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, TEBRX achieves a -4.10% return, which is significantly lower than GPIFX's -0.45% return. Over the past 10 years, TEBRX has outperformed GPIFX with an annualized return of 12.05%, while GPIFX has yielded a comparatively lower 2.64% annualized return.


TEBRX

1D
-1.22%
1M
-8.24%
YTD
-4.10%
6M
-0.46%
1Y
19.41%
3Y*
18.57%
5Y*
10.58%
10Y*
12.05%

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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TEBRX vs. GPIFX - Expense Ratio Comparison

TEBRX has a 1.75% expense ratio, which is higher than GPIFX's 0.50% expense ratio.


Return for Risk

TEBRX vs. GPIFX — Risk / Return Rank

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

TEBRX
TEBRX Risk / Return Rank: 6060
Overall Rank
TEBRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TEBRX Sortino Ratio Rank: 5656
Sortino Ratio Rank
TEBRX Omega Ratio Rank: 5454
Omega Ratio Rank
TEBRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TEBRX Martin Ratio Rank: 6969
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.

TEBRX vs. GPIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teberg Fund (TEBRX) 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.


TEBRXGPIFXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.86

+0.15

Sortino ratio

Return per unit of downside risk

1.51

1.09

+0.42

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.57

0.66

+0.91

Martin ratio

Return relative to average drawdown

6.56

1.88

+4.68

TEBRX vs. GPIFX - Sharpe Ratio Comparison

The current TEBRX Sharpe Ratio is 1.01, which is comparable to the GPIFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TEBRX 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


TEBRXGPIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.86

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.05

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.50

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between TEBRX and GPIFX 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

TEBRX vs. GPIFX - Dividend Comparison

TEBRX's dividend yield for the trailing twelve months is around 0.12%, less than GPIFX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
TEBRX
Teberg Fund
0.12%0.12%1.66%0.00%0.00%0.00%0.47%0.60%0.77%0.92%0.00%10.62%
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

TEBRX vs. GPIFX - Drawdown Comparison

The maximum TEBRX drawdown since its inception was -39.10%, which is greater than GPIFX's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for TEBRX and GPIFX.


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Drawdown Indicators


TEBRXGPIFXDifference

Max Drawdown

Largest peak-to-trough decline

-39.10%

-16.72%

-22.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-3.50%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-16.72%

-13.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

-16.72%

-15.50%

Current Drawdown

Current decline from peak

-9.95%

-2.79%

-7.16%

Average Drawdown

Average peak-to-trough decline

-5.78%

-4.07%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.24%

+1.41%

Volatility

TEBRX vs. GPIFX - Volatility Comparison

Teberg Fund (TEBRX) has a higher volatility of 5.43% compared to GuidePath Flexible Income Allocation Fund (GPIFX) at 1.29%. This indicates that TEBRX'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


TEBRXGPIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

1.29%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

1.75%

+10.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

2.73%

+16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

4.78%

+15.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

5.31%

+13.25%