APLIX vs. GCPYX
Compare and contrast key facts about Cavanal Hill Hedged Income Fund (APLIX) and Gateway Equity Call Premium Fund (GCPYX).
APLIX is managed by Cavanal Hill funds. It was launched on Dec 27, 2020. GCPYX is managed by Natixis. It was launched on Sep 29, 2014.
Performance
APLIX vs. GCPYX - Performance Comparison
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APLIX vs. GCPYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
APLIX Cavanal Hill Hedged Income Fund | -5.79% | 16.87% | 10.43% | 5.04% | -1.92% | 7.28% |
GCPYX Gateway Equity Call Premium Fund | -2.97% | 12.59% | 18.15% | 17.59% | -11.48% | 19.53% |
Returns By Period
In the year-to-date period, APLIX achieves a -5.79% return, which is significantly lower than GCPYX's -2.97% return.
APLIX
- 1D
- -0.16%
- 1M
- -6.42%
- YTD
- -5.79%
- 6M
- -4.54%
- 1Y
- 13.11%
- 3Y*
- 8.35%
- 5Y*
- 5.21%
- 10Y*
- —
GCPYX
- 1D
- 2.61%
- 1M
- -4.04%
- YTD
- -2.97%
- 6M
- 1.12%
- 1Y
- 12.53%
- 3Y*
- 12.75%
- 5Y*
- 8.59%
- 10Y*
- 8.87%
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APLIX vs. GCPYX - Expense Ratio Comparison
APLIX has a 1.35% expense ratio, which is higher than GCPYX's 0.68% expense ratio.
Return for Risk
APLIX vs. GCPYX — Risk / Return Rank
APLIX
GCPYX
APLIX vs. GCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cavanal Hill Hedged Income Fund (APLIX) and Gateway Equity Call Premium Fund (GCPYX). 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.
| APLIX | GCPYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.99 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.62 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.44 | +0.74 |
Martin ratioReturn relative to average drawdown | 5.12 | 1.68 | +3.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| APLIX | GCPYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.99 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.73 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.67 | -0.10 |
Correlation
The correlation between APLIX and GCPYX is 0.69, 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
APLIX vs. GCPYX - Dividend Comparison
APLIX's dividend yield for the trailing twelve months is around 0.22%, less than GCPYX's 0.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APLIX Cavanal Hill Hedged Income Fund | 0.22% | 0.40% | 0.84% | 2.06% | 2.09% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GCPYX Gateway Equity Call Premium Fund | 0.45% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
Drawdowns
APLIX vs. GCPYX - Drawdown Comparison
The maximum APLIX drawdown since its inception was -14.52%, smaller than the maximum GCPYX drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for APLIX and GCPYX.
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Drawdown Indicators
| APLIX | GCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -25.24% | +10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -10.62% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -14.52% | -18.33% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.24% | — |
Current DrawdownCurrent decline from peak | -7.93% | -4.59% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -2.85% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 4.04% | -1.74% |
Volatility
APLIX vs. GCPYX - Volatility Comparison
The current volatility for Cavanal Hill Hedged Income Fund (APLIX) is 3.33%, while Gateway Equity Call Premium Fund (GCPYX) has a volatility of 4.37%. This indicates that APLIX experiences smaller price fluctuations and is considered to be less risky than GCPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APLIX | GCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 4.37% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 7.40% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 15.89% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.18% | 12.31% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.13% | 12.45% | -2.32% |