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GATEX vs. GAFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GATEX vs. GAFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gateway Fund (GATEX) and AlphaSimplex Global Alternatives Fund (GAFYX). The values are adjusted to include any dividend payments, if applicable.

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GATEX vs. GAFYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GATEX
Gateway Fund
-3.07%10.07%15.55%14.43%-12.06%11.24%6.92%10.84%-4.39%9.66%
GAFYX
AlphaSimplex Global Alternatives Fund
1.74%6.68%9.66%3.77%-0.49%1.29%-2.12%10.49%-6.21%11.12%

Returns By Period

In the year-to-date period, GATEX achieves a -3.07% return, which is significantly lower than GAFYX's 1.74% return. Over the past 10 years, GATEX has outperformed GAFYX with an annualized return of 6.13%, while GAFYX has yielded a comparatively lower 3.91% annualized return.


GATEX

1D
1.73%
1M
-3.64%
YTD
-3.07%
6M
-0.69%
1Y
9.62%
3Y*
10.30%
5Y*
5.86%
10Y*
6.13%

GAFYX

1D
1.56%
1M
-3.39%
YTD
1.74%
6M
2.63%
1Y
8.33%
3Y*
6.80%
5Y*
4.67%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GATEX vs. GAFYX - Expense Ratio Comparison

GATEX has a 0.93% expense ratio, which is lower than GAFYX's 1.24% expense ratio.


Return for Risk

GATEX vs. GAFYX — Risk / Return Rank

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

GATEX
GATEX Risk / Return Rank: 3737
Overall Rank
GATEX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GATEX Sortino Ratio Rank: 5757
Sortino Ratio Rank
GATEX Omega Ratio Rank: 5757
Omega Ratio Rank
GATEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GATEX Martin Ratio Rank: 1313
Martin Ratio Rank

GAFYX
GAFYX Risk / Return Rank: 4848
Overall Rank
GAFYX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GAFYX Sortino Ratio Rank: 4444
Sortino Ratio Rank
GAFYX Omega Ratio Rank: 4848
Omega Ratio Rank
GAFYX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GAFYX Martin Ratio Rank: 5252
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.

GATEX vs. GAFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Fund (GATEX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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.


GATEXGAFYXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.03

-0.06

Sortino ratio

Return per unit of downside risk

1.60

1.39

+0.20

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

0.38

1.28

-0.90

Martin ratio

Return relative to average drawdown

1.46

5.42

-3.96

GATEX vs. GAFYX - Sharpe Ratio Comparison

The current GATEX Sharpe Ratio is 0.97, which is comparable to the GAFYX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of GATEX and GAFYX, 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


GATEXGAFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.03

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.66

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.59

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.48

+0.03

Correlation

The correlation between GATEX and GAFYX is 0.64, 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

GATEX vs. GAFYX - Dividend Comparison

GATEX's dividend yield for the trailing twelve months is around 0.19%, while GAFYX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GATEX
Gateway Fund
0.19%0.22%0.42%0.67%0.63%0.43%0.83%1.09%1.15%1.01%1.36%1.84%
GAFYX
AlphaSimplex Global Alternatives Fund
0.00%0.00%0.00%5.24%9.57%0.00%2.57%1.16%1.37%0.74%0.00%3.53%

Drawdowns

GATEX vs. GAFYX - Drawdown Comparison

The maximum GATEX drawdown since its inception was -29.74%, which is greater than GAFYX's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for GATEX and GAFYX.


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Drawdown Indicators


GATEXGAFYXDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-19.49%

-10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-6.74%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-9.74%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-16.39%

-13.26%

-3.13%

Current Drawdown

Current decline from peak

-4.38%

-3.70%

-0.68%

Average Drawdown

Average peak-to-trough decline

-3.91%

-4.67%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.59%

+1.44%

Volatility

GATEX vs. GAFYX - Volatility Comparison

The current volatility for Gateway Fund (GATEX) is 2.91%, while AlphaSimplex Global Alternatives Fund (GAFYX) has a volatility of 3.45%. This indicates that GATEX experiences smaller price fluctuations and is considered to be less risky than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GATEXGAFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.45%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

6.08%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

8.46%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

7.09%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.88%

6.68%

+2.20%