GATEX vs. LSGGX
GATEX (Gateway Fund) and LSGGX (Loomis Sayles Global Growth Fund) are both mutual funds - GATEX is a Options Trading fund managed by Natixis, while LSGGX is a Global Equities fund managed by Natixis. Over the past 5 years, GATEX returned 6.62%/yr vs 5.30%/yr for LSGGX. Their correlation of 0.83 means they have usually moved in the same direction. GATEX charges 0.93%/yr vs 0.95%/yr for LSGGX.
Performance
GATEX vs. LSGGX - Performance Comparison
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Returns By Period
In the year-to-date period, GATEX achieves a 4.49% return, which is significantly higher than LSGGX's -8.03% return.
GATEX
- 1D
- 0.53%
- 1M
- -0.04%
- 6M
- 3.08%
- YTD
- 4.49%
- 1Y
- 10.54%
- 3Y*
- 10.59%
- 5Y*
- 6.62%
- 10Y*
- 6.67%
- ALL TIME*
- 5.37%
LSGGX
- 1D
- 1.03%
- 1M
- -2.13%
- 6M
- -6.31%
- YTD
- -8.03%
- 1Y
- -4.52%
- 3Y*
- 11.15%
- 5Y*
- 5.30%
- 10Y*
- —
- ALL TIME*
- 12.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GATEX Gateway Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
GATEX vs. LSGGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GATEX Gateway Fund | 4.49% | 10.07% | 15.55% | 14.43% | -12.06% | 11.24% | 6.92% | 10.84% | -4.39% | 9.66% |
LSGGX Loomis Sayles Global Growth Fund | -8.03% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
Correlation
The correlation between GATEX and LSGGX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.84 |
The correlation between GATEX and LSGGX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
GATEX vs. LSGGX — Risk / Return Rank
GATEX
LSGGX
GATEX vs. LSGGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Fund (GATEX) and Loomis Sayles Global Growth Fund (LSGGX). 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.
| GATEX | LSGGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.97 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | -0.25 | +2.30 |
| Martin ratioReturn relative to average drawdown | 9.23 | -0.54 | +9.78 |
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Drawdowns
GATEX vs. LSGGX - Drawdown Comparison
The maximum GATEX drawdown since its inception was -29.74%, smaller than the maximum LSGGX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for GATEX and LSGGX.
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Drawdown Indicators
| GATEX | LSGGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.74% | -37.72% | +7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -21.08% | +15.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.52% | -22.21% | +10.69% |
Max Drawdown (5Y)Largest decline over 5 years | -16.39% | -37.72% | +21.33% |
Max Drawdown (10Y)Largest decline over 10 years | -16.39% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -13.06% | +12.20% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -7.69% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 8.97% | -7.73% |
Volatility
GATEX vs. LSGGX - Volatility Comparison
The current volatility for Gateway Fund (GATEX) is 2.31%, while Loomis Sayles Global Growth Fund (LSGGX) has a volatility of 5.20%. This indicates that GATEX experiences smaller price fluctuations and is considered to be less risky than LSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GATEX | LSGGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 5.20% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 14.58% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.81% | 18.87% | -11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.66% | 22.24% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.93% | 20.54% | -11.61% |
GATEX vs. LSGGX - Expense Ratio Comparison
GATEX has a 0.93% expense ratio, which is lower than LSGGX's 0.95% expense ratio.
Dividends
GATEX vs. LSGGX - Dividend Comparison
GATEX's dividend yield for the trailing twelve months is around 0.12%, less than LSGGX's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GATEX Gateway Fund | 0.12% | 0.22% | 0.42% | 0.67% | 0.63% | 0.43% | 0.83% | 1.09% | 1.15% | 1.01% | 1.36% | 1.84% |
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% | 0.00% | 0.00% |
Frequently Asked Questions
GATEX and LSGGX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.20%) compared to GATEX (2.31%). In terms of maximum drawdown, GATEX dropped -29.74% vs LSGGX's -37.72%.
GATEX currently has the higher Sharpe Ratio (1.58 vs -0.28), 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.
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