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GATEX vs. SDRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GATEX vs. SDRIX - Performance Comparison

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

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GATEX vs. SDRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GATEX
Gateway Fund
-4.72%10.07%15.55%14.43%-12.06%11.24%6.92%10.84%-4.39%9.66%
SDRIX
Swan Defined Risk Fund
-4.20%10.72%4.91%12.37%-12.84%17.41%5.25%12.75%-8.85%10.25%

Returns By Period

In the year-to-date period, GATEX achieves a -4.72% return, which is significantly lower than SDRIX's -4.20% return. Over the past 10 years, GATEX has outperformed SDRIX with an annualized return of 5.95%, while SDRIX has yielded a comparatively lower 4.94% annualized return.


GATEX

1D
-0.45%
1M
-5.31%
YTD
-4.72%
6M
-2.40%
1Y
7.97%
3Y*
9.67%
5Y*
5.63%
10Y*
5.95%

SDRIX

1D
0.00%
1M
-4.91%
YTD
-4.20%
6M
-2.28%
1Y
7.45%
3Y*
6.80%
5Y*
4.29%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GATEX vs. SDRIX - Expense Ratio Comparison

GATEX has a 0.93% expense ratio, which is lower than SDRIX's 1.18% expense ratio.


Return for Risk

GATEX vs. SDRIX — Risk / Return Rank

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

GATEX
GATEX Risk / Return Rank: 2626
Overall Rank
GATEX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GATEX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GATEX Omega Ratio Rank: 3939
Omega Ratio Rank
GATEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GATEX Martin Ratio Rank: 1111
Martin Ratio Rank

SDRIX
SDRIX Risk / Return Rank: 4949
Overall Rank
SDRIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SDRIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
SDRIX Omega Ratio Rank: 4343
Omega Ratio Rank
SDRIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SDRIX Martin Ratio Rank: 5858
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. SDRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Fund (GATEX) and Swan Defined Risk Fund (SDRIX). 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.


GATEXSDRIXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.92

-0.21

Sortino ratio

Return per unit of downside risk

1.20

1.29

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

0.23

1.34

-1.11

Martin ratio

Return relative to average drawdown

0.88

5.59

-4.71

GATEX vs. SDRIX - Sharpe Ratio Comparison

The current GATEX Sharpe Ratio is 0.71, which is comparable to the SDRIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GATEX and SDRIX, 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


GATEXSDRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.92

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.45

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.51

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.53

-0.02

Correlation

The correlation between GATEX and SDRIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GATEX vs. SDRIX - Dividend Comparison

GATEX's dividend yield for the trailing twelve months is around 0.20%, less than SDRIX's 11.01% yield.


TTM20252024202320222021202020192018201720162015
GATEX
Gateway Fund
0.20%0.22%0.42%0.67%0.63%0.43%0.83%1.09%1.15%1.01%1.36%1.84%
SDRIX
Swan Defined Risk Fund
11.01%10.55%0.00%12.37%0.00%0.00%0.34%1.21%1.00%0.76%1.42%0.78%

Drawdowns

GATEX vs. SDRIX - Drawdown Comparison

The maximum GATEX drawdown since its inception was -29.74%, which is greater than SDRIX's maximum drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for GATEX and SDRIX.


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Drawdown Indicators


GATEXSDRIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-20.69%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-5.34%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-17.67%

+1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.39%

-20.69%

+4.30%

Current Drawdown

Current decline from peak

-6.01%

-5.29%

-0.72%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.59%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.28%

+1.74%

Volatility

GATEX vs. SDRIX - Volatility Comparison

The current volatility for Gateway Fund (GATEX) is 2.28%, while Swan Defined Risk Fund (SDRIX) has a volatility of 2.98%. This indicates that GATEX experiences smaller price fluctuations and is considered to be less risky than SDRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GATEXSDRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

2.98%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

5.57%

5.61%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

8.63%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.53%

9.57%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

9.66%

-0.80%