GCPYX vs. APLIX
Compare and contrast key facts about Gateway Equity Call Premium Fund (GCPYX) and Cavanal Hill Hedged Income Fund (APLIX).
GCPYX is managed by Natixis. It was launched on Sep 29, 2014. APLIX is managed by Cavanal Hill funds. It was launched on Dec 27, 2020.
Performance
GCPYX vs. APLIX - Performance Comparison
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GCPYX vs. APLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | -5.43% | 12.59% | 18.15% | 17.59% | -11.48% | 19.53% |
APLIX Cavanal Hill Hedged Income Fund | -5.79% | 16.87% | 10.43% | 5.04% | -1.92% | 7.28% |
Returns By Period
In the year-to-date period, GCPYX achieves a -5.43% return, which is significantly higher than APLIX's -5.79% return.
GCPYX
- 1D
- -0.33%
- 1M
- -6.61%
- YTD
- -5.43%
- 6M
- -1.26%
- 1Y
- 9.95%
- 3Y*
- 11.78%
- 5Y*
- 8.16%
- 10Y*
- 8.59%
APLIX
- 1D
- -0.16%
- 1M
- -6.21%
- YTD
- -5.79%
- 6M
- -4.40%
- 1Y
- 13.32%
- 3Y*
- 8.35%
- 5Y*
- 5.21%
- 10Y*
- —
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GCPYX vs. APLIX - Expense Ratio Comparison
GCPYX has a 0.68% expense ratio, which is lower than APLIX's 1.35% expense ratio.
Return for Risk
GCPYX vs. APLIX — Risk / Return Rank
GCPYX
APLIX
GCPYX vs. APLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and Cavanal Hill Hedged Income Fund (APLIX). 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.
| GCPYX | APLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.00 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.48 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.18 | -0.92 |
Martin ratioReturn relative to average drawdown | 1.01 | 5.12 | -4.11 |
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
| GCPYX | APLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.00 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.51 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.58 | +0.08 |
Correlation
The correlation between GCPYX and APLIX 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
GCPYX vs. APLIX - Dividend Comparison
GCPYX's dividend yield for the trailing twelve months is around 0.46%, more than APLIX's 0.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | 0.46% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
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% |
Drawdowns
GCPYX vs. APLIX - Drawdown Comparison
The maximum GCPYX drawdown since its inception was -25.24%, which is greater than APLIX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for GCPYX and APLIX.
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Drawdown Indicators
| GCPYX | APLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.24% | -14.52% | -10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.76% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.33% | -14.52% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -7.02% | -7.93% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -2.29% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.30% | +1.73% |
Volatility
GCPYX vs. APLIX - Volatility Comparison
Gateway Equity Call Premium Fund (GCPYX) and Cavanal Hill Hedged Income Fund (APLIX) have volatilities of 3.39% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCPYX | APLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.33% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 7.51% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 14.24% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.25% | 10.18% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 10.13% | +2.29% |