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GCPYX vs. ETB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCPYX vs. ETB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gateway Equity Call Premium Fund (GCPYX) and Eaton Vance Tax-Managed Buy-Write Income Fund (ETB). The values are adjusted to include any dividend payments, if applicable.

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GCPYX vs. ETB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCPYX
Gateway Equity Call Premium Fund
-2.97%12.59%18.15%17.59%-11.48%19.28%8.38%16.67%-5.37%12.22%
ETB
Eaton Vance Tax-Managed Buy-Write Income Fund
-1.63%11.16%26.22%7.50%-16.59%23.68%0.43%32.40%-12.75%9.52%

Returns By Period

In the year-to-date period, GCPYX achieves a -2.97% return, which is significantly lower than ETB's -1.63% return. Over the past 10 years, GCPYX has outperformed ETB with an annualized return of 8.87%, while ETB has yielded a comparatively lower 7.69% annualized return.


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%

ETB

1D
2.01%
1M
-4.23%
YTD
-1.63%
6M
2.15%
1Y
17.03%
3Y*
13.55%
5Y*
7.37%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCPYX vs. ETB - Expense Ratio Comparison

GCPYX has a 0.68% expense ratio, which is higher than ETB's 0.01% expense ratio.


Return for Risk

GCPYX vs. ETB — Risk / Return Rank

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

GCPYX
GCPYX Risk / Return Rank: 3737
Overall Rank
GCPYX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GCPYX Sortino Ratio Rank: 5656
Sortino Ratio Rank
GCPYX Omega Ratio Rank: 6161
Omega Ratio Rank
GCPYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GCPYX Martin Ratio Rank: 1414
Martin Ratio Rank

ETB
ETB Risk / Return Rank: 4949
Overall Rank
ETB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ETB Sortino Ratio Rank: 4343
Sortino Ratio Rank
ETB Omega Ratio Rank: 5252
Omega Ratio Rank
ETB Calmar Ratio Rank: 4343
Calmar Ratio Rank
ETB Martin Ratio Rank: 6363
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.

GCPYX vs. ETB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and Eaton Vance Tax-Managed Buy-Write Income Fund (ETB). 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.


GCPYXETBDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.99

+0.01

Sortino ratio

Return per unit of downside risk

1.62

1.47

+0.14

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

0.44

1.39

-0.95

Martin ratio

Return relative to average drawdown

1.68

7.19

-5.51

GCPYX vs. ETB - Sharpe Ratio Comparison

The current GCPYX Sharpe Ratio is 0.99, which is comparable to the ETB Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GCPYX and ETB, 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


GCPYXETBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.99

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.46

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.43

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.39

+0.28

Correlation

The correlation between GCPYX and ETB is 0.58, 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. ETB - Dividend Comparison

GCPYX's dividend yield for the trailing twelve months is around 0.45%, less than ETB's 8.63% yield.


TTM20252024202320222021202020192018201720162015
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%
ETB
Eaton Vance Tax-Managed Buy-Write Income Fund
8.63%8.31%8.21%8.62%9.63%7.57%8.64%7.90%9.64%7.75%7.85%7.77%

Drawdowns

GCPYX vs. ETB - Drawdown Comparison

The maximum GCPYX drawdown since its inception was -25.24%, smaller than the maximum ETB drawdown of -51.09%. Use the drawdown chart below to compare losses from any high point for GCPYX and ETB.


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Drawdown Indicators


GCPYXETBDifference

Max Drawdown

Largest peak-to-trough decline

-25.24%

-51.09%

+25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-12.64%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.33%

-23.43%

+5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-25.24%

-45.08%

+19.84%

Current Drawdown

Current decline from peak

-4.59%

-4.42%

-0.17%

Average Drawdown

Average peak-to-trough decline

-2.85%

-6.76%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.44%

+1.60%

Volatility

GCPYX vs. ETB - Volatility Comparison

The current volatility for Gateway Equity Call Premium Fund (GCPYX) is 4.37%, while Eaton Vance Tax-Managed Buy-Write Income Fund (ETB) has a volatility of 6.23%. This indicates that GCPYX experiences smaller price fluctuations and is considered to be less risky than ETB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCPYXETBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

6.23%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

9.24%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

17.37%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

16.23%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

18.02%

-5.57%