GCPYX vs. JHQTX
Compare and contrast key facts about Gateway Equity Call Premium Fund (GCPYX) and JPMorgan Hedged Equity 3 Fund (JHQTX).
GCPYX is managed by Natixis. It was launched on Sep 29, 2014. JHQTX is managed by JPMorgan. It was launched on Feb 25, 2021.
Performance
GCPYX vs. JHQTX - Performance Comparison
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GCPYX vs. JHQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | -2.97% | 12.59% | 18.15% | 17.59% | -11.48% | 17.52% |
JHQTX JPMorgan Hedged Equity 3 Fund | -3.00% | 9.32% | 16.76% | 18.60% | -14.49% | 13.16% |
Returns By Period
The year-to-date returns for both stocks are quite close, with GCPYX having a -2.97% return and JHQTX slightly lower at -3.00%.
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%
JHQTX
- 1D
- 1.50%
- 1M
- -2.96%
- YTD
- -3.00%
- 6M
- -0.33%
- 1Y
- 9.68%
- 3Y*
- 12.41%
- 5Y*
- 6.59%
- 10Y*
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GCPYX vs. JHQTX - Expense Ratio Comparison
GCPYX has a 0.68% expense ratio, which is higher than JHQTX's 0.60% expense ratio.
Return for Risk
GCPYX vs. JHQTX — Risk / Return Rank
GCPYX
JHQTX
GCPYX vs. JHQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and JPMorgan Hedged Equity 3 Fund (JHQTX). 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 | JHQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.07 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.60 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.71 | -1.27 |
Martin ratioReturn relative to average drawdown | 1.68 | 6.76 | -5.08 |
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 | JHQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.07 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.68 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.74 | -0.07 |
Correlation
The correlation between GCPYX and JHQTX is 0.86, 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
GCPYX vs. JHQTX - Dividend Comparison
GCPYX's dividend yield for the trailing twelve months is around 0.45%, less than JHQTX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JHQTX JPMorgan Hedged Equity 3 Fund | 0.51% | 0.50% | 0.70% | 0.94% | 1.99% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GCPYX vs. JHQTX - Drawdown Comparison
The maximum GCPYX drawdown since its inception was -25.24%, which is greater than JHQTX's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for GCPYX and JHQTX.
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Drawdown Indicators
| GCPYX | JHQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.24% | -18.72% | -6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -5.98% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.33% | -18.72% | +0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -4.59% | -4.37% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -4.25% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.51% | +2.53% |
Volatility
GCPYX vs. JHQTX - Volatility Comparison
Gateway Equity Call Premium Fund (GCPYX) has a higher volatility of 4.37% compared to JPMorgan Hedged Equity 3 Fund (JHQTX) at 2.92%. This indicates that GCPYX's price experiences larger fluctuations and is considered to be riskier than JHQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCPYX | JHQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 2.92% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 5.80% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 9.50% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 9.69% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 9.66% | +2.79% |