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GCPYX vs. LSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCPYX vs. LSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gateway Equity Call Premium Fund (GCPYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). The values are adjusted to include any dividend payments, if applicable.

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GCPYX vs. LSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCPYX
Gateway Equity Call Premium Fund
-5.43%12.59%18.15%17.59%-11.48%19.28%8.38%16.67%-5.37%12.22%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-1.33%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%

Returns By Period

In the year-to-date period, GCPYX achieves a -5.43% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, GCPYX has outperformed LSIIX with an annualized return of 8.59%, while LSIIX has yielded a comparatively lower 3.12% annualized 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%

LSIIX

1D
0.10%
1M
-2.89%
YTD
-1.33%
6M
-0.93%
1Y
1.92%
3Y*
3.71%
5Y*
0.80%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCPYX vs. LSIIX - Expense Ratio Comparison

GCPYX has a 0.68% expense ratio, which is higher than LSIIX's 0.54% expense ratio.


Return for Risk

GCPYX vs. LSIIX — Risk / Return Rank

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

GCPYX
GCPYX Risk / Return Rank: 2525
Overall Rank
GCPYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GCPYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GCPYX Omega Ratio Rank: 4040
Omega Ratio Rank
GCPYX Calmar Ratio Rank: 1111
Calmar Ratio Rank
GCPYX Martin Ratio Rank: 1212
Martin Ratio Rank

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
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. LSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.


GCPYXLSIIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.57

+0.13

Sortino ratio

Return per unit of downside risk

1.17

0.80

+0.37

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

0.26

1.33

-1.06

Martin ratio

Return relative to average drawdown

1.01

4.39

-3.38

GCPYX vs. LSIIX - Sharpe Ratio Comparison

The current GCPYX Sharpe Ratio is 0.70, which is comparable to the LSIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of GCPYX and LSIIX, 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


GCPYXLSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.57

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.16

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.71

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.14

-0.48

Correlation

The correlation between GCPYX and LSIIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GCPYX vs. LSIIX - Dividend Comparison

GCPYX's dividend yield for the trailing twelve months is around 0.46%, less than LSIIX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
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%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
2.97%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%

Drawdowns

GCPYX vs. LSIIX - Drawdown Comparison

The maximum GCPYX drawdown since its inception was -25.24%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for GCPYX and LSIIX.


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Drawdown Indicators


GCPYXLSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.24%

-20.77%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-3.23%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.33%

-15.62%

-2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-25.24%

-15.62%

-9.62%

Current Drawdown

Current decline from peak

-7.02%

-2.89%

-4.13%

Average Drawdown

Average peak-to-trough decline

-2.85%

-2.42%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

0.98%

+3.05%

Volatility

GCPYX vs. LSIIX - Volatility Comparison

Gateway Equity Call Premium Fund (GCPYX) has a higher volatility of 3.39% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that GCPYX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCPYXLSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

1.36%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

2.75%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

4.75%

+10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.25%

5.23%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

4.51%

+7.91%