GCPYX vs. LSIIX
Compare and contrast key facts about Gateway Equity Call Premium Fund (GCPYX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
GCPYX is managed by Natixis. It was launched on Sep 29, 2014. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
GCPYX vs. LSIIX - Performance Comparison
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GCPYX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
GCPYX
LSIIX
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.
| GCPYX | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.57 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.80 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 1.33 | -1.06 |
Martin ratioReturn relative to average drawdown | 1.01 | 4.39 | -3.38 |
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 | LSIIX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| GCPYX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.02% | -2.89% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -2.42% | -0.43% |
Ulcer IndexDepth 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
| GCPYX | LSIIX | Difference | |
|---|---|---|---|
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% |