GCPYX vs. SDRIX
Compare and contrast key facts about Gateway Equity Call Premium Fund (GCPYX) and Swan Defined Risk Fund (SDRIX).
GCPYX is managed by Natixis. It was launched on Sep 29, 2014. SDRIX is managed by Swan. It was launched on Jul 29, 2012.
Performance
GCPYX vs. SDRIX - Performance Comparison
Loading graphics...
GCPYX vs. SDRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDRIX Swan Defined Risk Fund | -2.71% | 10.72% | 4.91% | 12.37% | -12.84% | 17.41% | 5.25% | 12.75% | -8.85% | 10.25% |
Returns By Period
In the year-to-date period, GCPYX achieves a -2.97% return, which is significantly lower than SDRIX's -2.71% return. Over the past 10 years, GCPYX has outperformed SDRIX with an annualized return of 8.87%, while SDRIX has yielded a comparatively lower 5.10% 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%
SDRIX
- 1D
- 1.55%
- 1M
- -3.43%
- YTD
- -2.71%
- 6M
- -1.14%
- 1Y
- 8.97%
- 3Y*
- 7.35%
- 5Y*
- 4.50%
- 10Y*
- 5.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GCPYX vs. SDRIX - Expense Ratio Comparison
GCPYX has a 0.68% expense ratio, which is lower than SDRIX's 1.18% expense ratio.
Return for Risk
GCPYX vs. SDRIX — Risk / Return Rank
GCPYX
SDRIX
GCPYX vs. SDRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and Swan Defined Risk Fund (SDRIX). 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 | SDRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.05 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.47 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.79 | -1.35 |
Martin ratioReturn relative to average drawdown | 1.68 | 7.35 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GCPYX | SDRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.05 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.47 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.53 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.54 | +0.13 |
Correlation
The correlation between GCPYX and SDRIX is 0.85, 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. SDRIX - Dividend Comparison
GCPYX's dividend yield for the trailing twelve months is around 0.45%, less than SDRIX's 10.84% 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% |
SDRIX Swan Defined Risk Fund | 10.84% | 10.55% | 0.00% | 12.37% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.76% | 1.42% | 0.78% |
Drawdowns
GCPYX vs. SDRIX - Drawdown Comparison
The maximum GCPYX drawdown since its inception was -25.24%, which is greater than SDRIX's maximum drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for GCPYX and SDRIX.
Loading graphics...
Drawdown Indicators
| GCPYX | SDRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.24% | -20.69% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -5.34% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.33% | -17.67% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | -20.69% | -4.55% |
Current DrawdownCurrent decline from peak | -4.59% | -3.82% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -3.59% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.30% | +2.74% |
Volatility
GCPYX vs. SDRIX - Volatility Comparison
Gateway Equity Call Premium Fund (GCPYX) has a higher volatility of 4.37% compared to Swan Defined Risk Fund (SDRIX) at 3.47%. This indicates that GCPYX's price experiences larger fluctuations and is considered to be riskier than SDRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GCPYX | SDRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 3.47% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 5.82% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 8.74% | +7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 9.60% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 9.67% | +2.78% |