GCPYX vs. STTIX
GCPYX (Gateway Equity Call Premium Fund) and STTIX (North SquareTrilogy Alternative Return Fund) are both Options Trading funds. Over the past 10 years, GCPYX returned 9.53%/yr vs 1.69%/yr for STTIX. At a 0.38 correlation, their price movements are largely independent. GCPYX charges 0.68%/yr vs 1.38%/yr for STTIX.
Performance
GCPYX vs. STTIX - Performance Comparison
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Returns By Period
In the year-to-date period, GCPYX achieves a 5.47% return, which is significantly higher than STTIX's 0.21% return. Over the past 10 years, GCPYX has outperformed STTIX with an annualized return of 9.53%, while STTIX has yielded a comparatively lower 1.69% annualized return.
GCPYX
- 1D
- 0.86%
- 1M
- 1.03%
- YTD
- 5.47%
- 6M
- 5.37%
- 1Y
- 19.40%
- 3Y*
- 13.94%
- 5Y*
- 9.83%
- 10Y*
- 9.53%
STTIX
- 1D
- 0.11%
- 1M
- 0.73%
- YTD
- 0.21%
- 6M
- 0.39%
- 1Y
- 3.81%
- 3Y*
- 3.56%
- 5Y*
- 0.34%
- 10Y*
- 1.69%
GCPYX vs. STTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | 5.47% | 12.59% | 18.15% | 17.59% | -11.48% | 19.28% | 8.38% | 16.67% | -5.37% | 12.22% |
STTIX North SquareTrilogy Alternative Return Fund | 0.21% | 6.66% | 5.94% | -1.89% | -10.52% | 4.57% | 7.19% | 3.44% | -6.48% | 4.90% |
Correlation
The correlation between GCPYX and STTIX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.38 |
The correlation between GCPYX and STTIX shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GCPYX vs. STTIX — Risk / Return Rank
GCPYX
STTIX
GCPYX vs. STTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Equity Call Premium Fund (GCPYX) and North SquareTrilogy Alternative Return Fund (STTIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCPYX | STTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.19 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.34 | +2.01 |
| Martin ratioReturn relative to average drawdown | 17.28 | 3.75 | +13.52 |
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Drawdowns
GCPYX vs. STTIX - Drawdown Comparison
The maximum GCPYX drawdown since its inception was -25.24%, which is greater than STTIX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for GCPYX and STTIX.
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Drawdown Indicators
| GCPYX | STTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.24% | -18.71% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -2.86% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.49% | -13.10% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.33% | -18.71% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | -18.71% | -6.53% |
Current DrawdownCurrent decline from peak | -0.08% | -6.20% | +6.12% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -4.74% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.02% | +0.24% |
Volatility
GCPYX vs. STTIX - Volatility Comparison
Gateway Equity Call Premium Fund (GCPYX) has a higher volatility of 3.08% compared to North SquareTrilogy Alternative Return Fund (STTIX) at 0.90%. This indicates that GCPYX's price experiences larger fluctuations and is considered to be riskier than STTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCPYX | STTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.90% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 2.49% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 3.53% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 9.83% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.49% | 7.80% | +4.69% |
GCPYX vs. STTIX - Expense Ratio Comparison
GCPYX has a 0.68% expense ratio, which is lower than STTIX's 1.38% expense ratio.
Dividends
GCPYX vs. STTIX - Dividend Comparison
GCPYX's dividend yield for the trailing twelve months is around 0.41%, less than STTIX's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | 0.41% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
STTIX North SquareTrilogy Alternative Return Fund | 4.68% | 4.26% | 17.39% | 2.10% | 1.03% | 0.49% | 1.02% | 1.68% | 1.73% | 0.96% | 0.99% | 1.07% |
Frequently Asked Questions
GCPYX and STTIX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCPYX has higher volatility (3.08%) compared to STTIX (0.90%). In terms of maximum drawdown, GCPYX dropped -25.24% vs STTIX's -18.71%.
GCPYX currently has the higher Sharpe Ratio (2.55 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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