GTEYX vs. EIVPX
Compare and contrast key facts about Gateway Fund Class Y Shares (GTEYX) and Parametric Volatility Risk Premium - Defensive Fund (EIVPX).
GTEYX is managed by Natixis. EIVPX is managed by Eaton Vance. It was launched on Feb 8, 2017.
Performance
GTEYX vs. EIVPX - Performance Comparison
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GTEYX vs. EIVPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | -3.04% | 10.28% | 15.82% | 14.70% | -11.84% | 11.49% | 7.19% | 11.12% | -4.17% | 7.84% |
EIVPX Parametric Volatility Risk Premium - Defensive Fund | -0.30% | 12.90% | 16.45% | 16.83% | -8.64% | 17.96% | 4.74% | 15.46% | -2.80% | 8.71% |
Returns By Period
In the year-to-date period, GTEYX achieves a -3.04% return, which is significantly lower than EIVPX's -0.30% return.
GTEYX
- 1D
- 1.71%
- 1M
- -3.62%
- YTD
- -3.04%
- 6M
- -0.59%
- 1Y
- 9.81%
- 3Y*
- 10.54%
- 5Y*
- 6.10%
- 10Y*
- 6.38%
EIVPX
- 1D
- 1.77%
- 1M
- -1.82%
- YTD
- -0.30%
- 6M
- 2.89%
- 1Y
- 14.12%
- 3Y*
- 13.23%
- 5Y*
- 9.33%
- 10Y*
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GTEYX vs. EIVPX - Expense Ratio Comparison
GTEYX has a 0.70% expense ratio, which is higher than EIVPX's 0.47% expense ratio.
Return for Risk
GTEYX vs. EIVPX — Risk / Return Rank
GTEYX
EIVPX
GTEYX vs. EIVPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Fund Class Y Shares (GTEYX) and Parametric Volatility Risk Premium - Defensive Fund (EIVPX). 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.
| GTEYX | EIVPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.24 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.84 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.63 | -1.23 |
Martin ratioReturn relative to average drawdown | 1.55 | 10.84 | -9.29 |
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
| GTEYX | EIVPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.24 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.95 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.72 | -0.06 |
Correlation
The correlation between GTEYX and EIVPX is 0.90, 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
GTEYX vs. EIVPX - Dividend Comparison
GTEYX's dividend yield for the trailing twelve months is around 0.38%, less than EIVPX's 4.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | 0.38% | 0.39% | 0.65% | 0.90% | 0.89% | 0.66% | 1.06% | 1.32% | 1.41% | 1.24% | 1.60% | 2.09% |
EIVPX Parametric Volatility Risk Premium - Defensive Fund | 4.03% | 4.01% | 2.67% | 5.09% | 7.95% | 1.22% | 0.75% | 1.23% | 1.24% | 0.53% | 0.00% | 0.00% |
Drawdowns
GTEYX vs. EIVPX - Drawdown Comparison
The maximum GTEYX drawdown since its inception was -16.58%, smaller than the maximum EIVPX drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for GTEYX and EIVPX.
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Drawdown Indicators
| GTEYX | EIVPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -26.67% | +10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -9.11% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.25% | -14.07% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -16.25% | — | — |
Current DrawdownCurrent decline from peak | -4.37% | -2.11% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -2.51% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.37% | +1.63% |
Volatility
GTEYX vs. EIVPX - Volatility Comparison
The current volatility for Gateway Fund Class Y Shares (GTEYX) is 2.99%, while Parametric Volatility Risk Premium - Defensive Fund (EIVPX) has a volatility of 3.21%. This indicates that GTEYX experiences smaller price fluctuations and is considered to be less risky than EIVPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTEYX | EIVPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.21% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.86% | 5.57% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 11.64% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.56% | 9.84% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 11.90% | -3.03% |