GTEYX vs. LSIIX
GTEYX (Gateway Fund Class Y Shares) and LSIIX (Loomis Sayles Investment Grade Bond Fund Class Y) are both mutual funds - GTEYX is a Options Trading fund managed by Natixis, while LSIIX is a Total Bond Market fund managed by Natixis. Over the past 10 years, GTEYX returned 7.01%/yr vs 3.09%/yr for LSIIX. At a 0.20 correlation, their price movements are largely independent. GTEYX charges 0.70%/yr vs 0.54%/yr for LSIIX.
Performance
GTEYX vs. LSIIX - Performance Comparison
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Returns By Period
In the year-to-date period, GTEYX achieves a 4.50% return, which is significantly higher than LSIIX's 0.46% return. Over the past 10 years, GTEYX has outperformed LSIIX with an annualized return of 7.01%, while LSIIX has yielded a comparatively lower 3.09% annualized return.
GTEYX
- 1D
- 0.76%
- 1M
- 0.49%
- YTD
- 4.50%
- 6M
- 4.31%
- 1Y
- 14.02%
- 3Y*
- 11.49%
- 5Y*
- 7.30%
- 10Y*
- 7.01%
LSIIX
- 1D
- 0.21%
- 1M
- 0.94%
- YTD
- 0.46%
- 6M
- 0.56%
- 1Y
- 3.36%
- 3Y*
- 4.56%
- 5Y*
- 0.83%
- 10Y*
- 3.09%
GTEYX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | 4.50% | 10.28% | 15.82% | 14.70% | -11.84% | 11.49% | 7.19% | 11.12% | -4.17% | 9.93% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 0.46% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Correlation
The correlation between GTEYX and LSIIX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.20 |
The correlation between GTEYX and LSIIX shifts across timeframes, from 0.15 (10 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GTEYX vs. LSIIX — Risk / Return Rank
GTEYX
LSIIX
GTEYX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Fund Class Y Shares (GTEYX) 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.
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.
| GTEYX | LSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.18 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 1.34 | +1.49 |
| Martin ratioReturn relative to average drawdown | 13.17 | 3.69 | +9.48 |
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Drawdowns
GTEYX vs. LSIIX - Drawdown Comparison
The maximum GTEYX drawdown since its inception was -16.58%, smaller than the maximum LSIIX drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for GTEYX and LSIIX.
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Drawdown Indicators
| GTEYX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -20.77% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.98% | -2.99% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.48% | -5.45% | -6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -16.25% | -15.62% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -16.25% | -15.62% | -0.63% |
Current DrawdownCurrent decline from peak | -0.43% | -1.13% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -2.42% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.03% | +0.15% |
Volatility
GTEYX vs. LSIIX - Volatility Comparison
Gateway Fund Class Y Shares (GTEYX) has a higher volatility of 2.53% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.16%. This indicates that GTEYX'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
| GTEYX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.16% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.06% | 2.89% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.49% | 3.96% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 5.29% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.92% | 4.51% | +4.41% |
GTEYX vs. LSIIX - Expense Ratio Comparison
GTEYX has a 0.70% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Dividends
GTEYX vs. LSIIX - Dividend Comparison
GTEYX's dividend yield for the trailing twelve months is around 0.35%, less than LSIIX's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | 0.35% | 0.39% | 0.65% | 0.90% | 0.89% | 0.66% | 1.06% | 1.32% | 1.41% | 1.24% | 1.60% | 2.09% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 3.53% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Frequently Asked Questions
GTEYX and LSIIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTEYX has higher volatility (2.53%) compared to LSIIX (1.16%). In terms of maximum drawdown, GTEYX dropped -16.58% vs LSIIX's -20.77%.
GTEYX currently has the higher Sharpe Ratio (2.25 vs 1.01), 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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