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GTEYX vs. NEFLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEYX vs. NEFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gateway Fund Class Y Shares (GTEYX) and Loomis Sayles Limited Term Government And Agency Fund (NEFLX). The values are adjusted to include any dividend payments, if applicable.

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GTEYX vs. NEFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTEYX
Gateway Fund Class Y Shares
-3.04%10.28%15.82%14.70%-11.84%11.49%7.19%11.12%-4.17%9.93%
NEFLX
Loomis Sayles Limited Term Government And Agency Fund
-0.02%5.01%3.14%4.19%-4.74%-1.25%3.19%3.14%1.14%0.84%

Returns By Period

In the year-to-date period, GTEYX achieves a -3.04% return, which is significantly lower than NEFLX's -0.02% return. Over the past 10 years, GTEYX has outperformed NEFLX with an annualized return of 6.38%, while NEFLX has yielded a comparatively lower 1.40% annualized 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%

NEFLX

1D
0.00%
1M
-0.73%
YTD
-0.02%
6M
0.85%
1Y
3.12%
3Y*
3.46%
5Y*
1.31%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEYX vs. NEFLX - Expense Ratio Comparison

GTEYX has a 0.70% expense ratio, which is higher than NEFLX's 0.69% expense ratio.


Return for Risk

GTEYX vs. NEFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTEYX
GTEYX Risk / Return Rank: 3838
Overall Rank
GTEYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GTEYX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GTEYX Omega Ratio Rank: 5959
Omega Ratio Rank
GTEYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GTEYX Martin Ratio Rank: 1313
Martin Ratio Rank

NEFLX
NEFLX Risk / Return Rank: 9090
Overall Rank
NEFLX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NEFLX Sortino Ratio Rank: 9090
Sortino Ratio Rank
NEFLX Omega Ratio Rank: 8484
Omega Ratio Rank
NEFLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
NEFLX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTEYX vs. NEFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Fund Class Y Shares (GTEYX) and Loomis Sayles Limited Term Government And Agency Fund (NEFLX). 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.


GTEYXNEFLXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.70

-0.71

Sortino ratio

Return per unit of downside risk

1.61

2.71

-1.10

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

0.41

4.30

-3.89

Martin ratio

Return relative to average drawdown

1.55

14.07

-12.52

GTEYX vs. NEFLX - Sharpe Ratio Comparison

The current GTEYX Sharpe Ratio is 0.98, which is lower than the NEFLX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of GTEYX and NEFLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTEYXNEFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.70

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.56

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.72

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.35

-0.69

Correlation

The correlation between GTEYX and NEFLX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GTEYX vs. NEFLX - Dividend Comparison

GTEYX's dividend yield for the trailing twelve months is around 0.38%, less than NEFLX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
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%
NEFLX
Loomis Sayles Limited Term Government And Agency Fund
2.90%3.21%3.18%2.96%1.26%0.59%1.12%2.02%1.92%1.73%1.50%1.54%

Drawdowns

GTEYX vs. NEFLX - Drawdown Comparison

The maximum GTEYX drawdown since its inception was -16.58%, which is greater than NEFLX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for GTEYX and NEFLX.


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Drawdown Indicators


GTEYXNEFLXDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-7.37%

-9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-1.19%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-7.21%

-9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.25%

-7.37%

-8.88%

Current Drawdown

Current decline from peak

-4.37%

-0.82%

-3.55%

Average Drawdown

Average peak-to-trough decline

-2.08%

-0.88%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.36%

+2.64%

Volatility

GTEYX vs. NEFLX - Volatility Comparison

Gateway Fund Class Y Shares (GTEYX) has a higher volatility of 2.99% compared to Loomis Sayles Limited Term Government And Agency Fund (NEFLX) at 0.73%. This indicates that GTEYX's price experiences larger fluctuations and is considered to be riskier than NEFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEYXNEFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

0.73%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

5.86%

1.39%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

2.32%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

2.45%

+7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

1.98%

+6.89%