GTEYX vs. SDRIX
Compare and contrast key facts about Gateway Fund Class Y Shares (GTEYX) and Swan Defined Risk Fund (SDRIX).
GTEYX is managed by Natixis. SDRIX is managed by Swan. It was launched on Jul 29, 2012.
Performance
GTEYX vs. SDRIX - Performance Comparison
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GTEYX vs. SDRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | -4.67% | 10.28% | 15.82% | 14.70% | -11.84% | 11.49% | 7.19% | 11.12% | -4.17% | 9.93% |
SDRIX Swan Defined Risk Fund | -4.20% | 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, GTEYX achieves a -4.67% return, which is significantly lower than SDRIX's -4.20% return. Over the past 10 years, GTEYX has outperformed SDRIX with an annualized return of 6.20%, while SDRIX has yielded a comparatively lower 4.94% annualized return.
GTEYX
- 1D
- -0.43%
- 1M
- -5.30%
- YTD
- -4.67%
- 6M
- -2.28%
- 1Y
- 8.18%
- 3Y*
- 9.92%
- 5Y*
- 5.86%
- 10Y*
- 6.20%
SDRIX
- 1D
- 0.00%
- 1M
- -4.91%
- YTD
- -4.20%
- 6M
- -2.28%
- 1Y
- 7.45%
- 3Y*
- 6.80%
- 5Y*
- 4.29%
- 10Y*
- 4.94%
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GTEYX vs. SDRIX - Expense Ratio Comparison
GTEYX has a 0.70% expense ratio, which is lower than SDRIX's 1.18% expense ratio.
Return for Risk
GTEYX vs. SDRIX — Risk / Return Rank
GTEYX
SDRIX
GTEYX vs. SDRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gateway Fund Class Y Shares (GTEYX) 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.
| GTEYX | SDRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.92 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.29 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.34 | -1.09 |
Martin ratioReturn relative to average drawdown | 0.97 | 5.59 | -4.62 |
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 | SDRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.92 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.51 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.53 | +0.12 |
Correlation
The correlation between GTEYX 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
GTEYX vs. SDRIX - Dividend Comparison
GTEYX's dividend yield for the trailing twelve months is around 0.38%, less than SDRIX's 11.01% 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% |
SDRIX Swan Defined Risk Fund | 11.01% | 10.55% | 0.00% | 12.37% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.76% | 1.42% | 0.78% |
Drawdowns
GTEYX vs. SDRIX - Drawdown Comparison
The maximum GTEYX drawdown since its inception was -16.58%, smaller than the maximum SDRIX drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for GTEYX and SDRIX.
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Drawdown Indicators
| GTEYX | SDRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -20.69% | +4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -5.34% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.25% | -17.67% | +1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -16.25% | -20.69% | +4.44% |
Current DrawdownCurrent decline from peak | -5.98% | -5.29% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -3.59% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.28% | +1.71% |
Volatility
GTEYX vs. SDRIX - Volatility Comparison
The current volatility for Gateway Fund Class Y Shares (GTEYX) is 2.40%, while Swan Defined Risk Fund (SDRIX) has a volatility of 2.98%. This indicates that GTEYX experiences smaller price fluctuations and is considered to be less risky than SDRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTEYX | SDRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.98% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.61% | 5.61% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 8.63% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.53% | 9.57% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 9.66% | -0.80% |