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GTEYX vs. SHIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEYX vs. SHIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gateway Fund Class Y Shares (GTEYX) and Catalyst Buffered Shield Fund (SHIIX). The values are adjusted to include any dividend payments, if applicable.

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GTEYX vs. SHIIX - 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%
SHIIX
Catalyst Buffered Shield Fund
-1.47%10.88%13.57%14.03%-18.44%14.15%7.18%20.24%-5.58%14.17%

Returns By Period

In the year-to-date period, GTEYX achieves a -3.04% return, which is significantly lower than SHIIX's -1.47% return. Over the past 10 years, GTEYX has underperformed SHIIX with an annualized return of 6.38%, while SHIIX has yielded a comparatively higher 6.87% 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%

SHIIX

1D
1.71%
1M
-2.28%
YTD
-1.47%
6M
0.41%
1Y
11.57%
3Y*
11.06%
5Y*
4.87%
10Y*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEYX vs. SHIIX - Expense Ratio Comparison

GTEYX has a 0.70% expense ratio, which is lower than SHIIX's 1.23% expense ratio.


Return for Risk

GTEYX vs. SHIIX — 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

SHIIX
SHIIX Risk / Return Rank: 6868
Overall Rank
SHIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SHIIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SHIIX Omega Ratio Rank: 7676
Omega Ratio Rank
SHIIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SHIIX Martin Ratio Rank: 8181
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. SHIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gateway Fund Class Y Shares (GTEYX) and Catalyst Buffered Shield Fund (SHIIX). 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.


GTEYXSHIIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.19

-0.20

Sortino ratio

Return per unit of downside risk

1.61

1.75

-0.14

Omega ratio

Gain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratio

Return relative to maximum drawdown

0.41

1.66

-1.26

Martin ratio

Return relative to average drawdown

1.55

8.91

-7.36

GTEYX vs. SHIIX - Sharpe Ratio Comparison

The current GTEYX Sharpe Ratio is 0.98, which is comparable to the SHIIX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of GTEYX and SHIIX, 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


GTEYXSHIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.19

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.57

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.80

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.79

-0.13

Correlation

The correlation between GTEYX and SHIIX is 0.80, 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. SHIIX - Dividend Comparison

GTEYX's dividend yield for the trailing twelve months is around 0.38%, less than SHIIX's 3.06% 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%
SHIIX
Catalyst Buffered Shield Fund
3.06%3.02%2.94%2.52%0.68%16.99%2.01%6.13%10.13%14.66%0.79%0.00%

Drawdowns

GTEYX vs. SHIIX - Drawdown Comparison

The maximum GTEYX drawdown since its inception was -16.58%, smaller than the maximum SHIIX drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for GTEYX and SHIIX.


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Drawdown Indicators


GTEYXSHIIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-20.20%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-7.44%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-20.20%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-16.25%

-20.20%

+3.95%

Current Drawdown

Current decline from peak

-4.37%

-2.63%

-1.74%

Average Drawdown

Average peak-to-trough decline

-2.08%

-4.18%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.39%

+1.61%

Volatility

GTEYX vs. SHIIX - Volatility Comparison

Gateway Fund Class Y Shares (GTEYX) and Catalyst Buffered Shield Fund (SHIIX) have volatilities of 2.99% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEYXSHIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

3.05%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.86%

4.13%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

10.09%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

8.63%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

8.58%

+0.29%