GTSOX vs. GTEYX
Compare and contrast key facts about Glenmede Secured Options Portfolio (GTSOX) and Gateway Fund Class Y Shares (GTEYX).
GTSOX is managed by Glenmede. It was launched on Jun 29, 2010. GTEYX is managed by Natixis.
Performance
GTSOX vs. GTEYX - Performance Comparison
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GTSOX vs. GTEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
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% |
Returns By Period
In the year-to-date period, GTSOX achieves a -0.07% return, which is significantly higher than GTEYX's -3.04% return. Over the past 10 years, GTSOX has outperformed GTEYX with an annualized return of 7.13%, while GTEYX has yielded a comparatively lower 6.38% annualized return.
GTSOX
- 1D
- 2.70%
- 1M
- -2.07%
- YTD
- -0.07%
- 6M
- 2.52%
- 1Y
- 10.07%
- 3Y*
- 9.75%
- 5Y*
- 6.60%
- 10Y*
- 7.13%
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%
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GTSOX vs. GTEYX - Expense Ratio Comparison
GTSOX has a 0.85% expense ratio, which is higher than GTEYX's 0.70% expense ratio.
Return for Risk
GTSOX vs. GTEYX — Risk / Return Rank
GTSOX
GTEYX
GTSOX vs. GTEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Secured Options Portfolio (GTSOX) and Gateway Fund Class Y Shares (GTEYX). 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.
| GTSOX | GTEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.98 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.61 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.41 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.59 | 1.55 | +4.04 |
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
| GTSOX | GTEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.67 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.73 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.66 | -0.10 |
Correlation
The correlation between GTSOX and GTEYX 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
GTSOX vs. GTEYX - Dividend Comparison
GTSOX's dividend yield for the trailing twelve months is around 7.47%, more than GTEYX's 0.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSOX Glenmede Secured Options Portfolio | 7.47% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
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% |
Drawdowns
GTSOX vs. GTEYX - Drawdown Comparison
The maximum GTSOX drawdown since its inception was -29.21%, which is greater than GTEYX's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for GTSOX and GTEYX.
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Drawdown Indicators
| GTSOX | GTEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.21% | -16.58% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -7.04% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -16.25% | -5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -16.25% | -12.96% |
Current DrawdownCurrent decline from peak | -4.17% | -4.37% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -2.08% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 3.00% | -1.23% |
Volatility
GTSOX vs. GTEYX - Volatility Comparison
Glenmede Secured Options Portfolio (GTSOX) has a higher volatility of 4.30% compared to Gateway Fund Class Y Shares (GTEYX) at 2.99%. This indicates that GTSOX's price experiences larger fluctuations and is considered to be riskier than GTEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTSOX | GTEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.99% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.95% | 5.86% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 12.50% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 9.56% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 8.87% | +4.57% |