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GTSOX vs. GTEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSOX vs. GTEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glenmede Secured Options Portfolio (GTSOX) and Gateway Fund Class Y Shares (GTEYX). The values are adjusted to include any dividend payments, if applicable.

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GTSOX vs. GTEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

GTSOX
GTSOX Risk / Return Rank: 4343
Overall Rank
GTSOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GTSOX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GTSOX Omega Ratio Rank: 7777
Omega Ratio Rank
GTSOX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GTSOX Martin Ratio Rank: 5252
Martin Ratio Rank

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
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.

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.


GTSOXGTEYXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.98

-0.22

Sortino ratio

Return per unit of downside risk

1.22

1.61

-0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

0.89

0.41

+0.48

Martin ratio

Return relative to average drawdown

5.59

1.55

+4.04

GTSOX vs. GTEYX - Sharpe Ratio Comparison

The current GTSOX Sharpe Ratio is 0.77, which is comparable to the GTEYX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GTSOX and GTEYX, 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


GTSOXGTEYXDifference

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.


TTM20252024202320222021202020192018201720162015
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


GTSOXGTEYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.17%

-4.37%

+0.20%

Average Drawdown

Average peak-to-trough decline

-2.99%

-2.08%

-0.91%

Ulcer Index

Depth 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


GTSOXGTEYXDifference

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%