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HMXIX vs. GCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMXIX vs. GCPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaCentric Premium Opportunity Fund (HMXIX) and Gateway Equity Call Premium Fund (GCPYX). The values are adjusted to include any dividend payments, if applicable.

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HMXIX vs. GCPYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMXIX
AlphaCentric Premium Opportunity Fund
-5.46%8.73%8.86%13.36%-10.62%7.82%27.93%16.54%-5.61%2.71%
GCPYX
Gateway Equity Call Premium Fund
-5.43%12.59%18.15%17.59%-11.48%19.28%8.38%16.67%-5.37%12.22%

Returns By Period

The year-to-date returns for both investments are quite close, with HMXIX having a -5.46% return and GCPYX slightly higher at -5.43%. Over the past 10 years, HMXIX has underperformed GCPYX with an annualized return of 6.28%, while GCPYX has yielded a comparatively higher 8.59% annualized return.


HMXIX

1D
0.73%
1M
-4.78%
YTD
-5.46%
6M
-4.77%
1Y
8.00%
3Y*
6.91%
5Y*
3.68%
10Y*
6.28%

GCPYX

1D
-0.33%
1M
-6.61%
YTD
-5.43%
6M
-1.26%
1Y
9.95%
3Y*
11.78%
5Y*
8.16%
10Y*
8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMXIX vs. GCPYX - Expense Ratio Comparison

HMXIX has a 1.99% expense ratio, which is higher than GCPYX's 0.68% expense ratio.


Return for Risk

HMXIX vs. GCPYX — Risk / Return Rank

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

HMXIX
HMXIX Risk / Return Rank: 2121
Overall Rank
HMXIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HMXIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
HMXIX Omega Ratio Rank: 2020
Omega Ratio Rank
HMXIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
HMXIX Martin Ratio Rank: 2020
Martin Ratio Rank

GCPYX
GCPYX Risk / Return Rank: 2525
Overall Rank
GCPYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GCPYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GCPYX Omega Ratio Rank: 4040
Omega Ratio Rank
GCPYX Calmar Ratio Rank: 1111
Calmar Ratio Rank
GCPYX Martin Ratio Rank: 1212
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.

HMXIX vs. GCPYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Premium Opportunity Fund (HMXIX) and Gateway Equity Call Premium Fund (GCPYX). 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.


HMXIXGCPYXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.70

-0.11

Sortino ratio

Return per unit of downside risk

0.82

1.17

-0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.74

0.26

+0.48

Martin ratio

Return relative to average drawdown

2.19

1.01

+1.18

HMXIX vs. GCPYX - Sharpe Ratio Comparison

The current HMXIX Sharpe Ratio is 0.59, which is comparable to the GCPYX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HMXIX and GCPYX, 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


HMXIXGCPYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.70

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.69

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.71

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.65

+0.28

Correlation

The correlation between HMXIX and GCPYX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HMXIX vs. GCPYX - Dividend Comparison

HMXIX's dividend yield for the trailing twelve months is around 6.48%, more than GCPYX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
HMXIX
AlphaCentric Premium Opportunity Fund
6.48%6.13%2.17%0.00%0.00%4.78%2.26%0.00%0.00%0.47%0.16%0.00%
GCPYX
Gateway Equity Call Premium Fund
0.46%0.44%0.73%0.92%0.96%0.47%0.82%1.07%1.12%1.03%1.15%1.47%

Drawdowns

HMXIX vs. GCPYX - Drawdown Comparison

The maximum HMXIX drawdown since its inception was -15.80%, smaller than the maximum GCPYX drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for HMXIX and GCPYX.


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Drawdown Indicators


HMXIXGCPYXDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-25.24%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-10.62%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

-18.33%

+2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-15.80%

-25.24%

+9.44%

Current Drawdown

Current decline from peak

-8.02%

-7.02%

-1.00%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.85%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

4.03%

-1.06%

Volatility

HMXIX vs. GCPYX - Volatility Comparison

AlphaCentric Premium Opportunity Fund (HMXIX) has a higher volatility of 4.31% compared to Gateway Equity Call Premium Fund (GCPYX) at 3.39%. This indicates that HMXIX's price experiences larger fluctuations and is considered to be riskier than GCPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMXIXGCPYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.39%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

6.95%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

15.68%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

12.25%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.57%

12.42%

-1.85%