JHQDX vs. GCPYX
Compare and contrast key facts about JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and Gateway Equity Call Premium Fund (GCPYX).
JHQDX is managed by JPMorgan. It was launched on Feb 26, 2021. GCPYX is managed by Natixis. It was launched on Sep 29, 2014.
Performance
JHQDX vs. GCPYX - Performance Comparison
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JHQDX vs. GCPYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JHQDX JPMorgan Hedged Equity 2 Fund Class I | -3.02% | 7.56% | 18.03% | 15.26% | -13.30% | 14.40% |
GCPYX Gateway Equity Call Premium Fund | -2.97% | 12.59% | 18.15% | 17.59% | -11.48% | 17.52% |
Returns By Period
The year-to-date returns for both investments are quite close, with JHQDX having a -3.02% return and GCPYX slightly higher at -2.97%.
JHQDX
- 1D
- 1.10%
- 1M
- -3.65%
- YTD
- -3.02%
- 6M
- -1.43%
- 1Y
- 6.55%
- 3Y*
- 9.71%
- 5Y*
- 6.40%
- 10Y*
- —
GCPYX
- 1D
- 2.61%
- 1M
- -4.04%
- YTD
- -2.97%
- 6M
- 1.12%
- 1Y
- 12.53%
- 3Y*
- 12.75%
- 5Y*
- 8.59%
- 10Y*
- 8.87%
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JHQDX vs. GCPYX - Expense Ratio Comparison
JHQDX has a 0.60% expense ratio, which is lower than GCPYX's 0.68% expense ratio.
Return for Risk
JHQDX vs. GCPYX — Risk / Return Rank
JHQDX
GCPYX
JHQDX vs. GCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) 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.
| JHQDX | GCPYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.99 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.62 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.44 | +0.84 |
Martin ratioReturn relative to average drawdown | 5.49 | 1.68 | +3.81 |
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
| JHQDX | GCPYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.99 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.73 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.67 | +0.13 |
Correlation
The correlation between JHQDX and GCPYX is 0.83, 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
JHQDX vs. GCPYX - Dividend Comparison
JHQDX's dividend yield for the trailing twelve months is around 0.51%, more than GCPYX's 0.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHQDX JPMorgan Hedged Equity 2 Fund Class I | 0.51% | 0.50% | 0.75% | 0.96% | 6.91% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GCPYX Gateway Equity Call Premium Fund | 0.45% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
Drawdowns
JHQDX vs. GCPYX - Drawdown Comparison
The maximum JHQDX drawdown since its inception was -15.25%, smaller than the maximum GCPYX drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for JHQDX and GCPYX.
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Drawdown Indicators
| JHQDX | GCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.25% | -25.24% | +9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.41% | -10.62% | +5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -15.25% | -18.33% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.24% | — |
Current DrawdownCurrent decline from peak | -4.37% | -4.59% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -2.85% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 4.04% | -2.78% |
Volatility
JHQDX vs. GCPYX - Volatility Comparison
The current volatility for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) is 2.60%, while Gateway Equity Call Premium Fund (GCPYX) has a volatility of 4.37%. This indicates that JHQDX experiences smaller price fluctuations and is considered to be less risky 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
| JHQDX | GCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 4.37% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 7.40% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 15.89% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.74% | 12.31% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.70% | 12.45% | -3.75% |