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JHQDX vs. GCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHQDX vs. GCPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and Gateway Equity Call Premium Fund (GCPYX). The values are adjusted to include any dividend payments, if applicable.

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JHQDX vs. GCPYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

JHQDX
JHQDX Risk / Return Rank: 4141
Overall Rank
JHQDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JHQDX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JHQDX Omega Ratio Rank: 3535
Omega Ratio Rank
JHQDX Calmar Ratio Rank: 4848
Calmar Ratio Rank
JHQDX Martin Ratio Rank: 5353
Martin Ratio Rank

GCPYX
GCPYX Risk / Return Rank: 3737
Overall Rank
GCPYX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GCPYX Sortino Ratio Rank: 5656
Sortino Ratio Rank
GCPYX Omega Ratio Rank: 6161
Omega Ratio Rank
GCPYX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GCPYX Martin Ratio Rank: 1414
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.

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.


JHQDXGCPYXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.99

-0.14

Sortino ratio

Return per unit of downside risk

1.24

1.62

-0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.27

0.44

+0.84

Martin ratio

Return relative to average drawdown

5.49

1.68

+3.81

JHQDX vs. GCPYX - Sharpe Ratio Comparison

The current JHQDX Sharpe Ratio is 0.85, which is comparable to the GCPYX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of JHQDX 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


JHQDXGCPYXDifference

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.


TTM20252024202320222021202020192018201720162015
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


JHQDXGCPYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.37%

-4.59%

+0.22%

Average Drawdown

Average peak-to-trough decline

-3.32%

-2.85%

-0.47%

Ulcer Index

Depth 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


JHQDXGCPYXDifference

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%