LGRCX vs. GCPYX
LGRCX (Loomis Sayles Growth Fund Class C) and GCPYX (Gateway Equity Call Premium Fund) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while GCPYX is a Options Trading fund managed by Natixis. Over the past 10 years, LGRCX returned 15.21%/yr vs 9.68%/yr for GCPYX. Their correlation of 0.90 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.68%/yr for GCPYX.
Performance
LGRCX vs. GCPYX - Performance Comparison
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Returns By Period
In the year-to-date period, LGRCX achieves a -5.00% return, which is significantly lower than GCPYX's 5.47% return. Over the past 10 years, LGRCX has outperformed GCPYX with an annualized return of 15.21%, while GCPYX has yielded a comparatively lower 9.68% annualized return.
LGRCX
- 1D
- 0.00%
- 1M
- -3.79%
- YTD
- -5.00%
- 6M
- -6.38%
- 1Y
- 4.80%
- 3Y*
- 16.44%
- 5Y*
- 10.01%
- 10Y*
- 15.21%
GCPYX
- 1D
- 0.00%
- 1M
- 1.03%
- YTD
- 5.47%
- 6M
- 5.14%
- 1Y
- 18.68%
- 3Y*
- 14.01%
- 5Y*
- 9.53%
- 10Y*
- 9.68%
LGRCX vs. GCPYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | -5.00% | 12.90% | 33.77% | 49.68% | -28.62% | 17.50% | 30.41% | 30.47% | -3.53% | 31.39% |
GCPYX Gateway Equity Call Premium Fund | 5.47% | 12.59% | 18.15% | 17.59% | -11.48% | 19.28% | 8.38% | 16.67% | -5.37% | 12.22% |
Correlation
The correlation between LGRCX and GCPYX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.90 |
The correlation between LGRCX and GCPYX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
LGRCX vs. GCPYX — Risk / Return Rank
LGRCX
GCPYX
LGRCX vs. GCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LGRCX | GCPYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.51 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.33 | -2.97 |
| Martin ratioReturn relative to average drawdown | 1.02 | 17.23 | -16.21 |
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Drawdowns
LGRCX vs. GCPYX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, which is greater than GCPYX's maximum drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for LGRCX and GCPYX.
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Drawdown Indicators
| LGRCX | GCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -25.24% | -33.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -7.02% | -11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -15.49% | -13.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -18.33% | -16.98% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -25.24% | -10.07% |
Current DrawdownCurrent decline from peak | -8.30% | -0.08% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -2.81% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.87% | 1.26% | +4.61% |
Volatility
LGRCX vs. GCPYX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.69% compared to Gateway Equity Call Premium Fund (GCPYX) at 3.01%. This indicates that LGRCX'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
| LGRCX | GCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.01% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 7.48% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 9.22% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 12.33% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 12.49% | +8.72% |
LGRCX vs. GCPYX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than GCPYX's 0.68% expense ratio.
Dividends
LGRCX vs. GCPYX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.26%, more than GCPYX's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | 0.41% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
LGRCX Loomis Sayles Growth Fund Class C | 3.26% | 3.10% | 7.70% | 8.01% | 21.28% | 5.81% | 5.14% | 2.60% | 6.05% | 2.18% | 1.36% | 0.00% |
Frequently Asked Questions
LGRCX and GCPYX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGRCX has higher volatility (5.69%) compared to GCPYX (3.01%). In terms of maximum drawdown, LGRCX dropped -58.53% vs GCPYX's -25.24%.
GCPYX currently has the higher Sharpe Ratio (2.54 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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