LGRCX vs. GTEYX
LGRCX (Loomis Sayles Growth Fund Class C) and GTEYX (Gateway Fund Class Y Shares) are both mutual funds - LGRCX is a Large Cap Growth Equities fund managed by Natixis, while GTEYX is a Options Trading fund managed by Natixis. Over the past 10 years, LGRCX returned 14.76%/yr vs 7.01%/yr for GTEYX. Their correlation of 0.87 suggests significant overlap in exposure. LGRCX charges 1.65%/yr vs 0.70%/yr for GTEYX.
Performance
LGRCX vs. GTEYX - Performance Comparison
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Returns By Period
In the year-to-date period, LGRCX achieves a -3.91% return, which is significantly lower than GTEYX's 5.09% return. Over the past 10 years, LGRCX has outperformed GTEYX with an annualized return of 14.76%, while GTEYX has yielded a comparatively lower 7.01% annualized return.
LGRCX
- 1D
- 0.79%
- 1M
- 1.42%
- 6M
- -4.87%
- YTD
- -3.91%
- 1Y
- 1.53%
- 3Y*
- 16.77%
- 5Y*
- 9.65%
- 10Y*
- 14.76%
GTEYX
- 1D
- 0.41%
- 1M
- 1.50%
- 6M
- 4.37%
- YTD
- 5.09%
- 1Y
- 12.11%
- 3Y*
- 11.52%
- 5Y*
- 6.97%
- 10Y*
- 7.01%
LGRCX vs. GTEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGRCX Loomis Sayles Growth Fund Class C | -3.91% | 12.90% | 33.77% | 49.68% | -28.62% | 17.50% | 30.41% | 30.47% | -3.53% | 31.39% |
GTEYX Gateway Fund Class Y Shares | 5.09% | 10.28% | 15.82% | 14.70% | -11.84% | 11.49% | 7.19% | 11.12% | -4.17% | 9.93% |
Correlation
The correlation between LGRCX and GTEYX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.87 |
The correlation between LGRCX and GTEYX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
LGRCX vs. GTEYX — Risk / Return Rank
LGRCX
GTEYX
LGRCX vs. GTEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund Class C (LGRCX) 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.
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 | GTEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.38 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.45 | -2.35 |
| Martin ratioReturn relative to average drawdown | 0.26 | 11.29 | -11.03 |
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Drawdowns
LGRCX vs. GTEYX - Drawdown Comparison
The maximum LGRCX drawdown since its inception was -58.53%, which is greater than GTEYX's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for LGRCX and GTEYX.
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Drawdown Indicators
| LGRCX | GTEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -16.58% | -41.95% |
Max Drawdown (1Y)Largest decline over 1 year | -18.16% | -5.98% | -12.18% |
Max Drawdown (3Y)Largest decline over 3 years | -28.96% | -11.48% | -17.48% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -16.25% | -19.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -16.25% | -19.06% |
Current DrawdownCurrent decline from peak | -7.25% | 0.00% | -7.25% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -2.06% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 1.20% | +5.00% |
Volatility
LGRCX vs. GTEYX - Volatility Comparison
Loomis Sayles Growth Fund Class C (LGRCX) has a higher volatility of 5.90% compared to Gateway Fund Class Y Shares (GTEYX) at 2.51%. This indicates that LGRCX'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
| LGRCX | GTEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 2.51% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 5.82% | +7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 7.55% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 9.63% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 8.90% | +12.27% |
LGRCX vs. GTEYX - Expense Ratio Comparison
LGRCX has a 1.65% expense ratio, which is higher than GTEYX's 0.70% expense ratio.
Dividends
LGRCX vs. GTEYX - Dividend Comparison
LGRCX's dividend yield for the trailing twelve months is around 3.22%, more than GTEYX's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTEYX Gateway Fund Class Y Shares | 0.30% | 0.39% | 0.65% | 0.90% | 0.89% | 0.66% | 1.06% | 1.32% | 1.41% | 1.24% | 1.60% | 2.09% |
LGRCX Loomis Sayles Growth Fund Class C | 3.22% | 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 GTEYX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGRCX has higher volatility (5.90%) compared to GTEYX (2.51%). In terms of maximum drawdown, LGRCX dropped -58.53% vs GTEYX's -16.58%.
GTEYX currently has the higher Sharpe Ratio (1.94 vs 0.10), 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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