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LSGGX vs. GATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSGGX vs. GATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Global Growth Fund (LSGGX) and Gateway Fund (GATEX). The values are adjusted to include any dividend payments, if applicable.

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LSGGX vs. GATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSGGX
Loomis Sayles Global Growth Fund
-16.35%16.84%23.30%36.10%-25.98%5.89%35.25%30.63%-6.70%31.11%
GATEX
Gateway Fund
-4.72%10.07%15.55%14.43%-12.06%11.24%6.92%10.84%-4.39%9.31%

Returns By Period

In the year-to-date period, LSGGX achieves a -16.35% return, which is significantly lower than GATEX's -4.72% return.


LSGGX

1D
0.20%
1M
-9.84%
YTD
-16.35%
6M
-18.90%
1Y
1.75%
3Y*
11.82%
5Y*
4.56%
10Y*

GATEX

1D
-0.45%
1M
-5.31%
YTD
-4.72%
6M
-2.40%
1Y
7.97%
3Y*
9.67%
5Y*
5.63%
10Y*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSGGX vs. GATEX - Expense Ratio Comparison

LSGGX has a 0.95% expense ratio, which is higher than GATEX's 0.93% expense ratio.


Return for Risk

LSGGX vs. GATEX — Risk / Return Rank

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

LSGGX
LSGGX Risk / Return Rank: 44
Overall Rank
LSGGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LSGGX Sortino Ratio Rank: 44
Sortino Ratio Rank
LSGGX Omega Ratio Rank: 44
Omega Ratio Rank
LSGGX Calmar Ratio Rank: 33
Calmar Ratio Rank
LSGGX Martin Ratio Rank: 33
Martin Ratio Rank

GATEX
GATEX Risk / Return Rank: 2626
Overall Rank
GATEX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GATEX Sortino Ratio Rank: 3737
Sortino Ratio Rank
GATEX Omega Ratio Rank: 3939
Omega Ratio Rank
GATEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GATEX Martin Ratio Rank: 1111
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.

LSGGX vs. GATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) and Gateway Fund (GATEX). 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.


LSGGXGATEXDifference

Sharpe ratio

Return per unit of total volatility

-0.08

0.71

-0.79

Sortino ratio

Return per unit of downside risk

0.06

1.20

-1.15

Omega ratio

Gain probability vs. loss probability

1.01

1.18

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.30

0.23

-0.53

Martin ratio

Return relative to average drawdown

-0.84

0.88

-1.72

LSGGX vs. GATEX - Sharpe Ratio Comparison

The current LSGGX Sharpe Ratio is -0.08, which is lower than the GATEX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of LSGGX and GATEX, 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


LSGGXGATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.71

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.62

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.07

Correlation

The correlation between LSGGX and GATEX is 0.84, 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

LSGGX vs. GATEX - Dividend Comparison

LSGGX's dividend yield for the trailing twelve months is around 0.36%, more than GATEX's 0.20% yield.


TTM20252024202320222021202020192018201720162015
LSGGX
Loomis Sayles Global Growth Fund
0.36%0.30%0.00%0.00%7.77%7.38%6.15%5.74%4.78%3.44%0.00%0.00%
GATEX
Gateway Fund
0.20%0.22%0.42%0.67%0.63%0.43%0.83%1.09%1.15%1.01%1.36%1.84%

Drawdowns

LSGGX vs. GATEX - Drawdown Comparison

The maximum LSGGX drawdown since its inception was -37.72%, which is greater than GATEX's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for LSGGX and GATEX.


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Drawdown Indicators


LSGGXGATEXDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-29.74%

-7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-21.08%

-7.03%

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-37.72%

-16.39%

-21.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.39%

Current Drawdown

Current decline from peak

-20.92%

-6.01%

-14.91%

Average Drawdown

Average peak-to-trough decline

-7.55%

-3.91%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

3.02%

+4.91%

Volatility

LSGGX vs. GATEX - Volatility Comparison

Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.66% compared to Gateway Fund (GATEX) at 2.28%. This indicates that LSGGX's price experiences larger fluctuations and is considered to be riskier than GATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSGGXGATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.28%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

5.57%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

12.35%

+11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

9.53%

+12.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

8.86%

+11.71%