LSGGX vs. GCPYX
LSGGX (Loomis Sayles Global Growth Fund) and GCPYX (Gateway Equity Call Premium Fund) are both mutual funds - LSGGX is a Global Equities fund managed by Natixis, while GCPYX is a Options Trading fund managed by Natixis. Over the past 5 years, LSGGX returned 5.09%/yr vs 9.27%/yr for GCPYX. Their correlation of 0.84 means they have usually moved in the same direction. LSGGX charges 0.95%/yr vs 0.68%/yr for GCPYX.
Performance
LSGGX vs. GCPYX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than GCPYX's 5.97% return.
LSGGX
- 1D
- 0.09%
- 1M
- -3.12%
- 6M
- -8.60%
- YTD
- -8.97%
- 1Y
- -5.49%
- 3Y*
- 10.39%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 12.26%
GCPYX
- 1D
- 1.33%
- 1M
- -0.17%
- 6M
- 4.75%
- YTD
- 5.97%
- 1Y
- 15.05%
- 3Y*
- 13.15%
- 5Y*
- 9.27%
- 10Y*
- 9.35%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGGX vs. GCPYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
GCPYX Gateway Equity Call Premium Fund | 5.97% | 12.59% | 18.15% | 17.59% | -11.48% | 19.28% | 8.38% | 16.67% | -5.37% | 12.22% |
Correlation
The correlation between LSGGX and GCPYX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.84 |
The correlation between LSGGX and GCPYX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
LSGGX vs. GCPYX — Risk / Return Rank
LSGGX
GCPYX
LSGGX vs. GCPYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) 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.
| LSGGX | GCPYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.47 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.64 | 12.53 | -13.16 |
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Drawdowns
LSGGX vs. GCPYX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than GCPYX's maximum drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for LSGGX and GCPYX.
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Drawdown Indicators
| LSGGX | GCPYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -25.24% | -12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -7.02% | -14.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -15.49% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -18.33% | -19.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.24% | — |
Current DrawdownCurrent decline from peak | -13.95% | -1.26% | -12.69% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -2.79% | -4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 1.29% | +7.64% |
Volatility
LSGGX vs. GCPYX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to Gateway Equity Call Premium Fund (GCPYX) at 2.63%. This indicates that LSGGX'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
| LSGGX | GCPYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 2.63% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 7.48% | +7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 9.59% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 12.38% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 12.49% | +8.05% |
LSGGX vs. GCPYX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than GCPYX's 0.68% expense ratio.
Dividends
LSGGX vs. GCPYX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than GCPYX's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCPYX Gateway Equity Call Premium Fund | 0.40% | 0.44% | 0.73% | 0.92% | 0.96% | 0.47% | 0.82% | 1.07% | 1.12% | 1.03% | 1.15% | 1.47% |
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% | 0.00% | 0.00% |
Frequently Asked Questions
LSGGX and GCPYX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.35%) compared to GCPYX (2.63%). In terms of maximum drawdown, LSGGX dropped -37.72% vs GCPYX's -25.24%.
GCPYX currently has the higher Sharpe Ratio (1.81 vs -0.32), 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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