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MCN vs. GCPYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCN vs. GCPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XAI Madison Equity Premium Income Fund (MCN) and Gateway Equity Call Premium Fund (GCPYX). The values are adjusted to include any dividend payments, if applicable.

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MCN vs. GCPYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCN
XAI Madison Equity Premium Income Fund
0.63%0.66%-1.52%7.02%6.32%29.92%15.25%19.99%-12.04%9.91%
GCPYX
Gateway Equity Call Premium Fund
-2.97%12.59%18.15%17.59%-11.48%19.28%8.38%16.67%-5.37%12.22%

Returns By Period

In the year-to-date period, MCN achieves a 0.63% return, which is significantly higher than GCPYX's -2.97% return. Over the past 10 years, MCN has underperformed GCPYX with an annualized return of 8.06%, while GCPYX has yielded a comparatively higher 8.87% annualized return.


MCN

1D
0.51%
1M
-3.42%
YTD
0.63%
6M
-0.28%
1Y
7.53%
3Y*
0.58%
5Y*
4.64%
10Y*
8.06%

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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MCN vs. GCPYX - Expense Ratio Comparison

MCN has a 0.02% expense ratio, which is lower than GCPYX's 0.68% expense ratio.


Return for Risk

MCN vs. GCPYX — Risk / Return Rank

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

MCN
MCN Risk / Return Rank: 1212
Overall Rank
MCN Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCN Sortino Ratio Rank: 1111
Sortino Ratio Rank
MCN Omega Ratio Rank: 1313
Omega Ratio Rank
MCN Calmar Ratio Rank: 1313
Calmar Ratio Rank
MCN Martin Ratio Rank: 1313
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.

MCN vs. GCPYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XAI Madison Equity Premium Income Fund (MCN) 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.


MCNGCPYXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.99

-0.54

Sortino ratio

Return per unit of downside risk

0.70

1.62

-0.92

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.15

Calmar ratio

Return relative to maximum drawdown

0.56

0.44

+0.13

Martin ratio

Return relative to average drawdown

1.96

1.68

+0.28

MCN vs. GCPYX - Sharpe Ratio Comparison

The current MCN Sharpe Ratio is 0.46, which is lower than the GCPYX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MCN 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


MCNGCPYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.99

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.73

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.73

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.67

-0.40

Correlation

The correlation between MCN and GCPYX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MCN vs. GCPYX - Dividend Comparison

MCN's dividend yield for the trailing twelve months is around 12.29%, more than GCPYX's 0.45% yield.


TTM20252024202320222021202020192018201720162015
MCN
XAI Madison Equity Premium Income Fund
12.29%12.00%10.73%9.56%9.29%8.98%10.67%10.86%11.69%9.33%9.35%9.76%
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

MCN vs. GCPYX - Drawdown Comparison

The maximum MCN drawdown since its inception was -65.11%, which is greater than GCPYX's maximum drawdown of -25.24%. Use the drawdown chart below to compare losses from any high point for MCN and GCPYX.


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Drawdown Indicators


MCNGCPYXDifference

Max Drawdown

Largest peak-to-trough decline

-65.11%

-25.24%

-39.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-10.62%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-18.33%

-6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-25.24%

-13.55%

Current Drawdown

Current decline from peak

-5.91%

-4.59%

-1.32%

Average Drawdown

Average peak-to-trough decline

-9.60%

-2.85%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.04%

-0.12%

Volatility

MCN vs. GCPYX - Volatility Comparison

The current volatility for XAI Madison Equity Premium Income Fund (MCN) is 3.95%, while Gateway Equity Call Premium Fund (GCPYX) has a volatility of 4.37%. This indicates that MCN 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


MCNGCPYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.37%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

7.40%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

15.89%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

12.31%

+6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

12.45%

+6.40%