SDRIX vs. GTEYX
Compare and contrast key facts about Swan Defined Risk Fund (SDRIX) and Gateway Fund Class Y Shares (GTEYX).
SDRIX is managed by Swan. It was launched on Jul 29, 2012. GTEYX is managed by Natixis.
Performance
SDRIX vs. GTEYX - Performance Comparison
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SDRIX vs. GTEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | -2.71% | 10.72% | 4.91% | 12.37% | -12.84% | 17.41% | 5.25% | 12.75% | -8.85% | 10.25% |
GTEYX Gateway Fund Class Y Shares | -3.04% | 10.28% | 15.82% | 14.70% | -11.84% | 11.49% | 7.19% | 11.12% | -4.17% | 9.93% |
Returns By Period
In the year-to-date period, SDRIX achieves a -2.71% return, which is significantly higher than GTEYX's -3.04% return. Over the past 10 years, SDRIX has underperformed GTEYX with an annualized return of 5.10%, while GTEYX has yielded a comparatively higher 6.38% annualized return.
SDRIX
- 1D
- 1.55%
- 1M
- -3.43%
- YTD
- -2.71%
- 6M
- -1.14%
- 1Y
- 8.97%
- 3Y*
- 7.35%
- 5Y*
- 4.50%
- 10Y*
- 5.10%
GTEYX
- 1D
- 1.71%
- 1M
- -3.62%
- YTD
- -3.04%
- 6M
- -0.59%
- 1Y
- 9.81%
- 3Y*
- 10.54%
- 5Y*
- 6.10%
- 10Y*
- 6.38%
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SDRIX vs. GTEYX - Expense Ratio Comparison
SDRIX has a 1.18% expense ratio, which is higher than GTEYX's 0.70% expense ratio.
Return for Risk
SDRIX vs. GTEYX — Risk / Return Rank
SDRIX
GTEYX
SDRIX vs. GTEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Fund (SDRIX) 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.
| SDRIX | GTEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.98 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.61 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.41 | +1.39 |
Martin ratioReturn relative to average drawdown | 7.35 | 1.55 | +5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDRIX | GTEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.98 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.67 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.73 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.66 | -0.12 |
Correlation
The correlation between SDRIX and GTEYX is 0.85, 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
SDRIX vs. GTEYX - Dividend Comparison
SDRIX's dividend yield for the trailing twelve months is around 10.84%, more than GTEYX's 0.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | 10.84% | 10.55% | 0.00% | 12.37% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.76% | 1.42% | 0.78% |
GTEYX Gateway Fund Class Y Shares | 0.38% | 0.39% | 0.65% | 0.90% | 0.89% | 0.66% | 1.06% | 1.32% | 1.41% | 1.24% | 1.60% | 2.09% |
Drawdowns
SDRIX vs. GTEYX - Drawdown Comparison
The maximum SDRIX drawdown since its inception was -20.69%, which is greater than GTEYX's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for SDRIX and GTEYX.
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Drawdown Indicators
| SDRIX | GTEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -16.58% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.34% | -7.04% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.67% | -16.25% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -20.69% | -16.25% | -4.44% |
Current DrawdownCurrent decline from peak | -3.82% | -4.37% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -2.08% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 3.00% | -1.70% |
Volatility
SDRIX vs. GTEYX - Volatility Comparison
Swan Defined Risk Fund (SDRIX) has a higher volatility of 3.47% compared to Gateway Fund Class Y Shares (GTEYX) at 2.99%. This indicates that SDRIX'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
| SDRIX | GTEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.99% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 5.82% | 5.86% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 12.50% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 9.56% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.67% | 8.87% | +0.80% |