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VNSYX vs. GTEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNSYX vs. GTEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Vaughan Nelson Select Fund (VNSYX) and Gateway Fund Class Y Shares (GTEYX). The values are adjusted to include any dividend payments, if applicable.

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VNSYX vs. GTEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNSYX
Natixis Vaughan Nelson Select Fund
-4.52%13.11%10.69%22.23%-16.65%39.78%18.57%27.85%-4.74%23.83%
GTEYX
Gateway Fund Class Y Shares
-2.59%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, VNSYX achieves a -4.52% return, which is significantly lower than GTEYX's -2.59% return. Over the past 10 years, VNSYX has outperformed GTEYX with an annualized return of 12.53%, while GTEYX has yielded a comparatively lower 6.43% annualized return.


VNSYX

1D
0.79%
1M
-3.59%
YTD
-4.52%
6M
-4.67%
1Y
13.56%
3Y*
10.18%
5Y*
9.02%
10Y*
12.53%

GTEYX

1D
0.47%
1M
-2.59%
YTD
-2.59%
6M
-0.13%
1Y
9.95%
3Y*
10.71%
5Y*
6.20%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNSYX vs. GTEYX - Expense Ratio Comparison

VNSYX has a 0.85% expense ratio, which is higher than GTEYX's 0.70% expense ratio.


Return for Risk

VNSYX vs. GTEYX — Risk / Return Rank

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

VNSYX
VNSYX Risk / Return Rank: 2121
Overall Rank
VNSYX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VNSYX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VNSYX Omega Ratio Rank: 3131
Omega Ratio Rank
VNSYX Calmar Ratio Rank: 44
Calmar Ratio Rank
VNSYX Martin Ratio Rank: 44
Martin Ratio Rank

GTEYX
GTEYX Risk / Return Rank: 3434
Overall Rank
GTEYX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GTEYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GTEYX Omega Ratio Rank: 5454
Omega Ratio Rank
GTEYX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GTEYX Martin Ratio Rank: 1212
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.

VNSYX vs. GTEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) 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.


VNSYXGTEYXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.01

-0.19

Sortino ratio

Return per unit of downside risk

1.34

1.66

-0.32

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

0.06

0.46

-0.40

Martin ratio

Return relative to average drawdown

0.18

1.75

-1.57

VNSYX vs. GTEYX - Sharpe Ratio Comparison

The current VNSYX Sharpe Ratio is 0.82, which is comparable to the GTEYX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VNSYX and GTEYX, 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


VNSYXGTEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.01

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.68

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.74

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.67

+0.13

Correlation

The correlation between VNSYX and GTEYX is 0.88, 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

VNSYX vs. GTEYX - Dividend Comparison

VNSYX's dividend yield for the trailing twelve months is around 9.77%, more than GTEYX's 0.37% yield.


TTM20252024202320222021202020192018201720162015
VNSYX
Natixis Vaughan Nelson Select Fund
9.77%9.33%0.00%0.14%1.18%36.73%7.14%8.46%10.64%8.55%1.89%2.26%
GTEYX
Gateway Fund Class Y Shares
0.37%0.39%0.65%0.90%0.89%0.66%1.06%1.32%1.41%1.24%1.60%2.09%

Drawdowns

VNSYX vs. GTEYX - Drawdown Comparison

The maximum VNSYX drawdown since its inception was -33.15%, which is greater than GTEYX's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for VNSYX and GTEYX.


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Drawdown Indicators


VNSYXGTEYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.15%

-16.58%

-16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-5.98%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-16.25%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.15%

-16.25%

-16.90%

Current Drawdown

Current decline from peak

-8.14%

-3.93%

-4.21%

Average Drawdown

Average peak-to-trough decline

-4.20%

-2.08%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

3.01%

+3.60%

Volatility

VNSYX vs. GTEYX - Volatility Comparison

Natixis Vaughan Nelson Select Fund (VNSYX) has a higher volatility of 5.70% compared to Gateway Fund Class Y Shares (GTEYX) at 3.05%. This indicates that VNSYX'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


VNSYXGTEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.05%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

5.88%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

12.48%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

9.56%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

8.87%

+9.19%