BGLYX vs. GLEIX

Last updated Jun 4, 2026

BGLYX (Brookfield Global Listed Infrastructure Fund) and GLEIX (Goldman Sachs Energy Infrastructure Fund) are both Energy Equities funds. Over the past 5 years, BGLYX returned 6.97%/yr vs 23.61%/yr for GLEIX. A 0.63 correlation means they provide meaningful diversification when combined. BGLYX charges 1.00%/yr vs 1.23%/yr for GLEIX.

Performance

BGLYX vs. GLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Global Listed Infrastructure Fund (BGLYX) and Goldman Sachs Energy Infrastructure Fund (GLEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGLYX achieves a 8.61% return, which is significantly lower than GLEIX's 23.46% return.

BGLYX

• 1D: 1.30%
• 1M: -3.33%
• YTD: 8.61%
• 6M: 8.20%
• 1Y: 14.02%
• 3Y*: 11.28%
• 5Y*: 6.97%
• 10Y*: 6.39%

GLEIX

• 1D: 1.58%
• 1M: -1.53%
• YTD: 23.46%
• 6M: 23.38%
• 1Y: 24.95%
• 3Y*: 32.59%
• 5Y*: 23.61%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGLYX vs. GLEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGLYX Brookfield Global Listed Infrastructure Fund	8.61%	13.04%	9.01%	3.32%	-5.47%	16.13%	-3.25%	25.44%	-8.06%	1.33%
GLEIX Goldman Sachs Energy Infrastructure Fund	23.46%	5.30%	58.18%	15.08%	18.96%	38.31%	-17.46%	16.95%	-15.17%	6.98%

Correlation

The correlation between BGLYX and GLEIX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017	0.63

The correlation between BGLYX and GLEIX shifts across timeframes, from 0.46 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BGLYX vs. GLEIX — Risk / Return Rank

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

BGLYX

BGLYX Risk / Return Rank: 26
BGLYX Sharpe Ratio Rank: 21
BGLYX Sortino Ratio Rank: 20
BGLYX Omega Ratio Rank: 20
BGLYX Calmar Ratio Rank: 34
BGLYX Martin Ratio Rank: 32

GLEIX

GLEIX Risk / Return Rank: 47
GLEIX Sharpe Ratio Rank: 39
GLEIX Sortino Ratio Rank: 36
GLEIX Omega Ratio Rank: 35
GLEIX Calmar Ratio Rank: 80
GLEIX Martin Ratio Rank: 44

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.

BGLYX vs. GLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Infrastructure Fund (BGLYX) and Goldman Sachs Energy Infrastructure Fund (GLEIX). 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.

	BGLYX	GLEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.82	-0.51
Sortino ratio: Return per unit of downside risk	1.88	2.49	-0.61
Omega ratio: Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio: Return relative to maximum drawdown	2.19	3.65	-1.46
Martin ratio: Return relative to average drawdown	7.21	9.31	-2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGLYX vs. GLEIX - Sharpe Ratio Comparison

The current BGLYX Sharpe Ratio is 1.31, which is comparable to the GLEIX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BGLYX and GLEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BGLYX	GLEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.82	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	1.15	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.60	-0.13

Drawdowns

BGLYX vs. GLEIX - Drawdown Comparison

The maximum BGLYX drawdown since its inception was -36.54%, smaller than the maximum GLEIX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for BGLYX and GLEIX.

Drawdown Indicators

	BGLYX	GLEIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.54%	-59.27%	+22.73%
Max Drawdown (1Y) Largest decline over 1 year	-6.32%	-7.29%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-14.56%	-17.07%	+2.51%
Max Drawdown (5Y) Largest decline over 5 years	-20.94%	-21.89%	+0.95%
Max Drawdown (10Y) Largest decline over 10 years	-36.54%	—	—
Current Drawdown Current decline from peak	-4.48%	-4.80%	+0.32%
Average Drawdown Average peak-to-trough decline	-7.85%	-8.54%	+0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.85%	-0.93%

Volatility

BGLYX vs. GLEIX - Volatility Comparison

The current volatility for Brookfield Global Listed Infrastructure Fund (BGLYX) is 3.58%, while Goldman Sachs Energy Infrastructure Fund (GLEIX) has a volatility of 6.09%. This indicates that BGLYX experiences smaller price fluctuations and is considered to be less risky than GLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGLYX	GLEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.58%	6.09%	-2.51%
Volatility (6M) Calculated over the trailing 6-month period	8.55%	11.34%	-2.79%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	14.65%	-4.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.60%	20.66%	-7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.64%	25.47%	-9.83%

BGLYX vs. GLEIX - Expense Ratio Comparison

BGLYX has a 1.00% expense ratio, which is lower than GLEIX's 1.23% expense ratio.

Dividends

BGLYX vs. GLEIX - Dividend Comparison

BGLYX's dividend yield for the trailing twelve months is around 28.53%, more than GLEIX's 8.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGLYX Brookfield Global Listed Infrastructure Fund	28.53%	30.30%	1.89%	1.88%	7.34%	4.53%	3.71%	3.94%	4.31%	4.03%	4.09%	4.03%
GLEIX Goldman Sachs Energy Infrastructure Fund	8.10%	10.00%	25.43%	10.22%	4.70%	8.41%	4.17%	4.83%	3.54%	0.68%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGLYX and GLEIX in my portfolio?

BGLYX and GLEIX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGLYX or GLEIX?

GLEIX has higher volatility (6.09%) compared to BGLYX (3.58%). In terms of maximum drawdown, BGLYX dropped -36.54% vs GLEIX's -59.27%.

Which has better risk-adjusted returns?

GLEIX currently has the higher Sharpe Ratio (1.82 vs 1.31), 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.