FMGIX vs. GAMPX
FMGIX (Frontier MFG Core Infrastructure Fund) and GAMPX (Goldman Sachs Energy Infrastructure Fund Class P) are both Infrastructure Equities funds. Over the past 5 years, FMGIX returned 12.12%/yr vs 25.01%/yr for GAMPX. Their 0.44 correlation means their historical movements had little consistent relationship. FMGIX charges 0.50%/yr vs 1.11%/yr for GAMPX.
Performance
FMGIX vs. GAMPX - Performance Comparison
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Returns By Period
In the year-to-date period, FMGIX achieves a 8.65% return, which is significantly lower than GAMPX's 26.40% return.
FMGIX
- 1D
- 0.29%
- 1M
- -1.35%
- 6M
- 4.62%
- YTD
- 8.65%
- 1Y
- 12.99%
- 3Y*
- 21.68%
- 5Y*
- 12.12%
- 10Y*
- 9.69%
- ALL TIME*
- 10.38%
GAMPX
- 1D
- 0.25%
- 1M
- 3.07%
- 6M
- 17.53%
- YTD
- 26.40%
- 1Y
- 29.08%
- 3Y*
- 30.28%
- 5Y*
- 25.01%
- 10Y*
- —
- ALL TIME*
- 15.97%
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 |
FMGIX vs. GAMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FMGIX Frontier MFG Core Infrastructure Fund | 8.65% | 22.67% | 34.26% | 4.86% | -9.46% | 13.84% | -1.36% | 28.00% | -3.66% |
GAMPX Goldman Sachs Energy Infrastructure Fund Class P | 26.40% | 5.43% | 58.40% | 15.11% | 19.15% | 38.33% | -17.23% | 17.00% | -12.69% |
Correlation
The correlation between FMGIX and GAMPX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 7, 2018 | 0.44 |
The correlation between FMGIX and GAMPX shifts across timeframes, from 0.30 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FMGIX vs. GAMPX — Risk / Return Rank
FMGIX
GAMPX
FMGIX vs. GAMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Core Infrastructure Fund (FMGIX) and Goldman Sachs Energy Infrastructure Fund Class P (GAMPX). 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.
| FMGIX | GAMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 4.16 | -2.24 |
| Martin ratioReturn relative to average drawdown | 5.33 | 9.47 | -4.15 |
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Drawdowns
FMGIX vs. GAMPX - Drawdown Comparison
The maximum FMGIX drawdown since its inception was -57.57%, roughly equal to the maximum GAMPX drawdown of -59.18%. Use the drawdown chart below to compare losses from any high point for FMGIX and GAMPX.
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Drawdown Indicators
| FMGIX | GAMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -59.18% | +1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.23% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.56% | -17.08% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -26.61% | -21.97% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -57.57% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -3.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -8.44% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.17% | -0.61% |
Volatility
FMGIX vs. GAMPX - Volatility Comparison
The current volatility for Frontier MFG Core Infrastructure Fund (FMGIX) is 3.18%, while Goldman Sachs Energy Infrastructure Fund Class P (GAMPX) has a volatility of 5.37%. This indicates that FMGIX experiences smaller price fluctuations and is considered to be less risky than GAMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMGIX | GAMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.37% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 11.91% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 14.88% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 20.48% | +8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.56% | 25.70% | +26.86% |
FMGIX vs. GAMPX - Expense Ratio Comparison
FMGIX has a 0.50% expense ratio, which is lower than GAMPX's 1.11% expense ratio.
Dividends
FMGIX vs. GAMPX - Dividend Comparison
FMGIX's dividend yield for the trailing twelve months is around 30.68%, more than GAMPX's 8.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMGIX Frontier MFG Core Infrastructure Fund | 30.68% | 33.65% | 48.77% | 4.79% | 3.98% | 2.63% | 2.38% | 2.63% | 3.09% | 3.15% | 2.83% | 2.79% |
GAMPX Goldman Sachs Energy Infrastructure Fund Class P | 8.30% | 10.13% | 25.55% | 10.34% | 4.76% | 8.54% | 4.33% | 4.99% | 3.75% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FMGIX and GAMPX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAMPX has higher volatility (5.37%) compared to FMGIX (3.18%). In terms of maximum drawdown, FMGIX dropped -57.57% vs GAMPX's -59.18%.
GAMPX currently has the higher Sharpe Ratio (2.02 vs 1.29), 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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