GCGIX vs. GLEIX
GCGIX (Goldman Sachs Large Cap Growth Insights Fund) and GLEIX (Goldman Sachs Energy Infrastructure Fund) are both mutual funds - GCGIX is a Large Cap Growth Equities fund managed by Goldman Sachs, while GLEIX is a Energy Equities fund managed by Goldman Sachs. Over the past 5 years, GCGIX returned 13.97%/yr vs 23.23%/yr for GLEIX. At a 0.38 correlation, their price movements are largely independent. GCGIX charges 0.54%/yr vs 1.23%/yr for GLEIX.
Performance
GCGIX vs. GLEIX - Performance Comparison
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Returns By Period
In the year-to-date period, GCGIX achieves a -1.07% return, which is significantly lower than GLEIX's 23.92% return.
GCGIX
- 1D
- -1.47%
- 1M
- -4.49%
- YTD
- -1.07%
- 6M
- -2.58%
- 1Y
- 13.05%
- 3Y*
- 24.84%
- 5Y*
- 13.97%
- 10Y*
- 17.69%
GLEIX
- 1D
- 1.45%
- 1M
- -4.16%
- YTD
- 23.92%
- 6M
- 24.21%
- 1Y
- 26.76%
- 3Y*
- 33.51%
- 5Y*
- 23.23%
- 10Y*
- —
GCGIX vs. GLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCGIX Goldman Sachs Large Cap Growth Insights Fund | -1.07% | 15.51% | 53.44% | 37.56% | -29.62% | 29.10% | 32.21% | 29.70% | -4.58% | 4.42% |
GLEIX Goldman Sachs Energy Infrastructure Fund | 23.92% | 5.30% | 58.18% | 15.08% | 18.96% | 38.31% | -17.46% | 16.95% | -15.17% | 6.98% |
Correlation
The correlation between GCGIX and GLEIX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.38 |
The correlation between GCGIX and GLEIX shifts across timeframes, from -0.14 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GCGIX vs. GLEIX — Risk / Return Rank
GCGIX
GLEIX
GCGIX vs. GLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Growth Insights Fund (GCGIX) 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.
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.
| GCGIX | GLEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 3.84 | -2.98 |
| Martin ratioReturn relative to average drawdown | 2.75 | 9.03 | -6.28 |
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Drawdowns
GCGIX vs. GLEIX - Drawdown Comparison
The maximum GCGIX drawdown since its inception was -65.78%, which is greater than GLEIX's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for GCGIX and GLEIX.
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Drawdown Indicators
| GCGIX | GLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.78% | -59.27% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -7.29% | -9.96% |
Max Drawdown (3Y)Largest decline over 3 years | -25.10% | -17.07% | -8.03% |
Max Drawdown (5Y)Largest decline over 5 years | -32.57% | -21.89% | -10.68% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | — | — |
Current DrawdownCurrent decline from peak | -7.11% | -4.45% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -20.79% | -8.51% | -12.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 3.09% | +2.29% |
Volatility
GCGIX vs. GLEIX - Volatility Comparison
Goldman Sachs Large Cap Growth Insights Fund (GCGIX) and Goldman Sachs Energy Infrastructure Fund (GLEIX) have volatilities of 5.81% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCGIX | GLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.56% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 11.33% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 14.76% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 20.58% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 25.42% | -3.83% |
GCGIX vs. GLEIX - Expense Ratio Comparison
GCGIX has a 0.54% expense ratio, which is lower than GLEIX's 1.23% expense ratio.
Dividends
GCGIX vs. GLEIX - Dividend Comparison
GCGIX's dividend yield for the trailing twelve months is around 7.58%, less than GLEIX's 8.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCGIX Goldman Sachs Large Cap Growth Insights Fund | 7.58% | 7.50% | 23.16% | 7.08% | 19.27% | 42.43% | 9.71% | 4.02% | 10.10% | 4.76% | 0.76% | 0.87% |
GLEIX Goldman Sachs Energy Infrastructure Fund | 8.07% | 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
GCGIX and GLEIX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCGIX has higher volatility (5.81%) compared to GLEIX (5.56%). In terms of maximum drawdown, GCGIX dropped -65.78% vs GLEIX's -59.27%.
GLEIX currently has the higher Sharpe Ratio (1.90 vs 0.91), 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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