GGINX vs. RYEIX

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Global Infrastructure Fund (GGINX) and Rydex Energy Fund (RYEIX).

GGINX is managed by Goldman Sachs. It was launched on Jun 26, 2016. RYEIX is managed by Rydex Funds. It was launched on Apr 20, 1998.

Performance

GGINX vs. RYEIX - Performance Comparison

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

GGINX vs. RYEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGINX Goldman Sachs Global Infrastructure Fund	10.48%	15.18%	28.43%	5.00%	-8.51%	16.49%	-3.81%	31.50%	-8.99%	11.75%
RYEIX Rydex Energy Fund	37.40%	6.96%	0.49%	1.87%	49.54%	50.70%	-34.24%	6.50%	-25.31%	-7.63%

Returns By Period

In the year-to-date period, GGINX achieves a 10.48% return, which is significantly lower than RYEIX's 37.40% return.

GGINX

• 1D: 0.38%
• 1M: -3.88%
• YTD: 10.48%
• 6M: 11.37%
• 1Y: 18.80%
• 3Y*: 18.89%
• 5Y*: 12.04%
• 10Y*: —

RYEIX

• 1D: -1.73%
• 1M: 11.19%
• YTD: 37.40%
• 6M: 37.42%
• 1Y: 44.04%
• 3Y*: 16.65%
• 5Y*: 21.40%
• 10Y*: 8.05%

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

GGINX vs. RYEIX - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is lower than RYEIX's 1.36% expense ratio.

RYEIX

Rydex Energy Fund

GGINX

Goldman Sachs Global Infrastructure Fund

Return for Risk

GGINX vs. RYEIX — Risk / Return Rank

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

GGINX

GGINX Risk / Return Rank: 83
GGINX Sharpe Ratio Rank: 81
GGINX Sortino Ratio Rank: 79
GGINX Omega Ratio Rank: 76
GGINX Calmar Ratio Rank: 87
GGINX Martin Ratio Rank: 91

RYEIX

RYEIX Risk / Return Rank: 85
RYEIX Sharpe Ratio Rank: 89
RYEIX Sortino Ratio Rank: 86
RYEIX Omega Ratio Rank: 83
RYEIX Calmar Ratio Rank: 86
RYEIX Martin Ratio Rank: 80

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.

GGINX vs. RYEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Infrastructure Fund (GGINX) and Rydex Energy Fund (RYEIX). 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.

	GGINX	RYEIX	Difference
Sharpe ratio Return per unit of total volatility	1.51	1.80	-0.29
Sortino ratio Return per unit of downside risk	1.98	2.29	-0.31
Omega ratio Gain probability vs. loss probability	1.29	1.34	-0.04
Calmar ratio Return relative to maximum drawdown	2.27	2.19	+0.09
Martin ratio Return relative to average drawdown	10.44	7.78	+2.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGINX vs. RYEIX - Sharpe Ratio Comparison

The current GGINX Sharpe Ratio is 1.51, which is comparable to the RYEIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of GGINX and RYEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GGINX	RYEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	1.80	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.81	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.18	+0.33

Correlation

The correlation between GGINX and RYEIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GGINX vs. RYEIX - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 6.07%, more than RYEIX's 1.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGINX Goldman Sachs Global Infrastructure Fund	6.07%	6.26%	30.25%	2.67%	0.89%	1.86%	1.75%	2.04%	1.98%	2.53%	0.00%	0.00%
RYEIX Rydex Energy Fund	1.83%	2.51%	3.84%	2.68%	2.55%	0.50%	2.38%	0.78%	0.81%	0.71%	0.62%	0.43%

Drawdowns

GGINX vs. RYEIX - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, smaller than the maximum RYEIX drawdown of -83.50%. Use the drawdown chart below to compare losses from any high point for GGINX and RYEIX.

Drawdown Indicators

	GGINX	RYEIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.80%	-83.50%	+47.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-20.09%	+11.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.21%	-26.94%	+2.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.93%	—
Current Drawdown Current decline from peak	-3.94%	-1.73%	-2.21%
Average Drawdown Average peak-to-trough decline	-5.97%	-28.77%	+22.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	5.65%	-3.79%

Volatility

GGINX vs. RYEIX - Volatility Comparison

The current volatility for Goldman Sachs Global Infrastructure Fund (GGINX) is 3.67%, while Rydex Energy Fund (RYEIX) has a volatility of 5.16%. This indicates that GGINX experiences smaller price fluctuations and is considered to be less risky than RYEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGINX	RYEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	5.16%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	7.34%	14.08%	-6.74%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	25.16%	-12.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.61%	26.72%	-7.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.09%	31.88%	-12.79%