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GLEIX vs. GCGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLEIX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Energy Infrastructure Fund (GLEIX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

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GLEIX vs. GCGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLEIX
Goldman Sachs Energy Infrastructure Fund
23.69%5.30%58.18%15.08%18.96%38.31%-17.46%16.95%-15.17%6.98%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%4.96%

Returns By Period

In the year-to-date period, GLEIX achieves a 23.69% return, which is significantly higher than GCGIX's -14.32% return.


GLEIX

1D
-0.86%
1M
4.55%
YTD
23.69%
6M
23.12%
1Y
23.00%
3Y*
33.51%
5Y*
27.34%
10Y*

GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLEIX vs. GCGIX - Expense Ratio Comparison

GLEIX has a 1.23% expense ratio, which is higher than GCGIX's 0.54% expense ratio.


Return for Risk

GLEIX vs. GCGIX — Risk / Return Rank

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

GLEIX
GLEIX Risk / Return Rank: 6262
Overall Rank
GLEIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GLEIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
GLEIX Omega Ratio Rank: 6969
Omega Ratio Rank
GLEIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
GLEIX Martin Ratio Rank: 4242
Martin Ratio Rank

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
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.

GLEIX vs. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.


GLEIXGCGIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.54

+0.74

Sortino ratio

Return per unit of downside risk

1.63

0.94

+0.69

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

1.43

0.49

+0.94

Martin ratio

Return relative to average drawdown

4.37

1.66

+2.71

GLEIX vs. GCGIX - Sharpe Ratio Comparison

The current GLEIX Sharpe Ratio is 1.27, which is higher than the GCGIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GLEIX and GCGIX, 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


GLEIXGCGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.54

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

0.59

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.43

+0.19

Correlation

The correlation between GLEIX and GCGIX is 0.40, 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

GLEIX vs. GCGIX - Dividend Comparison

GLEIX's dividend yield for the trailing twelve months is around 8.08%, less than GCGIX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
GLEIX
Goldman Sachs Energy Infrastructure Fund
8.08%10.00%25.43%10.22%4.70%8.41%4.17%4.83%3.54%0.68%0.00%0.00%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%

Drawdowns

GLEIX vs. GCGIX - Drawdown Comparison

The maximum GLEIX drawdown since its inception was -59.27%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GLEIX and GCGIX.


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Drawdown Indicators


GLEIXGCGIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-65.78%

+6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-17.25%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-32.57%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-32.94%

Current Drawdown

Current decline from peak

-0.86%

-17.25%

+16.39%

Average Drawdown

Average peak-to-trough decline

-8.65%

-20.92%

+12.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

5.06%

-0.07%

Volatility

GLEIX vs. GCGIX - Volatility Comparison

The current volatility for Goldman Sachs Energy Infrastructure Fund (GLEIX) is 3.71%, while Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a volatility of 5.46%. This indicates that GLEIX experiences smaller price fluctuations and is considered to be less risky than GCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLEIXGCGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

5.46%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

11.96%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

22.89%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

22.19%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

21.48%

+4.11%