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GLEIX vs. GCIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLEIX vs. GCIIX - Performance Comparison

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

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GLEIX vs. GCIIX - 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%
GCIIX
Goldman Sachs International Equity Insights Fund
-0.88%40.72%9.65%20.80%-14.91%11.71%7.83%18.52%-15.82%2.83%

Returns By Period

In the year-to-date period, GLEIX achieves a 23.69% return, which is significantly higher than GCIIX's -0.88% return.


GLEIX

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

GCIIX

1D
0.22%
1M
-11.76%
YTD
-0.88%
6M
5.26%
1Y
27.58%
3Y*
19.39%
5Y*
10.91%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLEIX vs. GCIIX - Expense Ratio Comparison

GLEIX has a 1.23% expense ratio, which is higher than GCIIX's 0.80% expense ratio.


Return for Risk

GLEIX vs. GCIIX — 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

GCIIX
GCIIX Risk / Return Rank: 8383
Overall Rank
GCIIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GCIIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GCIIX Omega Ratio Rank: 8181
Omega Ratio Rank
GCIIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
GCIIX Martin Ratio Rank: 8282
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. GCIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) and Goldman Sachs International Equity Insights Fund (GCIIX). 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.


GLEIXGCIIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.60

-0.33

Sortino ratio

Return per unit of downside risk

1.63

2.11

-0.47

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.43

2.08

-0.65

Martin ratio

Return relative to average drawdown

4.37

8.19

-3.81

GLEIX vs. GCIIX - Sharpe Ratio Comparison

The current GLEIX Sharpe Ratio is 1.27, which is comparable to the GCIIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of GLEIX and GCIIX, 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


GLEIXGCIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.60

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

0.69

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.29

+0.32

Correlation

The correlation between GLEIX and GCIIX is 0.51, 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. GCIIX - Dividend Comparison

GLEIX's dividend yield for the trailing twelve months is around 8.08%, more than GCIIX's 7.85% 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%
GCIIX
Goldman Sachs International Equity Insights Fund
7.85%7.78%9.24%2.81%3.94%6.33%1.86%2.46%1.94%1.62%2.51%1.45%

Drawdowns

GLEIX vs. GCIIX - Drawdown Comparison

The maximum GLEIX drawdown since its inception was -59.27%, roughly equal to the maximum GCIIX drawdown of -61.08%. Use the drawdown chart below to compare losses from any high point for GLEIX and GCIIX.


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Drawdown Indicators


GLEIXGCIIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.27%

-61.08%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-12.33%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.89%

-30.58%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

Current Drawdown

Current decline from peak

-0.86%

-11.85%

+10.99%

Average Drawdown

Average peak-to-trough decline

-8.65%

-15.11%

+6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

3.14%

+1.85%

Volatility

GLEIX vs. GCIIX - Volatility Comparison

The current volatility for Goldman Sachs Energy Infrastructure Fund (GLEIX) is 3.71%, while Goldman Sachs International Equity Insights Fund (GCIIX) has a volatility of 7.14%. This indicates that GLEIX experiences smaller price fluctuations and is considered to be less risky than GCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLEIXGCIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

7.14%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

10.99%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

16.67%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

15.89%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

16.67%

+8.92%