GLEIX vs. MLXIX
GLEIX (Goldman Sachs Energy Infrastructure Fund) and MLXIX (Catalyst Energy Infrastructure Fund) are both Energy Equities funds. Over the past 5 years, GLEIX returned 25.30%/yr vs 22.04%/yr for MLXIX. With a 0.96 correlation, they move nearly in lockstep. GLEIX charges 1.23%/yr vs 1.43%/yr for MLXIX.
Performance
GLEIX vs. MLXIX - Performance Comparison
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Returns By Period
In the year-to-date period, GLEIX achieves a 26.77% return, which is significantly lower than MLXIX's 33.51% return.
GLEIX
- 1D
- -0.92%
- 1M
- 4.44%
- 6M
- 25.51%
- YTD
- 26.77%
- 1Y
- 31.49%
- 3Y*
- 32.11%
- 5Y*
- 25.30%
- 10Y*
- —
MLXIX
- 1D
- -1.91%
- 1M
- 5.79%
- 6M
- 30.61%
- YTD
- 33.51%
- 1Y
- 19.55%
- 3Y*
- 23.89%
- 5Y*
- 22.04%
- 10Y*
- 10.80%
GLEIX vs. MLXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 26.77% | 5.30% | 58.18% | 15.08% | 18.96% | 38.31% | -17.46% | 16.95% | -15.17% | 6.98% |
MLXIX Catalyst Energy Infrastructure Fund | 33.51% | -8.56% | 45.26% | 15.34% | 27.02% | 42.04% | -20.02% | 12.05% | -18.48% | 3.53% |
Correlation
The correlation between GLEIX and MLXIX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.96 |
The correlation between GLEIX and MLXIX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
GLEIX vs. MLXIX — Risk / Return Rank
GLEIX
MLXIX
GLEIX vs. MLXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) and Catalyst Energy Infrastructure Fund (MLXIX). 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.
| GLEIX | MLXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 1.23 | +3.05 |
| Martin ratioReturn relative to average drawdown | 9.86 | 2.33 | +7.53 |
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Drawdowns
GLEIX vs. MLXIX - Drawdown Comparison
The maximum GLEIX drawdown since its inception was -59.27%, smaller than the maximum MLXIX drawdown of -76.78%. Use the drawdown chart below to compare losses from any high point for GLEIX and MLXIX.
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Drawdown Indicators
| GLEIX | MLXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -76.78% | +17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.29% | -15.44% | +8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -22.14% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -22.14% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -72.63% | — |
Current DrawdownCurrent decline from peak | -2.25% | -4.30% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -23.03% | +14.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 8.12% | -4.97% |
Volatility
GLEIX vs. MLXIX - Volatility Comparison
The current volatility for Goldman Sachs Energy Infrastructure Fund (GLEIX) is 5.49%, while Catalyst Energy Infrastructure Fund (MLXIX) has a volatility of 7.50%. This indicates that GLEIX experiences smaller price fluctuations and is considered to be less risky than MLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLEIX | MLXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.50% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 17.03% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 20.52% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 22.54% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 28.08% | -2.70% |
GLEIX vs. MLXIX - Expense Ratio Comparison
GLEIX has a 1.23% expense ratio, which is lower than MLXIX's 1.43% expense ratio.
Dividends
GLEIX vs. MLXIX - Dividend Comparison
GLEIX's dividend yield for the trailing twelve months is around 8.16%, more than MLXIX's 6.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 8.16% | 10.00% | 25.43% | 10.22% | 4.70% | 8.41% | 4.17% | 4.83% | 3.54% | 0.68% | 0.00% | 0.00% |
MLXIX Catalyst Energy Infrastructure Fund | 6.72% | 8.26% | 5.02% | 6.67% | 7.15% | 8.26% | 14.52% | 15.93% | 15.62% | 11.37% | 8.76% | 11.47% |
Frequently Asked Questions
GLEIX and MLXIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MLXIX has higher volatility (7.50%) compared to GLEIX (5.49%). In terms of maximum drawdown, GLEIX dropped -59.27% vs MLXIX's -76.78%.
GLEIX currently has the higher Sharpe Ratio (2.08 vs 0.92), 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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