GLEIX vs. PAXDX
Compare and contrast key facts about Goldman Sachs Energy Infrastructure Fund (GLEIX) and Pax Global Sustainable Infrastructure Fund (PAXDX).
GLEIX is managed by Goldman Sachs. It was launched on Sep 28, 2017. PAXDX is managed by Pax World. It was launched on Dec 15, 2016.
Performance
GLEIX vs. PAXDX - Performance Comparison
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GLEIX vs. PAXDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 22.46% | 5.30% | 58.18% | 15.08% | 18.96% | 38.31% | -17.46% | 16.95% | -15.17% | 6.98% |
PAXDX Pax Global Sustainable Infrastructure Fund | 5.11% | 18.37% | -1.55% | 9.33% | -13.45% | 14.24% | 14.25% | 25.88% | -4.25% | 5.22% |
Returns By Period
In the year-to-date period, GLEIX achieves a 22.46% return, which is significantly higher than PAXDX's 5.11% return.
GLEIX
- 1D
- -1.00%
- 1M
- 1.47%
- YTD
- 22.46%
- 6M
- 22.41%
- 1Y
- 20.86%
- 3Y*
- 33.06%
- 5Y*
- 26.79%
- 10Y*
- —
PAXDX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.11%
- 6M
- 4.66%
- 1Y
- 15.24%
- 3Y*
- 8.60%
- 5Y*
- 4.01%
- 10Y*
- —
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GLEIX vs. PAXDX - Expense Ratio Comparison
GLEIX has a 1.23% expense ratio, which is higher than PAXDX's 0.83% expense ratio.
Return for Risk
GLEIX vs. PAXDX — Risk / Return Rank
GLEIX
PAXDX
GLEIX vs. PAXDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) and Pax Global Sustainable Infrastructure Fund (PAXDX). 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.
| GLEIX | PAXDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.40 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.95 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.97 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.38 | 9.54 | -5.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLEIX | PAXDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.40 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 0.30 | +1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.52 | +0.09 |
Correlation
The correlation between GLEIX and PAXDX is 0.54, 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. PAXDX - Dividend Comparison
GLEIX's dividend yield for the trailing twelve months is around 8.16%, more than PAXDX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PAXDX Pax Global Sustainable Infrastructure Fund | 2.06% | 2.17% | 2.07% | 2.43% | 2.48% | 58.94% | 2.88% | 4.69% | 3.55% | 2.13% | 0.12% |
Drawdowns
GLEIX vs. PAXDX - Drawdown Comparison
The maximum GLEIX drawdown since its inception was -59.27%, which is greater than PAXDX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for GLEIX and PAXDX.
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Drawdown Indicators
| GLEIX | PAXDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -33.58% | -25.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -8.05% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -25.04% | +3.15% |
Current DrawdownCurrent decline from peak | -1.85% | -0.74% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -5.34% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 1.66% | +3.33% |
Volatility
GLEIX vs. PAXDX - Volatility Comparison
Goldman Sachs Energy Infrastructure Fund (GLEIX) has a higher volatility of 3.39% compared to Pax Global Sustainable Infrastructure Fund (PAXDX) at 0.00%. This indicates that GLEIX's price experiences larger fluctuations and is considered to be riskier than PAXDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLEIX | PAXDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 0.00% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 5.36% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 11.78% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 13.30% | +7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 16.64% | +8.95% |