GLEIX vs. SVPFX
GLEIX (Goldman Sachs Energy Infrastructure Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GLEIX is a Energy Equities fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GLEIX returned 23.61%/yr vs 2.15%/yr for SVPFX. At a 0.01 correlation, their price movements are largely independent. GLEIX charges 1.23%/yr vs 0.38%/yr for SVPFX.
Performance
GLEIX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GLEIX achieves a 24.97% return, which is significantly higher than SVPFX's 2.00% return.
GLEIX
- 1D
- -0.68%
- 1M
- 0.35%
- 6M
- 26.23%
- YTD
- 24.97%
- 1Y
- 29.14%
- 3Y*
- 31.40%
- 5Y*
- 23.61%
- 10Y*
- —
SVPFX
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 2.00%
- YTD
- 2.00%
- 1Y
- 5.61%
- 3Y*
- 4.80%
- 5Y*
- 2.15%
- 10Y*
- —
GLEIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 24.97% | 5.30% | 58.18% | 15.08% | 18.96% | 17.61% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.00% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GLEIX and SVPFX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.01 |
The correlation between GLEIX and SVPFX shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GLEIX vs. SVPFX — Risk / Return Rank
GLEIX
SVPFX
GLEIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Energy Infrastructure Fund (GLEIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.60 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 6.48 | -2.38 |
| Martin ratioReturn relative to average drawdown | 9.46 | 23.92 | -14.47 |
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Drawdowns
GLEIX vs. SVPFX - Drawdown Comparison
The maximum GLEIX drawdown since its inception was -59.27%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GLEIX and SVPFX.
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Drawdown Indicators
| GLEIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -6.37% | -52.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.29% | -0.91% | -6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -5.32% | -11.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -6.37% | -15.52% |
Current DrawdownCurrent decline from peak | -3.64% | -0.20% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -1.89% | -6.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.39% | +2.76% |
Volatility
GLEIX vs. SVPFX - Volatility Comparison
Goldman Sachs Energy Infrastructure Fund (GLEIX) has a higher volatility of 5.36% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.78%. This indicates that GLEIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLEIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 0.78% | +4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 1.75% | +9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 2.22% | +12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 5.61% | +14.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 5.47% | +19.91% |
GLEIX vs. SVPFX - Expense Ratio Comparison
GLEIX has a 1.23% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
GLEIX vs. SVPFX - Dividend Comparison
GLEIX's dividend yield for the trailing twelve months is around 8.28%, more than SVPFX's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GLEIX Goldman Sachs Energy Infrastructure Fund | 8.28% | 10.00% | 25.43% | 10.22% | 4.70% | 8.41% | 4.17% | 4.83% | 3.54% | 0.68% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.19% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLEIX and SVPFX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLEIX has higher volatility (5.36%) compared to SVPFX (0.78%). In terms of maximum drawdown, GLEIX dropped -59.27% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.65 vs 2.01), 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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