GLPIX vs. AMLP

In the year-to-date period, GLPIX achieves a 0.01% return, which is significantly lower than AMLP's 3.10% return. Over the past 10 years, GLPIX has outperformed AMLP with an annualized return of 4.16%, while AMLP has yielded a comparatively lower 3.02% annualized return.

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GLPIX has a 1.20% expense ratio, which is higher than AMLP's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and Alerian MLP ETF (AMLP). 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.

The current GLPIX Sharpe Ratio is 0.88, which is comparable to the AMLP Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GLPIX and AMLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLPIX's dividend yield for the trailing twelve months is around 5.03%, less than AMLP's 8.04% yield.

The maximum GLPIX drawdown since its inception was -75.37%, roughly equal to the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for GLPIX and AMLP.

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 4.96% compared to Alerian MLP ETF (AMLP) at 4.61%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.