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GLPIX vs. EIPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLPIX vs. EIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and EIP Growth and Income Fund (NEW) (EIPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GLPIX having a 17.17% return and EIPIX slightly higher at 17.59%.


GLPIX

1D
1.51%
1M
-4.21%
YTD
17.17%
6M
17.20%
1Y
18.60%
3Y*
22.66%
5Y*
18.34%
10Y*
8.39%

EIPIX

1D
1.12%
1M
-2.27%
YTD
17.59%
6M
17.39%
1Y
22.75%
3Y*
21.11%
5Y*
16.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLPIX vs. EIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
17.17%4.45%28.00%19.67%26.06%39.89%-31.08%7.04%-14.57%-5.13%
EIPIX
EIP Growth and Income Fund (NEW)
17.59%11.31%26.74%6.25%16.19%21.80%-9.85%23.09%-11.68%-0.68%

Correlation

The correlation between GLPIX and EIPIX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.85

The correlation between GLPIX and EIPIX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

GLPIX vs. EIPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLPIX
GLPIX Risk / Return Rank: 4444
Overall Rank
GLPIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GLPIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
GLPIX Omega Ratio Rank: 3737
Omega Ratio Rank
GLPIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GLPIX Martin Ratio Rank: 4040
Martin Ratio Rank

EIPIX
EIPIX Risk / Return Rank: 8080
Overall Rank
EIPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EIPIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
EIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
EIPIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
EIPIX Martin Ratio Rank: 8686
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.

GLPIX vs. EIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and EIP Growth and Income Fund (NEW) (EIPIX). 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.


GLPIXEIPIXDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratioReturn relative to maximum drawdown

2.80

5.14

-2.34

Martin ratioReturn relative to average drawdown

7.78

14.92

-7.14

GLPIX vs. EIPIX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 1.66, which is comparable to the EIPIX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of GLPIX and EIPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLPIX vs. EIPIX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, which is greater than EIPIX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for GLPIX and EIPIX.


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Drawdown Indicators


GLPIXEIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-43.98%

-32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-4.51%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-13.00%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-16.71%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

Current Drawdown

Current decline from peak

-4.73%

-2.70%

-2.03%

Average Drawdown

Average peak-to-trough decline

-23.05%

-5.01%

-18.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.55%

+0.91%

Volatility

GLPIX vs. EIPIX - Volatility Comparison

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 4.53% compared to EIP Growth and Income Fund (NEW) (EIPIX) at 3.43%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than EIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPIXEIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.43%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

7.77%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

10.01%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

15.61%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.86%

18.69%

+7.17%

GLPIX vs. EIPIX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is lower than EIPIX's 1.25% expense ratio.


Dividends

GLPIX vs. EIPIX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.39%, less than EIPIX's 13.37% yield.


PositionTTM20252024202320222021202020192018201720162015
EIPIX
EIP Growth and Income Fund (NEW)
13.37%15.71%7.60%4.09%25.10%3.44%4.02%3.44%3.45%1.77%0.78%0.00%
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
6.39%7.03%6.60%6.70%6.00%6.26%9.72%8.67%8.02%7.49%11.46%6.62%

Frequently Asked Questions


GLPIX and EIPIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLPIX has higher volatility (4.53%) compared to EIPIX (3.43%). In terms of maximum drawdown, GLPIX dropped -75.98% vs EIPIX's -43.98%.

EIPIX currently has the higher Sharpe Ratio (2.32 vs 1.66), 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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