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GLPIX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLPIX vs. FMGIX - Performance Comparison

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

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GLPIX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
16.94%4.45%28.00%19.67%26.06%39.89%-31.08%7.04%-14.57%-5.13%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.25%

Returns By Period

In the year-to-date period, GLPIX achieves a 16.94% return, which is significantly higher than FMGIX's 6.75% return. Both investments have delivered pretty close results over the past 10 years, with GLPIX having a 10.37% annualized return and FMGIX not far behind at 10.03%.


GLPIX

1D
-0.59%
1M
2.56%
YTD
16.94%
6M
19.22%
1Y
13.69%
3Y*
22.54%
5Y*
22.87%
10Y*
10.37%

FMGIX

1D
0.80%
1M
-5.22%
YTD
6.75%
6M
8.05%
1Y
20.40%
3Y*
20.79%
5Y*
13.22%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLPIX vs. FMGIX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

GLPIX vs. FMGIX — Risk / Return Rank

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

GLPIX
GLPIX Risk / Return Rank: 3535
Overall Rank
GLPIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GLPIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLPIX Omega Ratio Rank: 4040
Omega Ratio Rank
GLPIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GLPIX Martin Ratio Rank: 2323
Martin Ratio Rank

FMGIX
FMGIX Risk / Return Rank: 8888
Overall Rank
FMGIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FMGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FMGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FMGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMGIX Martin Ratio Rank: 9191
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. FMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and Frontier MFG Core Infrastructure Fund (FMGIX). 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.


GLPIXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.75

-0.88

Sortino ratio

Return per unit of downside risk

1.18

2.26

-1.08

Omega ratio

Gain probability vs. loss probability

1.18

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

0.96

2.81

-1.86

Martin ratio

Return relative to average drawdown

2.41

10.65

-8.24

GLPIX vs. FMGIX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 0.87, which is lower than the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GLPIX and FMGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLPIXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.75

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.47

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.19

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.24

-0.04

Correlation

The correlation between GLPIX and FMGIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLPIX vs. FMGIX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.21%, less than FMGIX's 31.50% yield.


TTM20252024202320222021202020192018201720162015
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
6.21%7.03%6.60%6.70%6.00%6.26%9.72%8.67%8.02%7.49%11.46%6.62%
FMGIX
Frontier MFG Core Infrastructure Fund
31.50%33.65%48.77%4.79%3.98%2.63%2.38%2.63%3.09%3.15%2.83%2.79%

Drawdowns

GLPIX vs. FMGIX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, which is greater than FMGIX's maximum drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for GLPIX and FMGIX.


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Drawdown Indicators


GLPIXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-57.57%

-18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-7.74%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-26.61%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

-57.57%

-12.91%

Current Drawdown

Current decline from peak

-1.00%

-5.22%

+4.22%

Average Drawdown

Average peak-to-trough decline

-23.44%

-5.37%

-18.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.04%

+3.37%

Volatility

GLPIX vs. FMGIX - Volatility Comparison

The current volatility for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) is 3.17%, while Frontier MFG Core Infrastructure Fund (FMGIX) has a volatility of 3.97%. This indicates that GLPIX experiences smaller price fluctuations and is considered to be less risky than FMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPIXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.97%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

6.97%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

11.91%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

28.44%

-9.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

52.56%

-26.47%