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GLPIX vs. FSTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLPIX vs. FSTEX - Performance Comparison

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

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GLPIX vs. FSTEX - 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%
FSTEX
Invesco Energy Fund
38.85%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%

Returns By Period

In the year-to-date period, GLPIX achieves a 16.94% return, which is significantly lower than FSTEX's 38.85% return. Over the past 10 years, GLPIX has outperformed FSTEX with an annualized return of 10.37%, while FSTEX has yielded a comparatively lower 8.77% annualized return.


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%

FSTEX

1D
-0.55%
1M
13.19%
YTD
38.85%
6M
42.88%
1Y
43.71%
3Y*
20.07%
5Y*
25.80%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLPIX vs. FSTEX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is lower than FSTEX's 1.36% expense ratio.


Return for Risk

GLPIX vs. FSTEX — 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

FSTEX
FSTEX Risk / Return Rank: 8888
Overall Rank
FSTEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8787
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 8383
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. FSTEX - Risk-Adjusted Trends Comparison

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


GLPIXFSTEXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.04

-1.16

Sortino ratio

Return per unit of downside risk

1.18

2.54

-1.36

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

0.96

2.31

-1.35

Martin ratio

Return relative to average drawdown

2.41

8.35

-5.95

GLPIX vs. FSTEX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 0.87, which is lower than the FSTEX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of GLPIX and FSTEX, 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


GLPIXFSTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.04

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.03

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.30

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.27

-0.08

Correlation

The correlation between GLPIX and FSTEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLPIX vs. FSTEX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.21%, more than FSTEX's 1.60% 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%
FSTEX
Invesco Energy Fund
1.60%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%

Drawdowns

GLPIX vs. FSTEX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for GLPIX and FSTEX.


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Drawdown Indicators


GLPIXFSTEXDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-83.31%

+7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-18.57%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-26.88%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

-73.41%

+2.93%

Current Drawdown

Current decline from peak

-1.00%

-0.55%

-0.45%

Average Drawdown

Average peak-to-trough decline

-23.44%

-25.28%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

5.13%

+0.28%

Volatility

GLPIX vs. FSTEX - Volatility Comparison

The current volatility for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) is 3.17%, while Invesco Energy Fund (FSTEX) has a volatility of 4.36%. This indicates that GLPIX experiences smaller price fluctuations and is considered to be less risky than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPIXFSTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

4.36%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

12.75%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

22.29%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

25.29%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

29.77%

-3.68%