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GLPIX vs. GCIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLPIX vs. GCIIX - Performance Comparison

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

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GLPIX vs. GCIIX - 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%
GCIIX
Goldman Sachs International Equity Insights Fund
-0.88%40.72%9.65%20.80%-14.91%11.71%7.83%18.52%-15.82%29.65%

Returns By Period

In the year-to-date period, GLPIX achieves a 16.94% return, which is significantly higher than GCIIX's -0.88% return. Both investments have delivered pretty close results over the past 10 years, with GLPIX having a 10.37% annualized return and GCIIX not far behind at 10.01%.


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%

GCIIX

1D
0.22%
1M
-11.76%
YTD
-0.88%
6M
5.26%
1Y
27.58%
3Y*
19.39%
5Y*
10.91%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLPIX vs. GCIIX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is higher than GCIIX's 0.80% expense ratio.


Return for Risk

GLPIX vs. GCIIX — 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

GCIIX
GCIIX Risk / Return Rank: 8383
Overall Rank
GCIIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GCIIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GCIIX Omega Ratio Rank: 8181
Omega Ratio Rank
GCIIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
GCIIX Martin Ratio Rank: 8282
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. GCIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and Goldman Sachs International Equity Insights Fund (GCIIX). 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.


GLPIXGCIIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.60

-0.73

Sortino ratio

Return per unit of downside risk

1.18

2.11

-0.93

Omega ratio

Gain probability vs. loss probability

1.18

1.32

-0.13

Calmar ratio

Return relative to maximum drawdown

0.96

2.08

-1.13

Martin ratio

Return relative to average drawdown

2.41

8.19

-5.78

GLPIX vs. GCIIX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 0.87, which is lower than the GCIIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of GLPIX and GCIIX, 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


GLPIXGCIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.60

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.69

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.60

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.29

-0.10

Correlation

The correlation between GLPIX and GCIIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLPIX vs. GCIIX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.21%, less than GCIIX's 7.85% 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%
GCIIX
Goldman Sachs International Equity Insights Fund
7.85%7.78%9.24%2.81%3.94%6.33%1.86%2.46%1.94%1.62%2.51%1.45%

Drawdowns

GLPIX vs. GCIIX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, which is greater than GCIIX's maximum drawdown of -61.08%. Use the drawdown chart below to compare losses from any high point for GLPIX and GCIIX.


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Drawdown Indicators


GLPIXGCIIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-61.08%

-14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-12.33%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-30.58%

+9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

-39.85%

-30.63%

Current Drawdown

Current decline from peak

-1.00%

-11.85%

+10.85%

Average Drawdown

Average peak-to-trough decline

-23.44%

-15.11%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

3.14%

+2.27%

Volatility

GLPIX vs. GCIIX - Volatility Comparison

The current volatility for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) is 3.17%, while Goldman Sachs International Equity Insights Fund (GCIIX) has a volatility of 7.14%. This indicates that GLPIX experiences smaller price fluctuations and is considered to be less risky than GCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPIXGCIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

7.14%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

10.99%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

16.67%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

15.89%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

16.67%

+9.42%