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GLPIX vs. GSSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLPIX vs. GSSRX - 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 Short Duration Bond Fund (GSSRX). The values are adjusted to include any dividend payments, if applicable.

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GLPIX vs. GSSRX - 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%
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%6.57%4.53%5.28%-6.06%-0.86%5.85%6.79%-0.02%1.61%

Returns By Period

In the year-to-date period, GLPIX achieves a 16.94% return, which is significantly higher than GSSRX's -0.81% return. Over the past 10 years, GLPIX has outperformed GSSRX with an annualized return of 10.37%, while GSSRX has yielded a comparatively lower 2.34% 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%

GSSRX

1D
0.10%
1M
-1.42%
YTD
-0.81%
6M
0.67%
1Y
3.89%
3Y*
4.51%
5Y*
1.88%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLPIX vs. GSSRX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is higher than GSSRX's 0.48% expense ratio.


Return for Risk

GLPIX vs. GSSRX — 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

GSSRX
GSSRX Risk / Return Rank: 9393
Overall Rank
GSSRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GSSRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSSRX Omega Ratio Rank: 9393
Omega Ratio Rank
GSSRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSSRX Martin Ratio Rank: 9393
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. GSSRX - 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 Short Duration Bond Fund (GSSRX). 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.


GLPIXGSSRXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.00

-1.12

Sortino ratio

Return per unit of downside risk

1.18

3.42

-2.25

Omega ratio

Gain probability vs. loss probability

1.18

1.46

-0.28

Calmar ratio

Return relative to maximum drawdown

0.96

2.69

-1.74

Martin ratio

Return relative to average drawdown

2.41

11.87

-9.46

GLPIX vs. GSSRX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 0.87, which is lower than the GSSRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of GLPIX and GSSRX, 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


GLPIXGSSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.00

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.80

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.98

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.94

-0.75

Correlation

The correlation between GLPIX and GSSRX is 0.07, 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. GSSRX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.21%, more than GSSRX's 3.95% 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%
GSSRX
Goldman Sachs Short Duration Bond Fund
3.95%4.18%3.58%2.36%1.59%1.40%2.20%2.87%2.56%2.21%2.04%2.15%

Drawdowns

GLPIX vs. GSSRX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GLPIX and GSSRX.


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Drawdown Indicators


GLPIXGSSRXDifference

Max Drawdown

Largest peak-to-trough decline

-75.98%

-9.03%

-66.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-1.62%

-12.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-8.88%

-12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

-9.03%

-61.45%

Current Drawdown

Current decline from peak

-1.00%

-1.42%

+0.42%

Average Drawdown

Average peak-to-trough decline

-23.44%

-1.27%

-22.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

0.37%

+5.04%

Volatility

GLPIX vs. GSSRX - Volatility Comparison

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 3.17% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.84%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPIXGSSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

0.84%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

1.49%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

2.15%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

2.38%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

2.39%

+23.70%