GLPIX vs. MLPA

In the year-to-date period, GLPIX achieves a 0.01% return, which is significantly lower than MLPA's 3.17% return. Over the past 10 years, GLPIX has outperformed MLPA with an annualized return of 4.16%, while MLPA has yielded a comparatively lower 2.25% annualized return.

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GLPIX has a 1.20% expense ratio, which is higher than MLPA's 0.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and Global X MLP ETF (MLPA). 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.

The current GLPIX Sharpe Ratio is 0.88, which is comparable to the MLPA Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GLPIX and MLPA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GLPIX's dividend yield for the trailing twelve months is around 5.03%, less than MLPA's 7.49% yield.

The maximum GLPIX drawdown since its inception was -75.37%, roughly equal to the maximum MLPA drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for GLPIX and MLPA.

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 4.96% compared to Global X MLP ETF (MLPA) at 4.72%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than MLPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.