GLPIX vs. SVPFX

Last updated Aug 4, 2026

GLPIX (Goldman Sachs MLP Energy Infrastructure Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GLPIX is a Infrastructure Equities fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GLPIX returned 21.06%/yr vs 2.15%/yr for SVPFX. Their -0.01 correlation means they have often moved in opposite directions in the past. GLPIX charges 1.20%/yr vs 0.38%/yr for SVPFX.

Performance

GLPIX vs. SVPFX - 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 Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLPIX achieves a 22.72% return, which is significantly higher than SVPFX's 2.21% return.

GLPIX

• 1D: 0.76%
• 1M: 4.54%
• 6M: 16.40%
• YTD: 22.72%
• 1Y: 23.66%
• 3Y*: 20.69%
• 5Y*: 21.06%
• 10Y*: 8.92%
• ALL TIME*: 5.36%

SVPFX

• 1D: 0.00%
• 1M: 0.20%
• 6M: 2.11%
• YTD: 2.21%
• 1Y: 5.61%
• 3Y*: 4.76%
• 5Y*: 2.15%
• 10Y*: —
• ALL TIME*: 2.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GLPIX Goldman Sachs MLP Energy Infrastructure Fund	$0.00	$0.00	$0.00
SVPFX Goldman Sachs Strategic Volatility Premium Fund	$0.00	$0.00	$0.00

GLPIX vs. SVPFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GLPIX Goldman Sachs MLP Energy Infrastructure Fund	22.72%	4.45%	28.00%	19.67%	26.06%	16.87%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	2.21%	4.19%	3.82%	5.30%	-4.37%	0.78%

Correlation

The correlation between GLPIX and SVPFX is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.17
Correlation (3Y) Balances recent behavior with more history.	-0.04
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.01
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021	-0.01

The correlation between GLPIX and SVPFX shifts across timeframes, from -0.17 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GLPIX vs. SVPFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLPIX

GLPIX Risk / Return Rank: 75
GLPIX Sharpe Ratio Rank: 78
GLPIX Sortino Ratio Rank: 74
GLPIX Omega Ratio Rank: 70
GLPIX Calmar Ratio Rank: 87
GLPIX Martin Ratio Rank: 65

SVPFX

SVPFX Risk / Return Rank: 96
SVPFX Sharpe Ratio Rank: 95
SVPFX Sortino Ratio Rank: 95
SVPFX Omega Ratio Rank: 95
SVPFX Calmar Ratio Rank: 98
SVPFX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLPIX vs. SVPFX - 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 Strategic Volatility Premium Fund (SVPFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GLPIX	SVPFX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.63	-0.74
Sortino ratio: Return per unit of downside risk	2.61	3.95	-1.35
Omega ratio: Gain probability vs. loss probability	1.32	1.59	-0.27
Calmar ratio: Return relative to maximum drawdown	3.27	6.39	-3.12
Martin ratio: Return relative to average drawdown	8.88	23.34	-14.45

GLPIX vs. SVPFX - Sharpe Ratio Comparison

The current GLPIX Sharpe Ratio is 1.89, which is comparable to the SVPFX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of GLPIX and SVPFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GLPIX vs. SVPFX - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.98%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GLPIX and SVPFX.

Drawdown Indicators

	GLPIX	SVPFX	Difference
Max Drawdown Largest peak-to-trough decline	-75.98%	-6.37%	-69.61%
Max Drawdown (1Y) Largest decline over 1 year	-6.87%	-0.91%	-5.96%
Max Drawdown (3Y) Largest decline over 3 years	-13.96%	-5.32%	-8.64%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-6.37%	-14.52%
Max Drawdown (10Y) Largest decline over 10 years	-70.48%	—	—
Current Drawdown Current decline from peak	-0.55%	0.00%	-0.55%
Average Drawdown Average peak-to-trough decline	-22.88%	-1.87%	-21.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	0.25%	+2.39%

Volatility

GLPIX vs. SVPFX - Volatility Comparison

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 4.06% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.59%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLPIX	SVPFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	0.59%	+3.47%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	1.79%	+7.64%
Volatility (1Y) Calculated over the trailing 1-year period	11.88%	2.21%	+9.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.69%	5.62%	+13.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.79%	5.45%	+20.34%

GLPIX vs. SVPFX - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is higher than SVPFX's 0.38% expense ratio.

Dividends

GLPIX vs. SVPFX - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.10%, more than SVPFX's 3.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLPIX Goldman Sachs MLP Energy Infrastructure Fund	6.10%	7.03%	6.60%	6.70%	6.00%	6.26%	9.72%	8.67%	8.02%	7.49%	11.46%	6.62%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	3.18%	1.83%	4.37%	4.29%	0.76%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GLPIX and SVPFX in my portfolio?

GLPIX and SVPFX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLPIX or SVPFX?

GLPIX has higher volatility (4.06%) compared to SVPFX (0.59%). In terms of maximum drawdown, GLPIX dropped -75.98% vs SVPFX's -6.37%.

Which has better risk-adjusted returns?

SVPFX currently has the higher Sharpe Ratio (2.63 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.