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GLPIX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLPIX and VUG is 0.51, 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.


Performance

GLPIX vs. VUG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GLPIX:

0.88

VUG:

0.73

Sortino Ratio

GLPIX:

1.15

VUG:

1.05

Omega Ratio

GLPIX:

1.16

VUG:

1.15

Calmar Ratio

GLPIX:

1.06

VUG:

0.71

Martin Ratio

GLPIX:

3.65

VUG:

2.38

Ulcer Index

GLPIX:

4.05%

VUG:

6.79%

Daily Std Dev

GLPIX:

18.10%

VUG:

25.30%

Max Drawdown

GLPIX:

-75.37%

VUG:

-50.68%

Current Drawdown

GLPIX:

-8.49%

VUG:

-3.26%

Returns By Period

In the year-to-date period, GLPIX achieves a 0.01% return, which is significantly lower than VUG's 0.79% return. Over the past 10 years, GLPIX has underperformed VUG with an annualized return of 4.16%, while VUG has yielded a comparatively higher 15.26% annualized return.


GLPIX

YTD

0.01%

1M

0.11%

6M

-5.49%

1Y

15.88%

3Y*

15.71%

5Y*

22.74%

10Y*

4.16%

VUG

YTD

0.79%

1M

9.21%

6M

1.24%

1Y

18.30%

3Y*

19.95%

5Y*

17.15%

10Y*

15.26%

*Annualized

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Vanguard Growth ETF

GLPIX vs. VUG - Expense Ratio Comparison

GLPIX has a 1.20% expense ratio, which is higher than VUG's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GLPIX vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLPIX
The Risk-Adjusted Performance Rank of GLPIX is 6969
Overall Rank
The Sharpe Ratio Rank of GLPIX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GLPIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GLPIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GLPIX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of GLPIX is 7575
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLPIX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) and Vanguard Growth ETF (VUG). 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 VUG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GLPIX and VUG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GLPIX vs. VUG - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 5.03%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
5.03%6.60%6.70%5.99%6.26%9.72%4.53%8.01%7.49%8.33%13.25%8.59%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

GLPIX vs. VUG - Drawdown Comparison

The maximum GLPIX drawdown since its inception was -75.37%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GLPIX and VUG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GLPIX vs. VUG - Volatility Comparison

The current volatility for Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) is 4.96%, while Vanguard Growth ETF (VUG) has a volatility of 5.79%. This indicates that GLPIX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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