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

Correlation

The correlation between GLPIX and VUG is 0.39, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.76%
14.18%
GLPIX
VUG

Key characteristics

Sharpe Ratio

GLPIX:

2.34

VUG:

1.61

Sortino Ratio

GLPIX:

3.14

VUG:

2.16

Omega Ratio

GLPIX:

1.41

VUG:

1.29

Calmar Ratio

GLPIX:

4.08

VUG:

2.18

Martin Ratio

GLPIX:

13.66

VUG:

8.29

Ulcer Index

GLPIX:

2.35%

VUG:

3.41%

Daily Std Dev

GLPIX:

13.69%

VUG:

17.63%

Max Drawdown

GLPIX:

-75.37%

VUG:

-50.68%

Current Drawdown

GLPIX:

-0.24%

VUG:

-0.51%

Returns By Period

In the year-to-date period, GLPIX achieves a 9.03% return, which is significantly higher than VUG's 3.65% return. Over the past 10 years, GLPIX has underperformed VUG with an annualized return of 5.33%, while VUG has yielded a comparatively higher 15.66% annualized return.


GLPIX

YTD

9.03%

1M

0.05%

6M

17.76%

1Y

29.57%

5Y*

19.42%

10Y*

5.33%

VUG

YTD

3.65%

1M

1.68%

6M

14.18%

1Y

29.99%

5Y*

17.45%

10Y*

15.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLPIX vs. VUG - Expense Ratio Comparison

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


GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
Expense ratio chart for GLPIX: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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 9191
Overall Rank
The Sharpe Ratio Rank of GLPIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GLPIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GLPIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GLPIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GLPIX is 9292
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6868
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.


Sharpe ratio
The chart of Sharpe ratio for GLPIX, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.341.61
The chart of Sortino ratio for GLPIX, currently valued at 3.14, compared to the broader market0.002.004.006.008.0010.0012.003.142.16
The chart of Omega ratio for GLPIX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.29
The chart of Calmar ratio for GLPIX, currently valued at 4.08, compared to the broader market0.005.0010.0015.0020.004.082.18
The chart of Martin ratio for GLPIX, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0080.0013.668.29
GLPIX
VUG

The current GLPIX Sharpe Ratio is 2.34, which is higher than the VUG Sharpe Ratio of 1.61. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.34
1.61
GLPIX
VUG

Dividends

GLPIX vs. VUG - Dividend Comparison

GLPIX's dividend yield for the trailing twelve months is around 6.06%, more than VUG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
6.06%6.60%6.70%6.00%6.27%19.19%8.67%8.02%7.48%8.33%13.25%8.59%
VUG
Vanguard Growth ETF
0.45%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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.24%
-0.51%
GLPIX
VUG

Volatility

GLPIX vs. VUG - Volatility Comparison

Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) has a higher volatility of 5.74% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that GLPIX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.74%
4.79%
GLPIX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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