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GPRF vs. LNGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPRF vs. LNGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Global X U.S. Natural Gas ETF (LNGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPRF achieves a 1.33% return, which is significantly lower than LNGX's 20.47% return.


GPRF

1D
-0.07%
1M
0.14%
YTD
1.33%
6M
1.66%
1Y
6.57%
3Y*
5Y*
10Y*

LNGX

1D
0.76%
1M
-6.84%
YTD
20.47%
6M
13.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPRF vs. LNGX - Yearly Performance Comparison


Correlation

The correlation between GPRF and LNGX is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 30, 2025

-0.32

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Return for Risk

GPRF vs. LNGX — Risk / Return Rank

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

GPRF
GPRF Risk / Return Rank: 4949
Overall Rank
GPRF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 5252
Sortino Ratio Rank
GPRF Omega Ratio Rank: 6262
Omega Ratio Rank
GPRF Calmar Ratio Rank: 3333
Calmar Ratio Rank
GPRF Martin Ratio Rank: 4646
Martin Ratio Rank

LNGX
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.

GPRF vs. LNGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Global X U.S. Natural Gas ETF (LNGX). 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.


GPRFLNGXDifference

Sharpe ratio

Return per unit of total volatility

1.76

Sortino ratio

Return per unit of downside risk

2.50

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

1.57

Martin ratio

Return relative to average drawdown

7.51

GPRF vs. LNGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GPRFLNGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

2.10

-0.72

Drawdowns

GPRF vs. LNGX - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum LNGX drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for GPRF and LNGX.


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Drawdown Indicators


GPRFLNGXDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-14.31%

+9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

Current Drawdown

Current decline from peak

-0.78%

-11.36%

+10.58%

Average Drawdown

Average peak-to-trough decline

-0.89%

-4.37%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

GPRF vs. LNGX - Volatility Comparison


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Volatility by Period


GPRFLNGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

24.67%

-20.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.94%

24.67%

-20.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

24.67%

-20.73%

GPRF vs. LNGX - Expense Ratio Comparison

Both GPRF and LNGX have an expense ratio of 0.45%.


Dividends

GPRF vs. LNGX - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.65%, more than LNGX's 0.22% yield.


Frequently Asked Questions


GPRF and LNGX have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GPRF and LNGX have the same expense ratio: 0.45% per year.

GPRF has the higher dividend yield at 5.65%, compared with 0.22% for LNGX.

GPRF is categorized as Preferred Stock/Convertible Bonds, while LNGX is Energy Equities. GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index, while LNGX tracks Global X U.S. Natural Gas Index. They also come from different issuers: Goldman Sachs and Global X.

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