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GRHIX vs. GLPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRHIX vs. GLPIX - Performance Comparison

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

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GRHIX vs. GLPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRHIX
Goehring & Rozencwajg Resources Fund
21.33%61.65%-1.51%16.61%16.38%62.15%-2.74%0.01%-30.03%-0.96%
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
15.76%4.45%28.00%19.67%26.06%39.89%-31.08%7.04%-14.57%-6.03%

Returns By Period

In the year-to-date period, GRHIX achieves a 21.33% return, which is significantly higher than GLPIX's 15.76% return.


GRHIX

1D
1.27%
1M
-4.03%
YTD
21.33%
6M
30.10%
1Y
89.80%
3Y*
30.90%
5Y*
26.38%
10Y*

GLPIX

1D
-1.01%
1M
0.05%
YTD
15.76%
6M
18.33%
1Y
11.86%
3Y*
22.12%
5Y*
22.23%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRHIX vs. GLPIX - Expense Ratio Comparison

GRHIX has a 0.92% expense ratio, which is lower than GLPIX's 1.20% expense ratio.


Return for Risk

GRHIX vs. GLPIX — Risk / Return Rank

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

GRHIX
GRHIX Risk / Return Rank: 9797
Overall Rank
GRHIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GRHIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GRHIX Omega Ratio Rank: 9494
Omega Ratio Rank
GRHIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GRHIX Martin Ratio Rank: 9898
Martin Ratio Rank

GLPIX
GLPIX Risk / Return Rank: 2727
Overall Rank
GLPIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLPIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
GLPIX Omega Ratio Rank: 3030
Omega Ratio Rank
GLPIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLPIX Martin Ratio Rank: 1919
Martin Ratio Rank
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.

GRHIX vs. GLPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goehring & Rozencwajg Resources Fund (GRHIX) and Goldman Sachs MLP Energy Infrastructure Fund (GLPIX). 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.


GRHIXGLPIXDifference

Sharpe ratio

Return per unit of total volatility

3.12

0.82

+2.30

Sortino ratio

Return per unit of downside risk

3.48

1.11

+2.37

Omega ratio

Gain probability vs. loss probability

1.50

1.17

+0.33

Calmar ratio

Return relative to maximum drawdown

5.65

0.91

+4.74

Martin ratio

Return relative to average drawdown

20.93

2.28

+18.65

GRHIX vs. GLPIX - Sharpe Ratio Comparison

The current GRHIX Sharpe Ratio is 3.12, which is higher than the GLPIX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GRHIX and GLPIX, 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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Sharpe Ratios by Period


GRHIXGLPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

0.82

+2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.16

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.19

+0.22

Correlation

The correlation between GRHIX and GLPIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GRHIX vs. GLPIX - Dividend Comparison

GRHIX's dividend yield for the trailing twelve months is around 2.80%, less than GLPIX's 6.27% yield.


TTM20252024202320222021202020192018201720162015
GRHIX
Goehring & Rozencwajg Resources Fund
2.80%3.39%4.02%3.19%1.21%3.25%2.03%0.57%1.18%0.51%0.00%0.00%
GLPIX
Goldman Sachs MLP Energy Infrastructure Fund
6.27%7.03%6.60%6.70%6.00%6.26%9.72%8.67%8.02%7.49%11.46%6.62%

Drawdowns

GRHIX vs. GLPIX - Drawdown Comparison

The maximum GRHIX drawdown since its inception was -70.61%, smaller than the maximum GLPIX drawdown of -75.98%. Use the drawdown chart below to compare losses from any high point for GRHIX and GLPIX.


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Drawdown Indicators


GRHIXGLPIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.61%

-75.98%

+5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-13.62%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-31.47%

-20.89%

-10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-70.48%

Current Drawdown

Current decline from peak

-4.03%

-2.01%

-2.02%

Average Drawdown

Average peak-to-trough decline

-18.48%

-23.43%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

5.41%

-1.07%

Volatility

GRHIX vs. GLPIX - Volatility Comparison

Goehring & Rozencwajg Resources Fund (GRHIX) has a higher volatility of 8.04% compared to Goldman Sachs MLP Energy Infrastructure Fund (GLPIX) at 3.03%. This indicates that GRHIX's price experiences larger fluctuations and is considered to be riskier than GLPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRHIXGLPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

3.03%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

7.61%

+13.38%

Volatility (1Y)

Calculated over the trailing 1-year period

29.26%

15.46%

+13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.52%

19.22%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

26.08%

+3.59%