PortfoliosLab logoPortfoliosLab logo
MLXIX vs. GLEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLXIX vs. GLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Energy Infrastructure Fund (MLXIX) and Goldman Sachs Energy Infrastructure Fund (GLEIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MLXIX achieves a 32.37% return, which is significantly higher than GLEIX's 26.38% return.


MLXIX

1D
0.73%
1M
3.24%
6M
20.63%
YTD
32.37%
1Y
18.43%
3Y*
22.15%
5Y*
21.54%
10Y*
11.35%
ALL TIME*
6.45%

GLEIX

1D
0.31%
1M
3.06%
6M
17.52%
YTD
26.38%
1Y
28.99%
3Y*
30.14%
5Y*
24.87%
10Y*
ALL TIME*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MLXIX vs. GLEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLXIX
Catalyst Energy Infrastructure Fund
32.37%-8.56%45.26%15.34%27.02%42.04%-20.02%12.05%-18.48%3.53%
GLEIX
Goldman Sachs Energy Infrastructure Fund
26.38%5.30%58.18%15.08%18.96%38.31%-17.46%16.95%-15.17%6.98%

Correlation

The correlation between MLXIX and GLEIX is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.96

The correlation between MLXIX and GLEIX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

MLXIX vs. GLEIX — Risk / Return Rank

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

MLXIX
MLXIX Risk / Return Rank: 2424
Overall Rank
MLXIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MLXIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MLXIX Omega Ratio Rank: 2424
Omega Ratio Rank
MLXIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MLXIX Martin Ratio Rank: 1717
Martin Ratio Rank

GLEIX
GLEIX Risk / Return Rank: 8282
Overall Rank
GLEIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GLEIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
GLEIX Omega Ratio Rank: 7676
Omega Ratio Rank
GLEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GLEIX Martin Ratio Rank: 7777
Martin Ratio Rank
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.

MLXIX vs. GLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Energy Infrastructure Fund (MLXIX) and Goldman Sachs Energy Infrastructure Fund (GLEIX). 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.


MLXIXGLEIXDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.27

4.13

-2.86

Martin ratioReturn relative to average drawdown

2.43

9.47

-7.04

MLXIX vs. GLEIX - Sharpe Ratio Comparison

The current MLXIX Sharpe Ratio is 0.87, which is lower than the GLEIX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MLXIX and GLEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MLXIX vs. GLEIX - Drawdown Comparison

The maximum MLXIX drawdown since its inception was -76.78%, which is greater than GLEIX's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for MLXIX and GLEIX.


Loading charts...

Drawdown Indicators


MLXIXGLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.78%

-59.27%

-17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-7.29%

-7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-17.07%

-5.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-21.89%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-72.63%

Current Drawdown

Current decline from peak

-5.14%

-3.00%

-2.14%

Average Drawdown

Average peak-to-trough decline

-22.95%

-8.45%

-14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

3.17%

+4.30%

Volatility

MLXIX vs. GLEIX - Volatility Comparison

Catalyst Energy Infrastructure Fund (MLXIX) has a higher volatility of 7.89% compared to Goldman Sachs Energy Infrastructure Fund (GLEIX) at 5.45%. This indicates that MLXIX's price experiences larger fluctuations and is considered to be riskier than GLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MLXIXGLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

5.45%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.46%

11.97%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

14.97%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

20.51%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

25.34%

+2.77%

MLXIX vs. GLEIX - Expense Ratio Comparison

MLXIX has a 1.43% expense ratio, which is higher than GLEIX's 1.23% expense ratio.


Dividends

MLXIX vs. GLEIX - Dividend Comparison

MLXIX's dividend yield for the trailing twelve months is around 6.81%, less than GLEIX's 8.18% yield.


PositionTTM20252024202320222021202020192018201720162015
GLEIX
Goldman Sachs Energy Infrastructure Fund
8.18%10.00%25.43%10.22%4.70%8.41%4.17%4.83%3.54%0.68%0.00%0.00%
MLXIX
Catalyst Energy Infrastructure Fund
6.81%8.26%5.02%6.67%7.15%8.26%14.52%15.93%15.62%11.37%8.76%11.47%

Frequently Asked Questions


MLXIX and GLEIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLXIX has higher volatility (7.89%) compared to GLEIX (5.45%). In terms of maximum drawdown, MLXIX dropped -76.78% vs GLEIX's -59.27%.

GLEIX currently has the higher Sharpe Ratio (2.01 vs 0.87), 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.

Portfolio Optimizer

Find the right allocation for MLXIX and GLEIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer